Working Papers

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2012-009: The risk premium and long-run global imbalances

YiLi Chien and Kanda Naknoi

2012-008: Econometric modeling of exchange rate volatility and jumps

Deniz Erdemlioglu, Sébastien Laurent and Christopher Neely

2012-007: Foreign aid, illegal immigration, and host country welfare

Subhayu Bandyopadhyay, Dustin Chambers and Jonathan Munemo

2012-006: Federal Reserve lending to troubled banks during the financial crisis, 2007-10

R. Gilbert, Kevin Kliesen, Andrew P. Meyer and David Wheelock

2012-005: Did affordable housing legislation contribute to the subprime securities boom?

Andra Ghent, Ruben Hernandez-Murillo and Michael Owyang

2012-004: Lifetime labor supply and human capital investment

Rodolfo Manuelli, Ananth Seshadri and Yongseok Shin

2012-003: Capital, finance, and trade collapse

Yang Jiao and Yi Wen

2012-002: Extensive and intensive trade margins: a state-by-state view

Cletus Coughlin

2012-001: Optimal disclosure policy and undue diligence

David Andolfatto, Aleksander Berentsen and Christopher Waller

2011-042: Basel Accord and financial intermediation: the impact of policy

Martin Berka and Christian Zimmermann

2011-041: How does the FOMC learn about economic revolutions? evidence from the New Economy Era, 1994-2001

Richard Anderson and Kevin Kliesen

2011-040: Credit scoring and loan default

Geetesh Bhardwaj and Rajdeep Sengupta

2011-039: What do happiness and health satisfaction data tell us about relative risk aversion?

Nestor Gandelman and Ruben Hernandez-Murillo

2011-038: The simple analytics of money and credit in a quasi-linear environment

David Andolfatto

2011-037: The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis

Silvio Contessi and Pierangelo De Pace

2011-036: The effect of neighborhood contagion on mortgage selection

Ruben Hernandez-Murillo and Rajdeep Sengupta

2011-035: The effects of female labor force participation on obesity

Pedro Gomis-Porqueras, Oscar Mitnik, Adrian Peralta-Alva and Maximilian Schmeiser

2011-034: Capital flows and Japanese asset volatility

Brett W. Fawley and Christopher Neely

2011-033: Differences in subprime loan pricing across races and neighborhoods

Andra Ghent, Ruben Hernandez-Murillo and Michael Owyang

2011-032: Why do education vouchers fail at the ballot box?

Peter Bearse, Buly Cardak, Gerhard Glomm and B Ravikumar

2011-031: Policy and welfare effects of within-period commitment

Fernando Martin

2011-030: Markov-Perfect Risk Sharing, Moral Hazard and Limited Commitment

Alexander Karaivanov and Fernando Martin

2011-029: Dynamic optimal insurance and lack of commitment

Alexander Karaivanov and Fernando Martin

2011-028: Government policy response to war-expenditure shocks

Fernando Martin

2011-027: Speculation in the oil market

Luciana Juvenal and Ivan Petrella

2011-026: Government policy in monetary economies

Fernando Martin

2011-025: Advances in forecast evaluation

Todd Clark and Michael McCracken

2011-024: Tests of equal forecast accuracy for overlapping models

Todd Clark and Michael McCracken

2011-023: Should easier access to international credit replace foreign aid?

Subhayu Bandyopadhyay, Sajal Lahiri and Javed Younas

2011-022: Out-of-school suspensions and parental involvement in children’s education

Maria Canon

2011-021: Lessons from the evolution of foreign exchange trading strategies

Christopher Neely and Paul A. Weller

2011-020: Optimal auditing and insurance in a dynamic model of tax compliance

B Ravikumar and Yuzhe Zhang

2011-019: Mortgage defaults

Juan Hatchondo, Leonardo Martinez and Juan Sanchez

2011-018: Making sense of China’s astronomical foreign reserves

Yi Wen

2011-017: Sectoral shocks, reallocation frictions, and optimal government spending

Rodolfo Manuelli and Adrian Peralta-Alva

2011-016: Where is an oil shock?

Kristie Engemann, Michael Owyang and Howard Wall

2011-015: Quantifying the shadow economy: measurement with theory

Pedro Gomis-Porqueras, Adrian Peralta-Alva and Christopher Waller

2011-014: When do inventories destabilize the economy? an analytical approach to (S,s) policies

Pengfei Wang, Yi Wen and Zhiwei Xu

2011-013: OPEC’s oil exporting strategy and macroeconomic (in)stability

Luís Aguiar-Conraria and Yi Wen

2011-012: Immigration policy and counterterrorism

Subhayu Bandyopadhyay and Todd Sandler

2011-011: Inflation in the G7: mind the gap(s)?

James Morley, Jeremy Piger and Robert Rasche

2011-010: A closer look at the tax incidence of instant lottery games: an analysis by price point

Thomas Garrett

2011-009: The low-frequency impact of daily monetary policy shocks

Neville Francis, Eric Ghysels and Michael Owyang

2011-008: Input and output inventory dynamics

Yi Wen

2011-007: Connectionist-based rules describing the pass-through of individual goods prices into trend inflation in the United States

Richard Anderson, Jane M. Binner and Vincent A. Schmidt

2011-006: Making sense of China’s excessive foreign reserves

Yi Wen

2011-004: Foreign direct investment, aid, and terrorism: an analysis of developing countries

Subhayu Bandyopadhyay, Todd Sandler and Javed Younas

2011-003: A Bayesian multi-factor model of instability in prices and quantities of risk in U.S. financial markets

Massimo Guidolin, Francesco Ravazzolo and Andrea Donato Tortora

2011-002: Did doubling reserve requirements cause the recession of 1937-1938? a microeconomic approach

Charles Calomiris, Joseph R. Mason and David Wheelock

2011-001: Technical analysis in the foreign exchange market

Christopher Neely and Paul A. Weller