Staff Reports

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.

450: Is economics coursework, or majoring in economics, associated with different civic behaviors?

Sam Allgood, William Bosshardt, Wilbert van der Klaauw and Michael Watts

449: MBS ratings and the mortgage credit boom

Adam Ashcraft, Paul Goldsmith-Pinkham and James Vickery

448: Design of contingent capital with a stock price trigger for mandatory conversion

Suresh Sundaresan and Zhenyu Wang

447: Quantifying the benefits of a liquidity-saving mechanism

Enghin Atalay, Antoine Martin and James McAndrews

446: Global banks and international shock transmission: evidence from the crisis

Nicola Cetorelli and Linda Goldberg

445: Deferred compensation, risk, and company value: investor reactions to CEO incentives

Chenyang Wei and David Yermack

444: Repo runs

Antoine Martin, David Skeie and Ernst-Ludwig von Thadden

443: The effect of question wording on reported expectations and perceptions of inflation

Olivier Armantier, Wändi Bruine de Bruin, Julie S. Downs, Baruch Fischhoff, Giorgio Topa and Wilbert van der Klaauw

442: Short-run fiscal policy: welfare, redistribution, and aggregate effects in the short and long run

Sagiri Kitao

441: Large-scale asset purchases by the Federal Reserve: did they work?

Joseph Gagnon, Matthew Raskin, Julie Remache and Brian P. Sack

440: Productivity and the density of human capital

Jaison Abel, Ishita Dey and Todd Gabe

439: The changing nature of financial intermediation and the financial crisis of 2007-09

Tobias Adrian and Hyun Song Shin

438: Liquidity-saving mechanisms in collateral-based RTGS payment systems

Marius Jurgilas and Antoine Martin

437: Stressed, not frozen: the Federal Funds market in the financial crisis

Gara Afonso, Anna Kovner and Antoinette Schoar

436: Social Security, benefit claiming, and labor force participation: a quantitative general equilibrium approach

Selahattin Imrohoroglu and Sagiri Kitao

435: Labor-dependent capital income taxation that encourages work and saving

Sagiri Kitao

434: Correlated disturbances and U.S. business cycles

Vasco Cúrdia and Ricardo Reis

433: The paradox of toil

Gauti Eggertsson

432: Subprime mortgage lending in New York City: prevalence and performance

Ebiere Okah and James Orr

431: Financial amplification mechanisms and the Federal Reserve's supply of liquidity during the crisis

Asani Sarkar and Jeffrey Shrader

430: Loss aversion, asymmetric market comovements, and the home bias

Kevin Amonlirdviman and Carlos Carvalho

429: Central bank dollar swap lines and overseas dollar funding costs

Linda Goldberg, Craig Kennedy and Jason Miu

428: Macro risk premium and intermediary balance sheet quantities

Tobias Adrian, Emanuel Moench and Hyun Song Shin

427: Performance maximization of actively managed funds

Paolo Guasoni, Gur Huberman and Zhenyu Wang

426: Repo market effects of the Term Securities Lending Facility

Michael Fleming, Warren Hrung and Frank M. Keane

425: The measurement of rent inflation

Jonathan McCarthy, Richard Peach and Matthew Ploenzke

424: Policy perspectives on OTC derivatives market infrastructure

Darrell Duffie, Ada Li and Theo Lubke

423: The Federal Reserve's Commercial Paper Funding Facility

Tobias Adrian, Karin Kimbrough and Dina Tavares Marchioni

422: Financial intermediation, asset prices, and macroeconomic dynamics

Tobias Adrian, Emanuel Moench and Hyun Song Shin

421: Monetary cycles, financial cycles, and the business cycle

Tobias Adrian, Arturo Estrella and Hyun Song Shin

420: Real time underlying inflation gauges for monetary policymakers

Marlene Amstad and Simon Potter

419: Estimating the cross-sectional distribution of price stickiness from aggregate data

Carlos Carvalho and Niels Dam

418: The homeownership gap

Andrew Haughwout, Richard Peach and Joseph Tracy

417: Second chances: subprime mortgage modification and re-default

Andrew Haughwout, Ebiere Okah and Joseph Tracy

416: The mechanics of a graceful exit: interest on reserves and segmentation in the federal funds market

Morten Bech and Elizabeth Klee

415: Measuring consumer uncertainty about future inflation

Wändi Bruine de Bruin, Charles Manski, Giorgio Topa and Wilbert van der Klaauw

414: The microstructure of the TIPS market

Michael Fleming and Neel Krishnan

413: Valuing the Treasury's Capital Assistance Program

Paul Glasserman and Zhenyu Wang

412: Dynamic hierarchical factor models

Emanuel Moench, Serena Ng and Simon Potter

411: Investment shocks and the relative price of investment

Alejandro Justiniano, Giorgio Primiceri and Andrea Tambalotti

410: Real-time search in the laboratory and the market

Meta Brown, Christopher Flinn and Andrew Schotter

409: Macroprudential supervision of financial institutions: lessons from the SCAP

Beverly Hirtle, Til Schuermann and Kevin Stiroh

408: Implications of the financial crisis for potential growth: past, present, and future

Charles Steindel

407: How rigid are producer prices?

Pinelopi Goldberg and Rebecca Hellerstein

406: Broker-dealer risk appetite and commodity returns

Erkko Etula

405: Micro, macro, and strategic forces in international trade invoicing

Linda Goldberg and Cédric Tille

404: Conventional and unconventional monetary policy

Vasco Cúrdia and Michael Woodford

403: A Bayesian approach to estimating tax and spending multipliers

Matthew Denes and Gauti Eggertsson

402: What fiscal policy is effective at zero interest rates?

Gauti Eggertsson

401: Do colleges and universities increase their region's human capital?

Jaison Abel and Richard Deitz