Shane M. Sherlund

Federal Reserve Board of Governors

20th and C Streets, NW

Mailstop 93

Washington, DC 20551

United States

SCHOLARLY PAPERS

22

DOWNLOADS
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Top 11,300

in Total Papers Downloads

3,388

CITATIONS
Rank 2,789

SSRN RANKINGS

Top 2,789

in Total Papers Citations

200

Scholarly Papers (22)

1.

The Role of the Securitization Process in the Expansion of Subprime Credit

Number of pages: 55 Posted: 30 May 2009
Taylor Nadauld and Shane M. Sherlund
Brigham Young University and Federal Reserve Board of Governors
Downloads 697 (24,989)
Citation 20

Abstract:

securitization, subprime mortgages, financial intermediaiton

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

Fisher College of Business Working Paper No. 2012-03-12, Charles A. Dice Center Working Paper No. 2012-12
Number of pages: 47 Posted: 24 Jul 2012 Last Revised: 10 Feb 2013
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Federal Reserve Board of Governors
Downloads 303 (80,398)
Citation 1

Abstract:

Mark-to-market accounting, capital requirements, RMBS, fire sale, financial crisis

3.
Downloads 317 ( 76,973)
Citation 15

GSEs, Mortgage Rates, and Secondary Market Activities

FEDS Working Paper No. 2005-07; FEDS Working Paper No. 2006-30
Number of pages: 66 Posted: 01 Feb 2005
Andreas Lehnert, S. Wayne Passmore and Shane M. Sherlund
Board of Governors of the Federal Reserve, Board of Governors of the Federal Reserve - Household and Real Estate Finance Section and Federal Reserve Board of Governors
Downloads 317 (76,439)
Citation 15

Abstract:

Mortgage finance, government-sponsored enterprises, financial stability

GSEs, Mortgage Rates, and Secondary Market Activities

Journal of Real Estate Finance and Economics, Vol. 36, No. 3, 2008
Posted: 20 Oct 2007 Last Revised: 18 Aug 2009
Andreas Lehnert, Shane M. Sherlund and S. Wayne Passmore
Board of Governors of the Federal Reserve, Federal Reserve Board of Governors and Board of Governors of the Federal Reserve - Household and Real Estate Finance Section

Abstract:

mortgage finance, government-sponsored enterprises, financial stability

Shadow Wages, Allocative Inefficiency, and Labor Supply in Smallholder Agriculture

Cornell University Applied Economics Working Paper
Number of pages: 32 Posted: 17 Feb 2001
Cornell University - Charles H. Dyson School of Applied Economics & Management, Federal Reserve Board of Governors and The Rockefeller Foundation
Downloads 208 (119,801)
Citation 7

Abstract:

Shadow Wages, Allocative Inefficiency, and Labor Supply in Smallholder Agriculture

Agricultural Economics, Forthcoming
Number of pages: 35 Posted: 28 Jun 2007
Cornell University - Charles H. Dyson School of Applied Economics & Management, Federal Reserve Board of Governors and The Rockefeller Foundation
Downloads 103 (216,773)
Citation 7

Abstract:

5.

Why Were There Fire Sales of Mortgage-Backed Securities by Financial Institutions during the Financial Crisis?

Charles A. Dice Center Working Paper No. 2013-02, Fisher College of Business Working Paper No. 2013-03-02
Number of pages: 57 Posted: 26 Feb 2013 Last Revised: 15 May 2014
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Federal Reserve Board of Governors
Downloads 215 (96,643)

Abstract:

Fire sale, RMBS, capital requirements, fair value, financial crisis

6.

The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates

FEDS Working Paper No. 2005-06
Number of pages: 44 Posted: 01 Feb 2005
S. Wayne Passmore, Shane M. Sherlund and Gillian Burgess
Board of Governors of the Federal Reserve - Household and Real Estate Finance Section, Federal Reserve Board of Governors and NYU School of Law
Downloads 172 (136,938)
Citation 28

Abstract:

Fannie Mae, Freddie Mac, GSEs, mortgages, MBS, securitization, mortgage rates

7.

Correlated Collateral

Number of pages: 63 Posted: 22 Mar 2010 Last Revised: 16 Jan 2012
Taylor Nadauld, Shane M. Sherlund and Keith Vorkink
Brigham Young University, Federal Reserve Board of Governors and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 155 (141,827)

Abstract:

8.

Smallholder Technical Efficiency with Stochastic Exogenous Production Conditions

Cornell University Working Paper No. 98-15
Number of pages: 29 Posted: 02 Jun 2001
Federal Reserve Board of Governors, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation
Downloads 150 (158,667)

Abstract:

9.

Were There Fire Sales in the RMBS Market?

Charles A. Dice Center Working Paper No. 2014-09, Fisher College of Business Working Paper No. 2014-03-09
Number of pages: 58 Posted: 15 May 2014
Brigham Young University, Brigham Young University, Ohio State University (OSU) - Department of Finance and Federal Reserve Board of Governors
Downloads 133 (120,176)

Abstract:

Fire sale, RMBS, capital requirements, fair value, financial crisis

Smallholder Technical Efficiency: Controlling for Environmental Production Conditions

Number of pages: 30 Posted: 26 Mar 2003
Federal Reserve Board of Governors, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation
Downloads 107 (210,943)
Citation 11

Abstract:

Production frontiers, agricultural productivity, rice, Africa (Sub-Saharan)

Smallholder Technical Efficiency Controlling for Environmental Production Conditions

Journal of Development Economics, Vol. 69, No. 1, 2002
Posted: 26 May 2011
Federal Reserve Board of Governors, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation

Abstract:

production frontiers, agricultural productivity, rice, Africa (Sub-Saharan)

Smallholder Technical Efficiency: Controlling for Environmental Production Conditions

Journal of Development Economics, Forthcoming
Posted: 26 Mar 2003
Federal Reserve Board of Governors, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation

Abstract:

Production frontiers, agricultural productivity, rice, Africa (Sub-Saharan)

11.

The Rise in Mortgage Defaults

Journal of Economic Perspectives, Vol. 23, No. 1, pp. 27-50, 2009
Number of pages: 24 Posted: 27 Oct 2011
Christopher J. Mayer, Karen M. Pence and Shane M. Sherlund
Columbia Business School - Finance and Economics, Board of Governors of the Federal Reserve System and Federal Reserve Board of Governors
Downloads 100 (174,851)
Citation 80

Abstract:

12.

The Impact of Securitization on the Extension of Subprime Credit

Number of pages: 49 Posted: 02 Nov 2011
Taylor Nadauld and Shane M. Sherlund
Brigham Young University and Federal Reserve Board of Governors
Downloads 86 (229,416)
Citation 4

Abstract:

Securitization, subprime mortgages, financial intermediation

13.

Are Antidumping Duties for Sale? Case-Level Evidence on the Grossman-Helpman Protection for Sale Model

FRB International Finance Discussion Paper No. 888
Number of pages: 40 Posted: 28 Feb 2007 Last Revised: 22 Jul 2013
Carolyn L. Evans and Shane M. Sherlund
Intel Corporation and Federal Reserve Board of Governors
Downloads 81 (237,723)

Abstract:

Trade policy, Antidumping, Political economy

14.

Macroeconomic Shocks, Human Capital and Productive Efficiency: Evidence from West African Farmers

Cornell University Applied Economics and Management Working Paper No. 2003-18
Number of pages: 32 Posted: 05 Jun 2001
Cornell University - Charles H. Dyson School of Applied Economics & Management, Federal Reserve Board of Governors and The Rockefeller Foundation
Downloads 70 (263,955)
Citation 3

Abstract:

15.

The Jumbo-Conforming Spread: A Semiparametric Approach

FEDS Working Paper No. 2008-01
Number of pages: 33 Posted: 14 Jan 2009
Shane M. Sherlund
Federal Reserve Board of Governors
Downloads 52 (305,239)
Citation 2

Abstract:

Mortgages, jumbo-conforming spread, partial-linear regression, locallinear regression

16.

Do Labor Issues Matter in the Determination of U.S. Trade Policy? An Empirical Reevaluation

UC Santa Cruz Economics Working Paper No. 03-19
Number of pages: 42 Posted: 09 Mar 2004
Xenia Matschke and Shane M. Sherlund
University of California, Santa Cruz and Federal Reserve Board of Governors
Downloads 38 (362,497)
Citation 13

Abstract:

Tariffs, trade protection, protection for sale, labor market

17.

Do Newly Retired Workers in the United States Have Sufficient Resources to Maintain Well-Being?

Economic Inquiry, Vol. 44, No. 2, pp. 249-264, April 2006
Number of pages: 16 Posted: 05 Jun 2006
Robert Haveman, Karen Holden, Barbara Wolfe and Shane M. Sherlund
University of Wisconsin - Madison - Department of Economics, University of Wisconsin - Madison - School of Human Ecology, University of Wisconsin-Madison and Federal Reserve Board of Governors
Downloads 26 (410,875)
Citation 9

Abstract:

18.

Crowding Out Effects of Refinancing on New Purchase Mortgages

FEDS Working Paper No. 2015-017, http://dx.doi.org/10.17016/FEDS.2015.017
Number of pages: 46 Posted: 21 Apr 2015
Steven A. Sharpe and Shane M. Sherlund
Federal Reserve Board - Research & Statistics and Federal Reserve Board of Governors
Downloads 11 (487,554)

Abstract:

Mortgages and credit, capacity constraint, refinancing

19.

Monetary Policy and the Global Housing Bubble

Economic Policy, Vol. 26, No. 66, pp. 233-283, 2011
Number of pages: 51 Posted: 04 Apr 2011
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve - Macroeconomic and Quantitative Studies Section, Korea University, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System and Federal Reserve Board
Downloads 3 (524,689)
Citation 7

Abstract:

20.

Government-Backed Mortgage Insurance, Financial Crisis, and the Recovery from the Great Recession

FEDS Working Paper No. 2016-031
Number of pages: 44 Posted: 25 Apr 2016
Wayne Passmore and Shane M. Sherlund
Board of Governors of the Federal Reserve System and Federal Reserve Board of Governors
Downloads 0 (392,902)

Abstract:

Financial crisis, Great Recession, mortgages, government policy

21.

Macroeconomic Shocks, Human Capital and Productive Efficiency: Evidence from West African Rice Farmers

Journal of African Economies, Vol. 15, Issue 3, pp. 343-372, 2006
Posted: 29 Feb 2008
Cornell University - Charles H. Dyson School of Applied Economics & Management, Federal Reserve Board of Governors and The Rockefeller Foundation

Abstract:

22.

Smallholder Technical Efficiency With Stochastic Exogenous Production Conditions

Cornell University, Department of Agricultural, Resource and Managerial Economics Working Paper No. 98-15
Number of pages: 30 Posted: 25 Jan 1999
Federal Reserve Board of Governors, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation
Downloads 0

Abstract: