Staff Reports

From Federal Reserve Bank of New York
Contact information at EDIRC.
Bibliographic data for series maintained by Gabriella Bucciarelli (gabriella.bucciarelli@ny.frb.org).

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.

850: Changing Risk-Return Profiles

Richard Crump, Miro Everaert, Domenico Giannone and C. Hundtofte

849: Exchange rate dynamics and monetary spillovers with imperfect financial markets

Ozge Akinci and Albert Queraltó

848: Peas in a pod? Comparing the U.S. and Danish mortgage finance systems

Jesper Berg, Morten Bækmand Nielsen and James Vickery

847: Economic predictions with big data: the illusion of sparsity

Domenico Giannone, Michele Lenza and Giorgio Primiceri

846: Can low-wage workers find better jobs?

Jaison Abel, Richard Florida and Todd Gabe

845: The international transmission of monetary policy

Claudia Buch, Matthieu Bussiere, Linda Goldberg and Robert Hills

844: DSGE forecasts of the lost recovery

Michael Cai, Marco Del Negro, Marc Giannoni, Abhi Gupta, Pearl Li and Erica Moszkowski

843: What would you do with $500? Spending responses to gains, losses, news, and loans

Andreas Fuster, Greg Kaplan and Basit Zafar

842: The side effects of safe asset creation

Sushant Acharya and Keshav Dogra

841: How do mortgage refinances affect debt, default, and spending? Evidence from HARP

Joshua Abel and Andreas Fuster

840: A model of the federal funds market: yesterday, today, and tomorrow

Gara Afonso, Roc Armenter and Benjamin Lester

839: Long-term outcomes of FHA first-time homebuyers

Donghoon Lee and Joseph Tracy

838: Credit risk transfer and de facto GSE reform

David Finkelstein, Andreas Strzodka and James Vickery

837: Cournot Fire Sales

Thomas Eisenbach and Gregory Phelan

836: The role of technology in mortgage lending

Andreas Fuster, Matthew Plosser, Philipp Schnabl and James Vickery

835: Understanding HANK: insights from a PRANK

Sushant Acharya and Keshav Dogra

834: International capital flow pressures

Linda Goldberg and Signe Krogstrup

833: Fiscal implications of the Federal Reserve's balance sheet normalization

Michele Cavallo, Marco Del Negro, W Frame, Jamie Grasing, Benjamin Malin and Carlo Rosa

832: Priors for the long run

Domenico Giannone, Michele Lenza and Giorgio Primiceri

831: Slow recoveries and unemployment traps: monetary policy in a time of hysteresis

Sushant Acharya, Julien Bengui, Keshav Dogra and Shu Lin Wee

830: Macroeconomic nowcasting and forecasting with big data

Brandyn Bok, Daniele Caratelli, Domenico Giannone, Argia Sbordone and Andrea Tambalotti

829: The mortgage rate conundrum

Alejandro Justiniano, Giorgio Primiceri and Andrea Tambalotti

828: China’s evolving managed float: an exploration of the roles of the fix and broad dollar movements in explaining daily exchange rate changes

John Clark

827: The Evolution of Treasury Market Liquidity: Evidence from 30 Years of Limit Order Book Data

Tobias Adrian, Michael Fleming and Erik Vogt

826: Empirical network contagion for U.S. financial institutions

Fernando Duarte and Collin Jones

825: Gender representation in economics across topics and time: evidence from the NBER

Anusha Chari and Paul Goldsmith-Pinkham

824: Estimating dynamic panel models: backing out the Nickell Bias

Jerry Hausman and Maxim Pinkovskiy

823: Does going easy on distressed banks help the macroeconomy?

C. Hundtofte

822: The Treasury Market Practices Group: creation and early initiatives

Kenneth Garbade and Frank M. Keane

821: Import competition and household debt

Jean-Noël Barrot, Erik Loualiche, Matthew Plosser and Julien Sauvagnat

820: Echoes of rising tuition in students’ borrowing, educational attainment, and homeownership in post-recession America

Zachary Bleemer, Meta Brown, Donghoon Lee, Katherine Strair and Wilbert van der Klaauw

819: The shifting drivers of global liquidity

Stefan Avdjiev, Leonardo Gambacorta, Linda Goldberg and Stefano Schiaffi

818: Supply- and demand-side factors in global banking

Mary Amiti, Patrick McGuire and David Weinstein

817: How did China’s WTO entry benefit U.S. prices?

Mary Amiti, Mi Dai, Robert Feenstra and John Romalis

816: Investors’ appetite for money-like assets: the money market fund industry after the 2014 regulatory reform

Marco Cipriani and Gabriele La Spada

815: Macroprudential policy and the revolving door of risk: lessons from leveraged lending guidance

Sooji Kim, Matthew Plosser and Joao Santos

814: Access to credit and financial health: evaluating the impact of debt collection

Julia Fonseca, Katherine Strair and Basit Zafar

813: Transformation of corporate scope in U.S. banks: patterns and performance implications

Nicola Cetorelli, Michael Jacobides and Samuel Stern

812: Safety, liquidity, and the natural rate of interest

Marco Del Negro, Domenico Giannone, Marc Giannoni and Andrea Tambalotti

811: Student Debt and Default: The Role of For-Profit Colleges

Luis Armona, Rajashri Chakrabarti and Michael Lovenheim

810: Rate-Amplifying Demand and the Excess Sensitivity of Long-Term Rates

Samuel Hanson, David Lucca and Jonathan Wright

809: The pre-crisis monetary policy implementation framework

Alexander Kroeger, John McGowan and Asani Sarkar

808: The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis

Robert Rich and Joseph Tracy

807: Disaster (over-)insurance: the long-term financial and socioeconomic consequences of Hurricane Katrina

Zachary Bleemer and Wilbert van der Klaauw

806: Beyond thirty: Treasury issuance of long-term bonds from 1953 to 1965

Kenneth Garbade

805: The time-varying price of financial intermediation in the mortgage market

Andreas Fuster, Stephanie Lo and Paul Willen

804: Financial vulnerability and monetary policy

Tobias Adrian and Fernando Duarte

803: Dealer balance sheets and bond liquidity provision

Tobias Adrian, Nina Boyarchenko and Or Shachar

802: Credit spreads, financial crises, and macroprudential policy

Ozge Akinci and Albert Queraltó

801: Cross-border prudential policy spillovers: how much? How important? Evidence from the International Banking Research Network

Claudia Buch and Linda Goldberg