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Viewing: 1 - 50 of 1,402 papers

1.

Firm-to-Firm Relationships and the Pass-Through of Shocks: Theory and Evidence

FRB of New York Staff Report No. 896
Number of pages: 90 Posted: 15 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 3
2.

Corporate Credit Provision

FRB of New York Staff Report No. 895
Number of pages: 53 Posted: 15 Aug 2019
Working Paper Series
Federal Reserve Bank of New York and Warwick Business School Finance Group
Downloads 3
3.

A Dynamic Theory of Collateral Quality and Long-Term Interventions

FRB of New York Staff Report No. 894, August 2019
Number of pages: 58 Posted: 07 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and University of Texas at Austin, McCombs School of Business
Downloads 2
4.

Online Estimation of DSGE Models

FRB of New York Staff Report No. 893, August 2019
Number of pages: 70 Posted: 06 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and University of Pennsylvania - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3
5.

What Predicts U.S. Recessions?

FRB of New York Staff Report No. 691
Number of pages: 34 Posted: 22 Jul 2019
Working Paper Series
Northeastern University and Deutsche Bundesbank
Downloads 84
6.

Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets

FRB of New York Staff Report No. 892
Number of pages: 51 Posted: 21 Jul 2019
Working Paper Series
University of California, Santa Barbara (UCSB), Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York - Research and Statistics and Massachusetts Institute of Technology (MIT)
Downloads 26
7.

Monetary Policy Frameworks and the Effective Lower Bound on Interest Rates

FRB of New York Staff Report No. 877
Number of pages: 15 Posted: 07 Jul 2019
Working Paper Series
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 4
8.

Announcement-Specific Decompositions of Unconventional Monetary Policy Shocks and Their Macroeconomic Effects

FRB of New York Staff Report No. 891, June 2019
Number of pages: 50 Posted: 27 Jun 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 14
9.

Monetary Policy and Financial Conditions: A Cross-Country Study

FRB of New York Staff Report No. 890, June 2019
Number of pages: 22 Posted: 10 Jun 2019
Working Paper Series
International Monetary Fund, Federal Reserve Bank of New York, International Monetary Fund and International Monetary Fund (IMF)
Downloads 11
10.

Exchange Rate Dynamics and Monetary Spillovers with Imperfect Financial Markets

FRB of New York Staff Report No. 849 (2018)
Number of pages: 82 Posted: 30 May 2019
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Board - Trade and Financial Studies Section
Downloads 8
11.

A Unified Approach to Measuring u*

FRB of New York Staff Report No. 889 (2019)
Number of pages: 76 Posted: 24 May 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, University of Texas at Austin, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York
Downloads 7
12.

Demographic Origins of the Startup Deficit

FRB of New York Staff Report No. 888 (2019)
Number of pages: 46 Posted: 24 May 2019
Working Paper Series
Federal Reserve Bank of New York, University of Notre Dame - Department of Economics and Federal Reserve Bank of New York
Downloads 7
13.

Tying Down the Anchor: Monetary Policy Rules and the Lower Bound on Interest Rates

FRB of New York Staff Report No. 887 (2019)
Number of pages: 42 Posted: 06 May 2019 Last Revised: 17 Aug 2019
Working Paper Series
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 11
14.

Tick Size Change and Market Quality in the U.S. Treasury Market

FRB of New York Staff Report No. 886 (2019)
Number of pages: 46 Posted: 23 Apr 2019
Working Paper Series
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 31
15.

Understanding Migration Aversion Using Elicited Counterfactual Choice Probabilities

FRB of New York Staff Report No. 883
Number of pages: 86 Posted: 10 Apr 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York, University of Oklahoma and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 10
16.

Deconstructing the Yield Curve

FRB of New York Staff Report No. 884
Number of pages: 67 Posted: 10 Apr 2019 Last Revised: 16 May 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of Atlanta
Downloads 47
17.

Trends in Household Debt and Credit

FRB of New York Staff Report No. 882
Number of pages: 40 Posted: 03 Apr 2019
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 44
18.

On Binscatter

FRB of New York Staff Report No. 881
Number of pages: 44 Posted: 01 Mar 2019
Working Paper Series
University of Michigan at Ann Arbor - Department of Economics, Federal Reserve Banks - Federal Reserve Bank of New York, University of Chicago - Booth School of Business - Econometrics and Statistics and University of Michigan, College of Literature, Science and the Arts, Department of Economics, Students
Downloads 8
19.

Complexity in Large U.S. Banks

FRB of New York Staff Report No. 880
Number of pages: 31 Posted: 26 Feb 2019
Working Paper Series
Federal Reserve Bank of New York and University of Wisconsin - Madison
Downloads 78
20.

The Long and Short of It: The Post-Crisis Corporate CDS Market

FRB of New York Staff Report No. 879
Number of pages: 76 Posted: 15 Feb 2019 Last Revised: 06 Aug 2019
Working Paper Series
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 69
21.

Rational Inattention in Hiring Decisions

FRB of New York Staff Report No. 878
Number of pages: 51 Posted: 15 Feb 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Carnegie Mellon University, Tepper School of Business
Downloads 18
22.

Robust Inference in Models Identified via Heteroskedasticity

FRB of New York Staff Report No. 876
Number of pages: 32 Posted: 22 Dec 2018 Last Revised: 14 Aug 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 8
23.

The Marginal Propensity to Hire

FRB of New York Staff Report No. 875
Number of pages: 69 Posted: 18 Dec 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 4
24.

Introduction to Special Issue: The Appropriate Role of Government in U.S. Mortgage Markets

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 10 Posted: 14 Dec 2018
Working Paper Series
Federal Reserve Bank of Dallas and Federal Reserve Bank of Dallas
Downloads 32
25.

Long-Term Outcomes of FHA First-Time Homebuyers

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 21 Posted: 10 Dec 2018
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of Dallas

Multiple version iconThere are 2 versions of this paper

Downloads 17
26.

Housing Affordability: Recommendations for New Research to Guide Policy

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 7 Posted: 10 Dec 2018
Working Paper Series
Federal Reserve Bank of Chicago
Downloads 26
27.

Credit Risk Transfer, Informed Markets, and Securitization

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 21 Posted: 10 Dec 2018
Working Paper Series
University of Pennsylvania - Wharton School, Department of Real Estate
Downloads 58
28.

Credit Risk Transfer and De Facto GSE Reform

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 29 Posted: 10 Dec 2018
Working Paper Series
Annaly Capital Management, Inc., Annaly Capital Management, Inc. and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 23
29.

Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 25 Posted: 10 Dec 2018
Working Paper Series
National Bank of Denmark, Nykredit and Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 13
30.

Pricing Government Credit: A New Method for Determining Government Credit Risk Exposure

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 22 Posted: 10 Dec 2018
Working Paper Series
Pennsylvania State University and Pennsylvania State University - Smeal College of Business
Downloads 24
31.

The FHA and the GSEs as Countercyclical Tools in the Mortgage Markets

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 13 Posted: 10 Dec 2018
Working Paper Series
Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Federal Reserve Board of Governors
Downloads 13
32.

GSE Guarantees, Financial Stability, and Home Equity Accumulation

Economic Policy Review, Vol. 24, No. 3, 2018
Number of pages: 17 Posted: 10 Dec 2018
Working Paper Series
Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Board of Governors of the Federal Reserve System
Downloads 13
33.

Local Banks, Credit Supply, and House Prices

FRB of New York Staff Report No. 874
Number of pages: 71 Posted: 15 Nov 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York

Multiple version iconThere are 2 versions of this paper

Downloads 16
34.

The Affordable Care Act and the Market for Higher Education

FRB of New York Staff Report No. 873
Number of pages: 54 Posted: 29 Oct 2018 Last Revised: 31 Jul 2019
Working Paper Series
Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 6
35.

Getting Ahead by Spending More? Local Community Response to State Merit Aid Programs

FRB of New York Staff Report No. 872
Number of pages: 50 Posted: 29 Oct 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Economic Policy Institute
Downloads 2
36.

Identifying Shocks via Time-Varying Volatility

FRB of New York Staff Report No. 871
Number of pages: 45 Posted: 23 Oct 2018 Last Revised: 25 May 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 13
37.

Flighty Liquidity

FRB of New York Staff Report No. 870
Number of pages: 57 Posted: 23 Oct 2018 Last Revised: 17 Mar 2019
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 37
38.

Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability before and During the Great Depression

FRB of New York Staff Report No. 869
Number of pages: 62 Posted: 18 Oct 2018
Working Paper Series
Government of the United States of America – Federal Deposit Insurance Corporation, Government of the United States of America – Office of Financial Research and Seoul National University - Business School

Multiple version iconThere are 4 versions of this paper

Downloads 11
39.

Financial Frictions, Real Estate Collateral, and Small Firm Activity in Europe

FRB of New York Staff Report No. 868
Number of pages: 72 Posted: 11 Oct 2018
Working Paper Series
Bank for International Settlements (BIS) and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 10
40.

Relative Pricing and Risk Premia in Equity Volatility Markets

FRB of New York Staff Report No. 867
Number of pages: 66 Posted: 11 Oct 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 70
41.

Global Trends in Interest Rates

FRB of New York Staff Report No. 866
Number of pages: 67 Posted: 21 Sep 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of Dallas and Federal Reserve Bank of New York

Multiple version iconThere are 3 versions of this paper

Downloads 95
42.

What to Expect From the Lower Bound on Interest Rates: Evidence from Derivatives Prices

FRB of New York Staff Report No. 865
Number of pages: 43 Posted: 30 Aug 2018
Working Paper Series
Federal Reserve Bank of San Francisco and Federal Reserve Bank of New York
Downloads 18
43.

Is Size Everything?

FRB of New York Staff Report No. 864
Number of pages: 60 Posted: 17 Aug 2018
Working Paper Series
Stanford Graduate School of Business and Federal Reserve Bank of New York
Downloads 44
44.

Credit Market Choice

FRB of New York Staff Report No. 863
Number of pages: 66 Posted: 07 Aug 2018
Working Paper Series
Federal Reserve Bank of New York, University of Michigan, Stephen M. Ross School of Business and Federal Reserve Bank of New York
Downloads 112
45.

Insider Networks

FRB of New York Staff Report No. 862
Number of pages: 41 Posted: 07 Aug 2018 Last Revised: 12 May 2019
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 14
46.

Uncertain Booms and Fragility

FRB of New York Staff Report No. 861
Number of pages: 51 Posted: 23 Jul 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 8
47.

Replacement Hiring and the Productivity-Wage Gap

FRB of New York Staff Report No. 860
Number of pages: 51 Posted: 12 Jul 2018
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of New York and Carnegie Mellon University, Tepper School of Business
Downloads 15
48.

Resolving 'Too Big to Fail'

FRB of New York Staff Report No. 859
Number of pages: 28 Posted: 20 Jun 2018
Working Paper Series
Federal Reserve Bank of New York and University of Chicago
Downloads 61
49.

Bank-Intermediated Arbitrage

FRB of New York Staff Report No. 858
Number of pages: 64 Posted: 20 Jun 2018 Last Revised: 19 Jul 2018
Working Paper Series
Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Banks - Federal Reserve Bank of New York, Federal Reserve Bank of New York and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 50
50.

Does CFPB Oversight Crimp Credit?

FRB of New York Staff Report No. 857
Number of pages: 47 Posted: 20 Jun 2018 Last Revised: 26 Jun 2018
Working Paper Series
Swiss National Bank - Financial Stability, Federal Reserve Banks - Federal Reserve Bank of New York and Federal Reserve Bank of New York
Downloads 54