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.

350: Housing busts and household mobility

Fernando Ferreira, Joseph Gyourko and Joseph Tracy

349: Liquidity and congestion

Gara Afonso

348: CoVaR

Tobias Adrian and Markus Brunnermeier

347: ESOP fables: the impact of employee stock ownership plans on labor disputes

Peter Cramton, Hamid Mehran and Joseph Tracy

346: Financial intermediaries, financial stability, and monetary policy

Tobias Adrian and Hyun Song Shin

345: What drives housing prices?

James Kahn

344: Have amenities become relatively more important than firm productivity advantages in metropolitan areas?

Jaison Abel and Richard Deitz

343: Stabilizing expectations under monetary and fiscal policy coordination

Stefano Eusepi and Bruce Preston

342: Central bank transparency and nonlinear learning dynamics

Stefano Eusepi

341: Juvenile delinquent mortgages: bad credit or bad economy?

Andrew Haughwout, Richard Peach and Joseph Tracy

340: Pricing the term structure with linear regressions

Tobias Adrian and Emanuel Moench

339: The advantage of flexible targeting rules

Andrea Ferrero

338: Financial intermediary leverage and value at risk

Tobias Adrian and Hyun Song Shin

337: Should there be intraday money markets?

Antoine Martin and James McAndrews

336: A study of competing designs for a liquidity-saving mechanism

Antoine Martin and James McAndrews

335: The effect of the Term Auction Facility on the London inter-bank offered rate

James McAndrews, Asani Sarkar and Zhenyu Wang

334: Interpreting the Great Moderation: changes in the volatility of economic activity at the macro and micro Levels

Steven Davis and James Kahn

333: Banking globalization, monetary transmission, and the lending channel

Nicola Cetorelli and Linda Goldberg

332: Human capital and economic activity in urban America

Jaison Abel and Todd Gabe

331: The welfare effects of a liquidity-saving mechanism

Enghin Atalay, Antoine Martin and James McAndrews

330: Corporate performance, board structure, and their determinants in the banking industry

Renee Adams and Hamid Mehran

329: Inflation dynamics in a small open-economy model under inflation targeting: some evidence from Chile

Marco Del Negro and Frank Schorfheide

328: Liquidity and leverage

Tobias Adrian and Hyun Song Shin

327: Revisiting useful approaches to data-rich macroeconomic forecasting

Jan Groen and George Kapetanios

326: Dynamic factor models with time-varying parameters: measuring changes in international business cycles

Marco Del Negro and Christopher Otrok

325: Durable goods inventories and the Great Moderation

James Kahn

324: Globalization and inflation dynamics: the impact of increased competition

Argia Sbordone

323: Optimal monetary policy under sudden stops

Vasco Cúrdia

322: Investment shocks and business cycles

Alejandro Justiniano, Giorgio Primiceri and Andrea Tambalotti

321: Monetary policy analysis with potentially misspecified models

Marco Del Negro and Frank Schorfheide

320: Forming priors for DSGE models (and how it affects the assessment of nominal rigidities)

Marco Del Negro and Frank Schorfheide

319: Settlement delays in the money market

Leonardo Bartolini, R. Spence Hilton and James McAndrews

318: Understanding the securitization of subprime mortgage credit

Adam Ashcraft and Til Schuermann

317: Forecasting economic and financial variables with global VARs

Mohammad Pesaran, Til Schuermann and L. Vanessa Smith

316: Macroeconomic interdependence and the international role of the dollar

Linda Goldberg and Cédric Tille

315: Impact of voucher design on public school performance: evidence from Florida and Milwaukee voucher programs

Rajashri Chakrabarti

314: What can we learn from privately held firms about executive compensation?

Rebel Cole and Hamid Mehran

313: Monetary policy implementation frameworks: a comparative analysis

Antoine Martin and Cyril Monnet

312: Run equilibria in a model of financial intermediation

Huberto Ennis and Todd Keister

311: Firms and flexibility

Bart Hobijn and Aysegul Sahin

310: Is there still an added-worker effect?

Chinhui Juhn and Simon Potter

309: Payday holiday: how households fare after payday credit bans

Donald Morgan and Michael Strain

308: Regulation, subordinated debt, and incentive features of CEO compensation in the banking industry

Kose John, Hamid Mehran and Yiming Qian

307: Macro news, risk-free rates, and the intermediary: customer orders for thirty-year Treasury futures

Albert Menkveld, Asani Sarkar and Michel van der Wel

306: Vouchers, public school response, and the role of incentives: evidence from Florida

Rajashri Chakrabarti

305: The effect of employee stock options on bank investment choice, borrowing, and capital

Hamid Mehran and Joshua Rosenberg

304: Buybacks in Treasury cash and debt management

Kenneth Garbade and Matthew Rutherford

303: The microstructure of cross-autocorrelations

Tarun Chordia, Asani Sarkar and Avanidhar Subrahmanyam

302: Patterns of rainfall insurance participation in rural India

Xavier Gine, Robert Townsend and James Vickery

301: Effect of redrawing of political boundaries on voting patterns: evidence from state reorganization in India

Rajashri Chakrabarti and Joydeep Roy