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.

700: Tuition, jobs, or housing: what's keeping millennials at home?

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

699: Population aging, migration spillovers, and the decline in interstate migration

Fatih Karahan and Serena Rhee

698: Costly information, planning complementarities and the Phillips Curve

Sushant Acharya

697: CDS and equity market reactions to stock issuances in the U.S. financial industry: evidence from the 2002-13 period

Marcia Millon Cornette, Hamid Mehran, Kevin Pan, Minh Phan and Chenyang Wei

696: Supervisory stress tests

Beverly Hirtle and Andreas Lehnert

695: Dynamic prediction pools: an investigation of financial frictions and forecasting performance

Marco Del Negro, Raiden B. Hasegawa and Frank Schorfheide

694: Counterparty risk in material supply contracts

Nina Boyarchenko and Anna Costello

693: Bank heterogeneity and capital allocation: evidence from \\"fracking\\" shocks

Matthew Plosser

692: How does risk management influence production decisions? evidence from a field experiment

Shawn Cole, Xavier Gine and James Vickery

691: What predicts U.S. recessions?

Weiling Liu and Emanuel Moench

690: Monetary policy, financial conditions, and financial stability

Tobias Adrian and J. Nellie Liang

689: Job search behavior over the business cycle

Toshihiko Mukoyama, Christina Patterson and Aysegul Sahin

688: A Leverage-Based Measure of Financial Instability

Tobias Adrian, Karol Borowiecki and Alexander Tepper

687: Shifts in the Beveridge curve

Peter Diamond and Aysegul Sahin

686: Africa is on time

Maxim Pinkovskiy and Xavier Sala-i-Martin

685: Information heterogeneity and intended college enrollment

Zachary Bleemer and Basit Zafar

684: Direct purchases of U.S. Treasury securities by Federal Reserve banks

Kenneth Garbade

683: University choice: the role of expected earnings, non-pecuniary outcomes, and financial constraints

Adeline Delavande and Basit Zafar

682: Educational assortative mating and household income inequality

Lasse Eika, Magne Mogstad and Basit Zafar

681: What determines the composition of international bank flows?

Cornelia Kerl and Friederike Niepmann

680: Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences

Luci Alessi, Eric Ghysels, Luca Onorante, Richard Peach and Simon Potter

679: The effect of state pension cut legislation on bank values

Lee Cohen, Marcia Millon Cornette, Hamid Mehran and Hassan Tehranian

678: The revolving door and worker flows in banking regulation

David Lucca, Amit Seru and Francesco Trebbi

677: Simple and reliable way to compute option-based risk-neutral distributions

Allan M. Malz

676: Liquidity risk and U.S. bank lending at home and abroad

Ricardo Correa, Linda Goldberg and Tara N. Rice

675: International banking and liquidity risk transmission: lessons from across countries

Claudia Buch and Linda Goldberg

674: Understanding mortgage spreads

Nina Boyarchenko, Andreas Fuster and David Lucca

673: Dealer financial conditions and lender-of-last resort facilities

Viral Acharya, Michael Fleming, Warren Hrung and Asani Sarkar

672: The FRBNY staff underlying inflation gauge: UIG

Marlene Amstad, Simon Potter and Robert Rich

671: A primer on the GCF Repo® Service

Paul Agueci, Leyla Alkan, Adam Copeland, Isaac Davis, Antoine Martin, Kate Pingitore, Caroline Prugar and Tyisha Rivas

670: Gates, fees, and preemptive runs

Marco Cipriani, Antoine Martin, Patrick E. McCabe and Bruno Parigi

669: Lights, camera,...income! Estimating poverty using national accounts, survey means, and lights

Maxim Pinkovskiy and Xavier Sala-i-Martin

668: Measuring student debt and its performance

Meta Brown, Andrew Haughwout, Donghoon Lee, Joelle Scally and Wilbert van der Klaauw

667: LIBOR: origins, economics, crisis, scandal, and reform

David Hou and David Skeie

666: Bank holding company dividends and repurchases during the financial crisis

Beverly Hirtle

665: Arbitrage-free affine models of the forward price of foreign currency

J. Benson Durham

664: Financial stability policies for shadow banking

Tobias Adrian

663: Assessing financial stability: the Capital and Loss Assessment under Stress Scenarios (CLASS) model

Meru Bhanot, Beverly Hirtle, Anna Kovner and James Vickery

662: World welfare is rising: estimation using nonparametric bounds on welfare measures

Maxim Pinkovskiy

661: Liquidity policies and systemic risk

Tobias Adrian and Nina Boyarchenko

660: The over-the-counter theory of the fed funds market: a primer

Gara Afonso and Ricardo Lagos

659: No guarantees, no trade: how banks affect export patterns

Friederike Niepmann and Tim Schmidt-Eisenlohr

658: More on U.S. Treasury term premiums: spot and expected measures

J. Benson Durham

657: Momentum and the term structure of interest rates

J. Benson Durham

656: Arbitrage-free models of stocks and bonds

J. Benson Durham

655: Fundamental disagreement

Philippe Andrade, Richard Crump, Stefano Eusepi and Emanuel Moench

654: ECB monetary operations and the interbank repo market

Peter Dunne, Michael Fleming and Andrey Zholos

653: Coordinating monetary and macroprudential policies

Bianca De Paoli and Matthias Paustian

652: The effects of policy guidance on perceptions of the Fed’s reaction function

Katherine Femia, Steven Friedman and Brian P. Sack

651: Intermediary balance sheets

Tobias Adrian and Nina Boyarchenko