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FHFA Staff Working Papers

From Federal Housing Finance Agency
Contact information at EDIRC.

Bibliographic data for series maintained by William Doerner ().

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21-03: The Riskiness of Outstanding Mortgages in the United States, 1999 - 2019 Downloads
William Larson
21-02: Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic Downloads
William Larson, Christos Makridis and Chad Redmer
21-01: Transaction Composition and House Price Index Measurement: Evidence from a Repeat-Sales Aggregation Index Downloads
William Larson and Justin Contat
20-02: Nowcasting Unemployment Insurance Claims in the Time of COVID-19 Downloads
William Larson and Tara Sinclair
20-01: Land Valuation using Public Records and Kriging: Implications for Land versus Property Taxation in Cities Downloads
William Larson and Jessica Shui
19-02: Mortgage Risk Since 1990 Downloads
Morris Davis, William Larson, Stephen Oliner and Benjamin Smith
19-01: The Price of Residential Land for Counties, ZIP codes, and Census Tracts inthe United States Downloads
Morris Davis, William Larson, Stephen Oline and Jessica Shui
18-04: A New Home Affordability Estimate: What Share of Housing Stock Can Families Afford? Downloads
Chi-Cheol Chung, Andrew Leventis, William Doerner, David Roderer and Michela Barba
18-03: Appraisal Accuracy, Automated Valuation Models, And Credit Modeling in Rural Areas Downloads
Alexander Bogin and Jessica Shui
18-02: House Price Markups and Mortgage Defaults Downloads
Paul Carrillo, William Doerner and William Larson
18-01: Are Appraisal Management Companies Value-Adding? – Stylized Facts from AMC and Non-AMC Appraisals Downloads
Jessica Shui and Shriya Murthy
17-03: Under What Circumstances do First-time Homebuyers Overpay? – An Empirical Analysis Using Mortgage and Appraisal Data Downloads
Jessica Shui and Shriya Murthy
17-02: Property Renovations and Their Impact on House Price Index Construction Downloads
Alexander Bogin and William Doerner
17-01: The Daily Microstructure of the Housing Market Downloads
Peter Chinloy and William Larson
16-04: Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling Downloads
Alexander Bogin, William Doerner and William Larson
16-03: Oil Prices and Urban Housing Demand Downloads
William Larson and Weihua Zhao
16-02: Local House Price Growth Accelerations Downloads
Alexander Bogin, William Doerner and William Larson
16-01: Local House Price Dynamics: New Indices and Stylized Facts Downloads
Alexander Bogin, William Doerner and William Larson
15-03: Additional Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads Downloads
Alexander Bogin, Nataliya Polkovnichenko and William Doerner
15-02: The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment Downloads
Saty Patrabansh
15-01: How Low Can House Prices Go? Estimating a Conservative Lower Bound Downloads
Alexander Bogin, Stephen Bruestle and William Doerner
14-03: The Relationship between Second Liens, First Mortgage Outcomes, and Borrower Credit: 1996-2010 Downloads
Andrew Leventis
14-02: The Effects of Monetary Policy on Mortgage Rates Downloads
Saty Patrabansh, William Doerner and Samuel Asin
14-01: Countercyclical Capital Regime Revisited: Test of Robustness Downloads
Scott Smith, Debra Fuller, Alexander Bogin, Nataliya Polkovnichenko and Jesse Weiher
13-03: Impacts of Down Payment Underwriting Standards on Loan Performance Downloads
Ken Lam, Robert Dunsky and Austin Kelly
13-02: Generating Historically-Based Stress Scenarios Using Parsimonious Factorization Downloads
Alexander Bogin and William Doerner
13-01: Distressed Sales and the FHFA House Price Index Downloads
William Doerner and Andrew Leventis
12-02: Countercyclical Capital Regime – A Proposed Design and Empirical Evaluation Downloads
Scott Smith and Jesse Weiher
12-01: Home Price Indexes for Homes in Different Price Tiers: Biases and Corrections Downloads
Andrew Leventis
11-02: Characteristics of “High Conforming Jumbo Mortgages” Downloads
Paul Manchester and Ian Keith
11-01: The HAMP NPV Model – Development and Early Performance Downloads
Steve Holden, Austin Kelly, Douglas McManus, Therese Scharlemann, Ryan Singer and John Worth
10-02: Automatic Recapitalization Alternatives Downloads
Robert Collender, Forrest Pafenberg and Robert Seiler
10-01: Estimating Median House Prices Downloads
Andrew Leventis
08-02: Enterprise Credit Default Swaps and Market Discipline – Preliminary Analysis Downloads
Robert Collender
08-01: Real Estate Futures Prices as Predictors of Price Trends Downloads
Andrew Leventis
07-05: Zero Down Payment Mortgage Default Downloads
Austin Kelly
07-04: Signals from the Markets for Fannie Mae and Freddie Mac Subordinated Debt Downloads
Robert Collender, Samantha Roberts and Valerie Smith
07-03: Subordinated Debt Issuance by Fannie Mae and Freddie Mac Downloads
Valerie Smith
07-02: Home Improvements and Appreciation Rates Reflected in the OFHEO House Price Index Downloads
Andrew Leventis
07-01: Securitized Jumbo Mortgages, 1986-2005 Downloads
Everson Hull
06-01: Removing Appraisal Bias from a Repeat-Transactions House Price Index – A Basic Approach Downloads
Andrew Leventis
04-02: Measurement of the Bid-Ask Spread in Equity Option Markets Downloads
Michelle Danis
04-01: The Value of Foreclosed Property – House Prices, Foreclosure Laws, and Appraisals Downloads
Anthony Pennington-Cross
03-06: Earnings Management During Distinct Periods of Capital Demand – Evidence from Japanese Banks Downloads
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and S. Ghon Rhee
03-05: A Discrete Choice Approach to Measuring Competition in Equity Option Markets Downloads
Michelle Danis
03-04: Market Discipline of Fannie Mae and Freddie Mac Downloads
Robert Seiler
03-03: Aggregation Bias and the Repeat Sales Price Index Downloads
Anthony Pennington-Cross
03-02: Drawing Inferences about Housing Supply Elasticity from House Price Responses to Income Shocks Downloads
Michelle Harter-Dreiman
03-01: Subprime and Prime Mortgages – Loss Distributions Downloads
Anthony Pennington-Cross
02-02: Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices Downloads
Anthony Pennington-Cross and Michelle Dreiman
02-01: Patterns of Default and Prepayment for Prime and Nonprime Mortgages Downloads
Anthony Pennington-Cross
Page updated 2022-01-23
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