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.

950: Bank Capital and Real GDP Growth

Nina Boyarchenko, Domenico Giannone and Anna Kovner

949: How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic

Olivier Armantier, Gizem Kosar, Rachel Pomerantz, Daphne Skandalis, Kyle Smith, Giorgio Topa and Wilbert van der Klaauw

948: The Affordable Care Act and the COVID-19 Pandemic: A Regression Discontinuity Analysis

Ruchi Avtar, Rajashri Chakrabarti, Lindsay Meyerson, William Nober and Maxim Pinkovskiy

947: Foreign Shocks as Granular Fluctuations

Julian di Giovanni, Andrei Levchenko and Isabelle Mejean

946: The Financial (In)Stability Real Interest Rate, R**

Ozge Akinci, Gianluca Benigno, Marco Del Negro and Albert Queraltó

945: Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy

Julian di Giovanni and Galina Hale

944: Estimating Macroeconomic Models of Financial Crises: An Endogenous Regime-Switching Approach

Gianluca Benigno, Andrew Foerster, Christopher Otrok and Alessandro Rebucci

943: Labor Market Policies during an Epidemic

Serdar Birinci, Fatih Karahan, Yusuf Mercan and Kurt See

942: Bank Liquidity Provision across the Firm Size Distribution

Gabriel Chodorow-Reich, Olivier Darmouni, Stephan Luck and Matthew Plosser

941: State Investment in Higher Education: Effects on Human Capital Formation, Student Debt, and Long-Term Financial Outcomes of Students

Rajashri Chakrabarti, Nicole Gorton and Michael Lovenheim

940: Measuring Global Financial Market Stresses

Jan Groen, Michael Nattinger and Adam I. Noble

939: Trading by Professional Traders: An Experiment

Marco Cipriani, Roberta De Filippis, Antonio Guarino and Ryan Kendall

938: Alternative Trading Systems in the Corporate Bond Market

Matthew L. Kozora, Bruce Mizrach, Matthew Peppe, Or Shachar and Jonathan S. Sokobin

937: Pirates without Borders: The Propagation of Cyberattacks through Firms’ Supply Chains

Matteo Crosignani, Marco Macchiavelli and André Silva

936: Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983

Kenneth Garbade

935: It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities

Nina Boyarchenko, Anna Kovner and Or Shachar

934: Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates

Shuo Cao, Richard Crump, Stefano Eusepi and Emanuel Moench

933: Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis

Jiakai Chen, Haoyang Liu, Asani Sarkar and Zhaogang Song

932: Stock Market Participation, Inequality, and Monetary Policy

Davide Melcangi and Vincent Sterk

931: Asset Pricing with Cohort-Based Trading in MBS Markets

Nicola Fusari, Wei Li, Haoyang Liu and Zhaogang Song

930: Bank Complexity, Governance, and Risk

Ricardo Correa and Linda Goldberg

929: Credit and Entrepreneurs’ Income

Manthos Delis, Fulvia Fringuellotti and Steven Ongena

928: The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic

Haelim Anderson, Jin-Wook Chang and Adam Copeland

927: Risk Preferences at the Time of COVID-19: An Experiment with Professional Traders and Students

Marco Angrisani, Marco Cipriani, Antonio Guarino, Ryan Kendall and Julen Ortiz de Zarate Pina

926: The Spread of COVID-19 and the BCG Vaccine: A Natural Experiment in Reunified Germany

Richard Bluhm and Maxim Pinkovskiy

925: Disasters Everywhere: The Costs of Business Cycles Reconsidered

Oscar Jorda, Moritz Schularick and Alan Taylor

924: Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016

Alina K. Bartscher, Moritz Kuhn, Moritz Schularick and Ulrike I. Steins

923: The Effect of Bank Monitoring on Loan Repayment

Nicola Branzoli and Fulvia Fringuellotti

922: The Myth of the Lead Arranger’s Share

Kristian Blickle, Quirin Fleckenstein, Sebastian Hillenbrand and Anthony Saunders

921: Pandemics Change Cities: Municipal Spending and Voter Extremism in Germany, 1918-1933

Kristian Blickle

920: Measuring Real Activity Using a Weekly Economic Index

Daniel Lewis, Karel Mertens, James Stock and Mihir Trivedi

919: Uncertainty about Trade Policy Uncertainty

Gianluca Benigno and Jan Groen

918: The Market Events of Mid-September 2019

Gara Afonso, Marco Cipriani, Adam Copeland, Anna Kovner, Gabriele La Spada and Antoine Martin

917: The Overnight Drift

Nina Boyarchenko, Lars C. Larsen and Paul Whelan

916: Optimal Monetary Policy According to HANK

Sushant Acharya, Edouard Challe and Keshav Dogra

915: The Global Financial Resource Curse

Gianluca Benigno, Luca Fornaro and Martin Wolf

914: Forecasting Macroeconomic Risks

Patrick A. Adams, Tobias Adrian, Nina Boyarchenko and Domenico Giannone

913: Managing the Treasury Yield Curve in the 1940s

Kenneth Garbade

912: Tuition, Debt, and Human Capital

Rajashri Chakrabarti, Vyacheslav Fos, Andres Liberman and Constantine Yannelis

911: The Great Equalizer: Medicare and the Geography of Consumer Financial Strain

Paul Goldsmith-Pinkham, Maxim Pinkovskiy and Jacob Wallace

910: Monetary Policy Implementation with an Ample Supply of Reserves

Gara Afonso, Kyungmin Kim, Antoine Martin, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl

909: Cyber Risk and the U.S. Financial System: A Pre-Mortem Analysis

Thomas Eisenbach, Anna Kovner and Michael Lee

908: Anatomy of Lifetime Earnings Inequality: Heterogeneity in Job Ladder Risk vs. Human Capital

Fatih Karahan, Serdar Ozkan and Jae Song

907: Information Management in Times of Crisis

Haelim Anderson and Adam Copeland

906: Federal Reserve Participation in Public Treasury Offerings

Kenneth Garbade

905: Micro and Macro Effects of UI Policies: Evidence from Missouri

Fatih Karahan, Kurt Mitman and Brendan Moore

904: Firms’ Precautionary Savings and Employment during a Credit Crisis

Davide Melcangi

903: Multimodality in Macro-Financial Dynamics

Tobias Adrian, Nina Boyarchenko and Domenico Giannone

902: Latent Heterogeneity in the Marginal Propensity to Consume

Daniel Lewis, Davide Melcangi and Laura Pilossoph

901: The Federal Funds Market over the 2007-09 Crisis

Adam Copeland