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Staff Reports Revised in 2014
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Agglomeration and Job Matching among College Graduates Jaison R. Abel and Richard Deitz December Number 587 Revised December 2014 |
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CDS and Equity Market Reactions to Stock Issuances in the U.S. Financial Industry: Evidence from the 2002-13 Period Marcia Millon Cornett, Hamid Mehran, Kevin Pan, Minh Phan, and Chenyang Wei
November Number 697 Revised December 2014 |
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Caught between Scylla and Charybdis? Regulating Bank Leverage When There Is Rent Seeking and Risk Shifting Viral V. Acharya, Hamid Mehran, and Anjan Thakor September Number 469 Revised December 2014 |
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Regression-Based Estimation of Dynamic Asset Pricing Models Previous title: “Efficient Regression-Based Estimation of Dynamic Asset Pricing Models” Tobias Adrian, Richard K. Crump, and Emanuel Moench May Number 493
Revised December 2014 |
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Dynamic Leverage Asset Pricing Previous title: “Leverage Asset Pricing” Tobias Adrian, Emanuel Moench, and Hyun Song Shin
August 2013 Number 625
Revised December 2014 |
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Unemployment Benefits and Unemployment in the Great Recession: The Role of Macro Effects
Marcus Hagedorn, Fatih Karahan, Iourii Manovskii, and Kurt Mitman
October 2013 Number 646
Revised November 2014 |
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Fundamental Disagreement
Previous title: “Noisy Information and Fundamental Disagreement”
Philippe Andrade, Richard K. Crump, Stefano Eusepi, and Emanuel Moench December 2013 Number 655 Revised November 2014 |
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International Trade, Risk, and the Role of Banks
Previous title: “Banks in International Trade Finance: Evidence from the U.S.”
Friederike Niepmann and Tim Schmidt-Eisenlohr September 2013 Number 633 Revised November 2014 |
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Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum Marco Del Negro and Giorgio Primiceri May 2013 Number 619 Revised October 2014 |
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Trading Partners in the Interbank Lending Market Gara Afonso, Anna Kovner, and Antoinette Schoar May 2013 Number 620 Revised October 2014 |
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Assessing Financial Stability: The Capital and Loss Assessment under Stress Scenarios (CLASS) Model
Previous title: "The Capital and Loss Assessment under Stress Scenarios (CLASS) Model"
Beverly Hirtle, Anna Kovner, James Vickery, and Meru Bhanot
February 2014 Number 663
Revised October 2014 |
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Dynamic Leverage Asset Pricing Previous title: “Leverage Asset Pricing” Tobias Adrian, Emanuel Moench, and Hyun Song Shin
August 2013 Number 625
Revised October 2014 |
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No Guarantees, No Trade: How Banks Affect Export Patterns Friederike Niepmann and Tim Schmidt-Eisenlohr December 2013 Number 659 Revised October 2014 |
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CoVaR
Tobias Adrian and Markus K. Brunnermeier September 2008 Number 348 Revised September 2014 |
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Fundamental Disagreement
Previous title: “Noisy Information and Fundamental Disagreement”
Philippe Andrade, Richard K. Crump, Stefano Eusepi, and Emanuel Moench December 2013 Number 655 Revised September 2014 |
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Repo Runs: Evidence from the Tri-Party Repo Market
Adam Copeland, Antoine Martin, and Michael Walker
July 2011 Number 506
Revised August 2014 |
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Identifying Term Interbank Loans from Fedwire Payments Data
Dennis Kuo, David Skeie, James Vickery, and Thomas Youle
March 2013 Number 603
Revised August 2014 |
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Determinants of College Major Choice: Identification using an Information Experiment
Matthew Wiswall and Basit Zafar
June 2011 Number 500
Revised August 2014 |
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Financial Education and the Debt Behavior of the Young
Meta Brown, John Grigsby, Wilbert van der Klaauw, Jaya Wen, and Basit Zafar
September Number 634 Revised July 2014 |
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Regression-Based Estimation of Dynamic Asset Pricing Models
Previous title: “Efficient Regression-Based Estimation of Dynamic Asset Pricing Models”
Tobias Adrian, Richard K. Crump, and Emanuel Moench
May Number 493 Revised June 2014 |
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Securitization and the Fixed-Rate Mortgage
Andreas Fuster and James Vickery
January Number 594 Revised June 2014 |
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Heterogeneous Inflation Expectations and Learning
Previous title: “Heterogeneous Inflation Expectations, Learning, and Market Outcomes”
Carlos Madeira and Basit Zafar
January Number 536 Revised June 2014 |
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Information Acquisition and Financial Intermediation
Nina Boyarchenko
September Number 571 Revised June 2014 |
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An Empirical Study of Trade Dynamics in the Interbank Market Previous title: An Empirical Study of Trade Dynamics in the Fed Funds Market
Gara Afonso and Ricardo Lagos
February Number 550 Revised June 2014 |
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Financial Stability Monitoring
Tobias Adrian, Daniel Covitz, and Nellie Liang
February Number 601 Revised June 2014 |
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Fire-Sale Spillovers and Systemic Risk
Fernando Duarte and Thomas M. Eisenbach
October Number 645 Revised May 2014 |
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Up Close It Feels Dangerous: “Anxiety” in the Face of Risk
Thomas M. Eisenbach and Martin C. Schmalz
April Number 610 Revised May 2014 |
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The Macroeconomics of Trend Inflation
Guido Ascari and Argia M. Sbordone
August Number 628 Revised May 2014 |
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Optimized Taylor Rules for Disinflation When Agents Are Learning
Timothy Cogley, Christian Matthes, and Argia M. Sbordone
November Number 524 Revised May 2014 |
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More on U.S. Treasury Term Premiums: Spot and Expected Measures
J. Benson Durham
December Number 658 Revised May 2014 |
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The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform
Michael J. Fleming, Bruce Mizrach, and Giang Nguyen
July Number 381 Revised May 2014 |
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A Primer on the GCF Repo® Service
Paul Agueci, Leyla Alkan, Adam Copeland, Isaac Davis, Antoine Martin, Kate Pingitore,
Caroline Prugar, and Tyisha Rivas
April Number 671 Revised May 2014 |
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No Guarantees, No Trade: How Banks Affect Export Patterns Friederike Niepmann and Tim Schmidt-Eisenlohr December Number 659 Revised April 2014 |
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Inflation in the Great Recession and New Keynesian Models
Marco Del Negro, Marc P. Giannoni, and Frank Schorfheide May 2013 Number 618 Revised April 2014 |
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International Trade, Risk, and the Role of Banks
Previous title: “Banks in International Trade Finance: Evidence from the U.S.”
Friederike Niepmann and Tim Schmidt-Eisenlohr September 2013 Number 633 Revised April 2014 |
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Fundamental Disagreement
Previous title: “Noisy Information and Fundamental Disagreement”
Philippe Andrade, Richard K. Crump, Stefano Eusepi, and Emanuel Moench December 2013 Number 655 Revised April 2014 |
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Financial Education and the Debt Behavior of the Young Meta Brown, Wilbert van der Klaauw, Jaya Wen, and Basit Zafar September 2013 Number 634 Revised February 2014 |
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Revisiting Useful Approaches to Data-Rich Macroeconomic Forecasting Jan J. J. Groen and George Kapetanios May 2008 Number 327 Revised January 2014 |
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