Working Paper Series

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2012: Core and 'Crust': Consumer Prices and the Term Structure of Interest Rates

Andrea Ajello, Luca Benzoni and Olena Chyruk

2012: Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market

Ron Alquist and Benjamin Chabot

2012: Speculative runs on interest rate pegs the frictionless case

Marco Bassetto and Christopher Phelan

2012: Repos, fire sales, and bankruptcy policy

Gaetano Antinolfi, Francesca Carapella, Charles Kahn, Antoine Martin, David Mills and Ed Nosal

2012: Medicaid insurance in old age

Mariacristina De Nardi, Eric French and John Jones

2012: The effect of Disability Insurance receipt on labor supply: a dynamic analysis

Eric French and Jae Song

2012: Micro data and macro technology

Ezra Oberfield and Devesh Raval

2012: Spending responses to state sales tax holidays

Sumit Agarwal and Leslie McGranahan

2012: Using vehicle taxes to reduce carbon dioxide emissions rates of new passenger vehicles: evidence from France, Germany, and Sweden

Thomas Klier and Joshua Linn

2012: From the horse’s mouth: how do investor expectations of risk and return vary with economic conditions?

Gene Amromin and Steven Sharpe

2012: Credit risk and disaster risk

Francois Gourio

2012: Empirical research on sovereign debt and default

Michael Tomz and Mark Wright

2012: Signaling effects of monetary policy

Leonardo Melosi

2012: Modeling credit contagion via the updating of fragile beliefs

Luca Benzoni, Pierre Collin-Dufresne, Robert S. Goldstein and Jean Helwege

2012: Macroeconomic effects of Federal Reserve forward guidance

Jeffrey Campbell, Charles Evans, Jonas Fisher and Alejandro Justiniano

2012: The Chicago Fed DSGE model

Scott Brave, Jeffrey Campbell, Jonas Fisher and Alejandro Justiniano

2012: Examining macroeconomic models through the lens of asset pricing

Jaroslav Borovička and Lars Hansen

2011: Cash-in-the-Market Pricing in a Model with Money and Over-the-Counter Financial Markets

Fabrizio Mattesini and Ed Nosal

2011: Import protection, business cycles, and exchange rates: evidence from the Great Recession

Chad Bown and Meredith Crowley

2011: The cost of banking panics in an age before “Too Big to Fail”

Benjamin Chabot

2011: Are covered bonds a substitute for mortgage-backed securities?

Santiago Carbó-Valverde, Francisco Rodríguez-Fernández and Richard Rosen

2011: Business networks, production chains and productivity: A theory of input-output architecture

Ezra Oberfield

2011: Can standard preferences explain the prices of out-of-the-money S&P 500 put options?

Luca Benzoni, Pierre Collin-Dufresne and Robert S. Goldstein

2011: Black-white differences in intergenerational economic mobility in the US

Bhashkar Mazumder

2011: Fertility transitions along the extensive and intensive margins

Daniel Aaronson, Fabian Lange and Bhashkar Mazumder

2011: Estimation of panel data regression models with two-sided censoring or truncation

Sule Alan, Bo E. Honore, Luojia Hu and Søren Leth-Petersen

2011: A leverage-based model of speculative bubbles

Gadi Barlevy

2011: Survival and long-run dynamics with heterogeneous beliefs under recursive preferences

Jaroslav Borovička

2011: The financial labor supply accelerator

Jeffrey Campbell and Zvi Hercowitz

2011: Federal Reserve policies and financial market conditions during the crisis

Scott Brave and Hesna Genay

2011: Market-based loss mitigation practices for troubled mortgages following the financial crisis

Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas Evanoff

2011: The role of securitization in mortgage renegotiation

Sumit Agarwal, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet and Douglas Evanoff

2011: Corporate average fuel economy standards and the market for new vehicles

Thomas Klier and Joshua Linn

2011: Cognitive abilities and household financial decision making

Sumit Agarwal and Bhashkar Mazumder

2010: Commodity money with frequent search

Ezra Oberfield and Nicholas Trachter

2010: Simple Markov-perfect industry dynamics

Jaap Abbring, Jeffrey Campbell and Nan Yang

2010: The impact of the originate-to-distribute model on banks before and during the financial crisis

Richard Rosen

2010: Why do banks reward their customers to use their credit cards?

Sumit Agarwal, Sujit Chakravorti and Anna Lunn

2010: The role of housing in labor reallocation

Morris Davis, Jonas Fisher and Marcelo Veracierto

2010: Complex mortgages

Gene Amromin, Jennifer Huang, Clemens Sialm and Edward Zhong

2010: Summer workshop on money, banking, payments and finance: an overview

Ed Nosal and Randall Wright

2010: Introduction to the macroeconomic dynamics: special issues on money, credit, and liquidity

Ed Nosal, Christopher Waller and Randall Wright

2010: Did adhering to the gold standard reduce the cost of capital?

Ron Alquist and Benjamin Chabot

2010: Mortgage choices and housing speculation

Gadi Barlevy and Jonas Fisher

2010: Prenatal sex selection and girls' well-being? evidence from India

Luojia Hu and Analia Schlosser

2010: Explaining asset pricing puzzles associated with the 1987 market crash

Luca Benzoni, Pierre Collin-Dufresne and Robert S. Goldstein

2010: Public pensions and labor supply over the life cycle

Eric French and John Jones

2010: Identification of models of the labor market

Eric French and Christopher Taber

2010: Gathering insights on the forest from the trees: a new metric for financial conditions

Scott Brave and R. Andrew Butters

2010: The effect of sales tax holidays on household consumption patterns

Nathan Marwell and Leslie McGranahan

2010: Benefits of relationship banking: evidence from consumer credit markets

Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas Souleles

2010: Robustness and macroeconomic policy

Gadi Barlevy

2010: Accounting for non-annuitization

Svetlana Pashchenko

2010: Macroeconomic implications of agglomeration

Morris Davis, Jonas Fisher and Toni Whited