Working Papers

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2109: Countercyclical Fluctuations in Uncertainty are Endogenous

Joshua Bernstein, Michael Plante, Alexander Richter and Nathaniel Throckmorton

2108: Container Trade and the U.S. Recovery

Lutz Kilian, Nikos Nomikos and Xiaoqing Zhou

2107: Conspicuous Consumption: Vehicle Purchases by Non-Prime Consumers

Wenhua Di and Yichen Su

2106: Nonlinear Search and Matching Explained

Joshua Bernstein, Alexander Richter and Nathaniel Throckmorton

2105: Paycheck Protection Program: County-Level Determinants and Effect on Unemployment

Pavel Kapinos

2104: How Foreign- and U.S.-Born Latinos Fare During Recessions and Recoveries

Pia Orrenius and Madeline Zavodny

2103: Mortgage Borrowing and the Boom-Bust Cycle in Consumption and Residential Investment

Xiaoqing Zhou

2102: Dry Bulk Shipping and the Evolution of Maritime Transport Costs, 1850-2020

David Jacks and Martin Stuermer

2101: How the New Fed Municipal Bond Facility Capped Muni-Treasury Yield Spreads in the COVID-19 Recession

Michael Bordo and John Duca

2031: The Labor Market Impact of a Pandemic: Validation and Application of a Do-It-Yourself CPS

Alexander Bick and Adam Blandin

2030: The Role of the Prior in Estimating VAR Models with Sign Restrictions

Atsushi Inoue and Lutz Kilian

2029: How New Fed Corporate Bond Programs Dampened the Financial Accelerator in the COVID-19 Recession

Michael Bordo and John Duca

2028: The Geography of Jobs and the Gender Wage Gap

Sitian Liu and Yichen Su

2027: Understanding the Estimation of Oil Demand and Oil Supply Elasticities

Lutz Kilian

2026: The Business Cycle Mechanics of Search and Matching Models

Joshua Bernstein, Alexander Richter and Nathaniel Throckmorton

2025: Oil Prices, Gasoline Prices and Inflation Expectations: A New Model and New Facts

Lutz Kilian and Xiaoqing Zhou

2024: The Impact of the COVID-19 Pandemic on the Demand for Density: Evidence from the U.S. Housing Market

Sitian Liu and Yichen Su

2023: Haste Makes Waste: Banking Organization Growth and Operational Risk

W Frame, Ping McLemore and Atanas Mihov

2022: Joint Bayesian Inference about Impulse Responses in VAR Models

Atsushi Inoue and Lutz Kilian

2021: The Shale Revolution and the Dynamics of the Oil Market

Nathan Balke, Xin Jin and Mine Yucel

2020: Quantitative Easing and Agency MBS Investment and Financing Choices by Mortgage REITs

W Frame and Eva Steiner

2019: Impulse Response Analysis for Structural Dynamic Models with Nonlinear Regressors

Silvia Goncalves, Ana María Herrera, Lutz Kilian and Elena Pesavento

2018: Entry and Exit, Unemployment, and the Business Cycle

Joshua Bernstein, Alexander Richter and Nathaniel Throckmorton

2017: Work from Home Before and After the COVID-19 Outbreak

Alexander Bick, Adam Blandin and Karel Mertens

2016: Are the Largest Banking Organizations Operationally More Risky?

Filippo Curti, W Frame and Atanas Mihov

2015: A Quantitative Model of the Oil Tanker Market in the Arabian Gulf

Lutz Kilian, Nikos Nomikos and Xiaoqing Zhou

2014: Mobility and Engagement Following the SARS-Cov-2 Outbreak

Tyler Atkinson, Jim Dolmas, Christoffer Koch, Evan Koenig, Karel Mertens, Anthony Murphy and Kei-Mu Yi

2013: Villains or Scapegoats? The Role of Subprime Borrowers in Driving the U.S. Housing Boom

James Conklin, W Frame, Kristopher Gerardi and Haoyang Liu

2012: A Novel MIMIC-Style Model of European Bank Technical Efficiency and Productivity Growth

Marwan Izzeldin, Emmanuel Mamatzakis, Anthony Murphy and Mike Tsionas

2011: Measuring Real Activity Using a Weekly Economic Index

Daniel Lewis, Karel Mertens, James Stock and Mihir Trivedi

2010: COVID-19: A View from the Labor Market

Joshua Bernstein, Alexander Richter and Nathaniel Throckmorton

2009: Complementarity and Macroeconomic Uncertainty

Tyler Atkinson, Michael Plante, Alexander Richter and Nathaniel Throckmorton

2008: A Quantitative Evaluation of the Housing Provident Fund Program in China

Xiaoqing Zhou

2007: Understanding the Exposure at Default Risk of Commercial Real Estate Construction and Land Development Loans

Shan Luo and Anthony Murphy

2006: The Econometrics of Oil Market VAR Models

Lutz Kilian and Xiaoqing Zhou

2005: How Does Immigration Fit into the Future of the U.S. Labor Market?

Stephanie Gullo, Pia Orrenius and Madeline Zavodny

2004: The Effect of Immigration on Business Dynamics and Employment

Alexander T. Abraham, Pia Orrenius and Madeline Zavodny

2003: Distant Lending, Specialization, and Access to Credit

Wenhua Di and Nathaniel Pattison

2002: Who Signs up for E-Verify? Insights from DHS Enrollment Records

Sarah Greer, Pia Orrenius and Madeline Zavodny

2001: Did the Tax Cuts and Jobs Act Create Jobs and Stimulate Growth?

Anil Kumar

1916: Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?

Lutz Kilian and Xiaoqing Zhou

1915: Rationally Inattentive Savers and Monetary Policy Changes: A Laboratory Experiment

Andrea Civelli, Cary Deck and Antonella Tutino

1914: Oil Prices, Exchange Rates and Interest Rates

Lutz Kilian and Xiaoqing Zhou

1913: The Rising Value of Time and the Origin of Urban Gentrification

Yichen Su

1912: Monopsony in Spatial Equilibrium

Matthew Kahn and Joseph Tracy

1911: Making Sense of Increased Synchronization in Global House Prices

John Duca

1910: Refining the Workhorse Oil Market Model

Xiaoqing Zhou

1909: The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

Lutz Kilian and Xiaoqing Zhou

1908: The Uniform Validity of Impulse Response Inference in Autoregressions

Atsushi Inoue and Lutz Kilian

1907: Facts and Fiction in Oil Market Modeling

Lutz Kilian