Liberty Street Economics

From Federal Reserve Bank of New York
Contact information at EDIRC.
Bibliographic data for series maintained by Gabriella Bucciarelli ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

20160328: How the Fed Smoothed Quarter-End Volatility in the Fed Funds Market

Alex Entz, John McGowan and Asani Sarkar

20160325: Upstate New York Job Growth: The Bad News Is that the Good News Was Wrong

Jaison Abel and Richard Deitz

20160323: Is Bitcoin Really Frictionless?

Alexander Kroeger and Asani Sarkar

20160321: What Tracks Commodity Prices?

Thomas Klitgaard and Harry Wheeler

20160307: Banking Deserts, Branch Closings, and Soft Information

Donald Morgan, Maxim Pinkovskiy and Bryan Yang

20160229: The “Cadillac Tax”: Driving Firms to Change Their Plans?

Jason Bram, Nicole Dussault and Maxim Pinkovskiy

20160224: The Graying of American Debt

Meta Brown, Donghoon Lee, Joelle Scally, Katherine Strair and Wilbert van der Klaauw

20160222: Whither Mortgages?

Andrew Haughwout, Donghoon Lee, Joelle Scally and Wilbert van der Klaauw

20160219b: Quantifying Potential Spillovers from Runs on High-Yield Funds

Nicola Cetorelli, Fernando Duarte, Thomas Eisenbach and Emily Eisner

20160219a: Did Third Avenue's Liquidation Reduce Corporate Bond Market Liquidity?

Tobias Adrian, Michael Fleming, Erik Vogt and Zachary Wojtowicz

20160218: Are Asset Managers Vulnerable to Fire Sales?

Nicola Cetorelli, Fernando Duarte and Thomas Eisenbach

20160212: Primary Dealer Participation in the Secondary U.S. Treasury Market

Michael Fleming, Frank M. Keane and Ernst Schaumburg

20160211: Is Treasury Market Liquidity Becoming More Concentrated

Michael Fleming

20160209: Corporate Bond Market Liquidity Redux: More Price-Based Evidence

Tobias Adrian, Michael Fleming, Erik Vogt and Zachary Wojtowicz

20160208b: Continuing the Conversation on Liquidity

Tobias Adrian, Michael Fleming and Ernst Schaumburg

20160208a: Has MBS Market Liquidity Deteriorated?

Michael Fleming, Andreas Fuster, Linsey Molloy and Rich Podjasek

20160205: Crisis Chronicles: The Long Depression and the Panic of 1873

Thomas Klitgaard and James Narron

20160204: How Do Central Bank Balance Sheets Change in Times of Crisis?

Emily Eisner, Antoine Martin and Ylva Søvik

20160203: What Is the Composition of Central Bank Balance Sheets in Normal Times?

Emily Eisner, Antoine Martin and Ylva Søvik

20160202: Counterparties and Collateral Requirements for Implementing Monetary Policy

Emily Eisner, Antoine Martin and Ylva Søvik

20160201: Standard Elements of a Monetary Policy Implementation Framework

Emily Eisner, Antoine Martin and Ylva Søvik

20160115: Crisis Chronicles: The Gold Panic of 1869, America’s First Black Friday

Donald Morgan and James Narron

20160113: Fundamental Disagreement: How Much and Why?

Richard Crump and Stefano Eusepi

20160111: Working as a Barista After College Is Not as Common as You Might Think

Jaison Abel and Richard Deitz

20160105: Who Is Driving the Recent Decline in Consumers Inflation Expectations?

Olivier Armantier, Giorgio Topa, Wilbert van der Klaauw and Basit Zafar

20160104: Characterizing the Rising Settlement Fails in Seasoned Treasury Securities

Michael Fleming and Frank M. Keane

20151221: The Effect of Fed Funds Rate Hikes on Consumer Borrowing Costs

Nina Boyarchenko, Sooji Kim and Matthew Plosser

20151203: The FRBNY DSGE Model Meets Julia

Marco Del Negro, Marc Giannoni, Pearl Li, Erica Moszkowski and Micah Smith

20151130: U.S. Banks' Changing Footprint at Home and Abroad

Linda Goldberg and Rose Wang

20151123: End of the Road? Impact of Interest Rate Changes on the Automobile Market

Adam Copeland, George Hall and Louis Maccini

20151120: Crisis Chronicles: The Cotton Famine of 1862-63 and the U.S. One-Dollar Note

Donald Morgan and James Narron

20151118: The Importance of Commodity Prices in Understanding U.S. Import Prices and Inflation

Thomas Klitgaard and Patrick Russo

20151109: The New Overnight Bank Funding Rate

Marco Cipriani, Julia Gouny, Matthew Kessler and Adam Spiegel

20151105: Trends in Debt Concentration in the United States By Income

Donghoon Lee, Matthew Mazewski, Joelle Scally and Basit Zafar

20151104: Differences in Rent Inflation by Cost of Housing

Jonathan McCarthy and Richard Peach

20151103: Some Options for Addressing Puerto Rico’s Fiscal Problems

Hunter Clark, Andrew Haughwout and James Orr

20151102: Understanding Earnings Dispersion

Fatih Karahan

20151019b: The Tri-Party Repo Market Like You Have Never Seen It Before

Jacob Adenbaum, Antoine Martin and Susan McLaughlin

20151019a: Reframing the Debate about Payday Lending

Robert DeYoung, Ronald J. Mann, Donald Morgan and Michael Strain

20151015: Evaluating the Rescue of Fannie Mae and Freddie Mac

W Frame, Andreas Fuster, Joseph Tracy and James Vickery

20151014: Dealers’ Positions and the Auction Cycle

Michael Fleming and Collin Jones

20151008: Redemption Risk of Bond Mutual Funds and Dealer Positioning

Tobias Adrian, Michael Fleming, Or Shachar and Erik Vogt

20151007: Changes in the Returns to Market Making

Tobias Adrian, Michael Fleming, Or Shachar, Daniel Stackman and Erik Vogt

20151006b: Has Liquidity Risk in the Corporate Bond Market Increased?

Tobias Adrian, Michael Fleming, Or Shachar, Daniel Stackman and Erik Vogt

20151006a: Has Liquidity Risk in the Treasury and Equity Markets Increased?

Tobias Adrian, Michael Fleming, Daniel Stackman and Erik Vogt

20151005: Introduction to a Series on Market Liquidity: Part 2

Tobias Adrian, Michael Fleming and Ernst Schaumburg

20151002: Crisis Chronicles: Defensive Suspension and the Panic of 1857

Thomas Klitgaard and James Narron

20150930: Natural Experiment Sheds Light on the Market Effects of Herding

Sushant Acharya and Alvaro Pedraza

20150928: Same Name, New Businesses: Evolution in the Bank Holding Company

Nicola Cetorelli and Samuel Stern

20150923: How Much Do Inflation Expectations Matter for Inflation Dynamics?

Argia Sbordone and Sara Shahanaghi