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.
- 1049: Sparse Trend Estimation

- Richard Crump, Nikolay Gospodinov and Hunter Wieman
- 1048: Does the Community Reinvestment Act Improve Consumers’ Access to Credit

- Jacob Conway, Jack Glaser and Matthew Plosser
- 1047: Financial Sanctions, SWIFT, and the Architecture of the International Payments System

- Marco Cipriani, Linda Goldberg and Gabriele La Spada
- 1046: Assessing the Relative Progressivity of the Biden Administration’s Federal Student Loan Forgiveness Proposal

- Jacob Goss, Daniel Mangrum and Joelle Scally
- 1045: The Dollar’s Imperial Circle

- Ozge Akinci, Gianluca Benigno, Serra Pelin and Jonathan Turek
- 1044: Strategic Sophistication and Trading Profits: An Experiment with Professional Traders

- Marco Angrisani, Marco Cipriani and Antonio Guarino
- 1043: Job Ladder, Human Capital, and the Cost of Job Loss

- Richard Audoly, Federica De Pace and Giulio Fella
- 1042: Bank Funding Risk, Reference Rates, and Credit Supply

- Darrell Duffie, Cooperman Harry, Stephan Luck, Zachry Wang and Yilin Yang
- 1041: Banks’ Balance-Sheet Costs, Monetary Policy, and the ON RRP

- Gara Afonso, Marco Cipriani and Gabriele La Spada
- 1040: How Abundant Are Reserves? Evidence from the Wholesale Payment System

- Gara Afonso, Darrell Duffie, Lorenzo Rigon and Hyun Song Shin
- 1039: The Impact of U.S. Monetary Policy on Foreign Firms

- Julian di Giovanni and John Rogers
- 1038: Should Mothers Work? How Perceptions of the Social Norm Affect Individual Attitudes Toward Work in the U.S

- Patricia Cortes, Gizem Kosar, Jessica Pan and Basit Zafar
- 1037: The Curious Case of the Rise in Deflation Expectations

- Olivier Armantier, Gizem Kosar, Jason Somerville, Giorgio Topa, Wilbert van der Klaauw and John Williams
- 1036: All-to-All Trading in the U.S. Treasury Market

- Alain P. Chaboud, Caren Cox, Michael Fleming, Ellen Correia Golay, Yesol Huh, Frank M. Keane, Kyle Lee, Krista B. Schwarz, Clara Vega and Carolyn Windover
- 1035: Intermediation Frictions in Debt Relief: Evidence from CARES Act Forbearance

- You Suk Kim, Donghoon Lee, Tess C. Scharlemann and James Vickery
- 1034: The Financial Stability Implications of Digital Assets

- Pablo Azar, Garth Baughman, Francesca Carapella, Jacob Gerszten, Arazi Lubis, Jp Perez-Sangimino, David E. Rappoport, Chiara Scotti, Nathan Swem, Alexandros Vardoulakis and Aurite Werman
- 1033: Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression

- Daniel Lewis, Davide Melcangi, Laura Pilossoph and Aidan Toner-Rodgers
- 1032: Risk-Free Rates and Convenience Yields Around the World

- William Diamond and Peter Van Tassel
- 1031: 800,000 Years of Climate Risk

- Tobias Adrian, Nina Boyarchenko, Domenico Giannone, Ananthakrishnan Prasad, Dulani Seneviratne and Yanzhe Xiao
- 1030: Leader-Follower Dynamics in Shareholder Activism

- Esat Doruk Cetemen, Gonzalo Cisternas, Aaron Kolb and S Viswanathan
- 1029: Nonconforming Preferences: Jumbo Mortgage Lending and Large Bank Stress Tests

- Andrew Haughwout, Donald Morgan, Michael Neubauer, Maxim Pinkovskiy and Wilbert van der Klaauw
- 1028: Misinformation in Social Media: The Role of Verification Incentives

- Gonzalo Cisternas and Jorge Vásquez
- 1027: GDP Solera: The Ideal Vintage Mix

- Dante Amengual, Gabriele Fiorentini, Martin Almuzara and Enrique Sentana
- 1026: Fragility of Safe Asset Markets

- Thomas Eisenbach and Gregory Phelan
- 1025: A Bayesian Approach to Inference on Probabilistic Surveys

- Federico Bassetti, Roberto Casarin and Marco Del Negro
- 1024: Global Supply Chain Pressures, International Trade, and Inflation

- Julian di Giovanni, Sebnem Kalemli-Ozcan, Álvaro Silva and Muhammed A. Yildirim
- 1023: Intermediary Balance Sheets and the Treasury Yield Curve

- Wenxin Du, Benjamin Hebert and Wenhao Li
- 1022: When It Rains, It Pours: Cyber Risk and Financial Conditions

- Thomas Eisenbach, Anna Kovner and Michael Lee
- 1021: Income Inequality and Job Creation

- Sebastian Doerr, Thomas Drechsel and Donggyu Lee
- 1020: A Robust Test for Weak Instruments with Multiple Endogenous Regressors

- Daniel Lewis and Karel Mertens
- 1019: Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve

- Gara Afonso, Domenico Giannone, Gabriele La Spada and John Williams
- 1018: Expectations Data in Structural Microeconomic Models

- Gizem Kosar and Cormac O'Dea
- 1017: The GSCPI: A New Barometer of Global Supply Chain Pressures

- Gianluca Benigno, Julian di Giovanni, Jan Groen and Adam I. Noble
- 1016: Uncertainty Shocks, Capital Flows, and International Risk Spillovers

- Ozge Akinci, Sebnem Kalemli-Ozcan and Albert Queraltó
- 1016: Uncertainty Shocks, Capital Flows, and International Risk Spillovers

- Ozge Akinci, Sebnem Kalemli-Ozcan and Albert Queraltó
- 1015: Managing Monetary Policy Normalization

- Gianluca Benigno and Pierpaolo Benigno
- 1015: Managing Monetary Policy Normalization

- Gianluca Benigno and Pierpaolo Benigno
- 1014: Climate Regulatory Risks and Corporate Bonds

- Lee Seltzer, Laura Starks and Qifei Zhu
- 1013: The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under

- David Lucca and Jonathan Wright
- 1012: Unintended Consequences of "Mandatory" Flood Insurance

- Kristian Blickle and Joao Santos
- 1011: Macroeconomic Drivers and the Pricing of Uncertainty, Inflation, and Bonds

- Brandyn Bok, Thomas Mertens and John Williams
- 1010: The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020

- Jordan Barone, Alain P. Chaboud, Adam Copeland, Cullen Kavoussi, Frank M. Keane and Seth Searls
- 1009: Money Market Fund Vulnerabilities: A Global Perspective

- Antoine Bouveret, Antoine Martin and Patrick E. McCabe
- 1008: Monetary Policy, Investor Flows, and Loan Fund Fragility

- Nicola Cetorelli, Gabriele La Spada and Joao Santos
- 1007: A New Approach to Assess Inflation Expectations Anchoring Using Strategic Surveys

- Olivier Armantier, Argia Sbordone, Giorgio Topa, Wilbert van der Klaauw and John Williams
- 1006: Buy Big or Buy Small? Procurement Policies, Firms' Financing, and the Macroeconomy

- Julian di Giovanni, Manuel Garcia-Santana, Priit Jeenas, Enrique Moral-Benito and Josep Pijoan-Mas
- 1005: Who Can Tell Which Banks Will Fail?

- Kristian Blickle, Markus Brunnermeier and Stephan Luck
- 1004: Exorbitant Privilege? Quantitative Easing and the Bond Market Subsidy of Prospective Fallen Angels

- Viral Acharya, Ryan Banerjee, Matteo Crosignani, Tim Eisert and Renée Spigt
- 1003: Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges

- Nina Boyarchenko, Giovanni Favara and Moritz Schularick
- 1002: Financial Stability Considerations for Monetary Policy: Theoretical Mechanisms

- Andrea Ajello, Nina Boyarchenko, Francois Gourio and Andrea Tambalotti
| |