Shane M. Sherlund

Board of Governors of the Federal Reserve System

20th and C Streets, NW

Mailstop 93

Washington, DC 20551

United States

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 20,067

SSRN RANKINGS

Top 20,067

in Total Papers Downloads

4,441

SSRN CITATIONS
Rank 3,907

SSRN RANKINGS

Top 3,907

in Total Papers Citations

193

CROSSREF CITATIONS

237

Scholarly Papers (24)

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 Board of Governors of the Federal Reserve System
Downloads 964 (41,940)
Citation 40

Abstract:

Loading...

securitization, subprime mortgages, financial intermediaiton

2.
Downloads 0 (60,564)
Citation 102

Making Sense of the Subprime Crisis

FRB Atlanta Working Paper No. 2009-2
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Federal Reserve Bank of Atlanta, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Bank of Boston - Research Department

Abstract:

Loading...

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 Board of Governors of the Federal Reserve System
Downloads 368 (139,710)

Abstract:

Loading...

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

4.

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 Board of Governors of the Federal Reserve System
Downloads 391 (131,628)
Citation 4

Abstract:

Loading...

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

5.

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 Board of Governors of the Federal Reserve System
Downloads 387 (133,140)
Citation 24

Abstract:

Loading...

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

6.
Downloads 342 (152,441)
Citation 15

Gses, Mortgage Rates, and Secondary Market Activities

FEDS Working Paper No. 2006-30
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Andreas Lehnert, S. Wayne Passmore and Shane M. Sherlund
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

Gses, Mortgage Rates, and Secondary Market Activities

FEDS Working Paper No. 2005-7
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Andreas Lehnert, S. Wayne Passmore and Shane M. Sherlund
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

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 System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 342 (151,375)
Citation 15

Abstract:

Loading...

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 System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

mortgage finance, government-sponsored enterprises, financial stability

7.

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 University - Columbia Business School, Finance, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 256 (205,923)
Citation 27

Abstract:

Loading...

8.

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, Board of Governors of the Federal Reserve System and The Rockefeller Foundation
Downloads 250 (210,734)
Citation 5

Abstract:

Loading...

The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates

Number of pages: 44 Posted: 01 Feb 2005
S. Wayne Passmore, Shane M. Sherlund and Gillian Burgess
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and NYU School of Law
Downloads 231 (226,883)
Citation 19

Abstract:

Loading...

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

10.

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, Board of Governors of the Federal Reserve System and Brigham Young University - J. Willard and Alice S. Marriott School of Management
Downloads 222 (236,396)
Citation 4

Abstract:

Loading...

11.

Smallholder Technical Efficiency with Stochastic Exogenous Production Conditions

Cornell University Working Paper No. 98-15
Number of pages: 29 Posted: 02 Jun 2001
Board of Governors of the Federal Reserve System, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation
Downloads 169 (301,845)

Abstract:

Loading...

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 Board of Governors of the Federal Reserve System
Downloads 147 (339,315)
Citation 40

Abstract:

Loading...

Securitization, subprime mortgages, financial intermediation

Smallholder Technical Efficiency: Controlling for Environmental Production Conditions

Number of pages: 30 Posted: 26 Mar 2003
Board of Governors of the Federal Reserve System, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation
Downloads 143 (347,491)
Citation 14

Abstract:

Loading...

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
Board of Governors of the Federal Reserve System, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation

Abstract:

Loading...

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

Smallholder Technical Efficiency: Controlling for Environmental Production Conditions

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

Abstract:

Loading...

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

14.

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 Board of Governors of the Federal Reserve System
Downloads 107 (430,888)
Citation 3

Abstract:

Loading...

Trade policy, Antidumping, Political economy

15.

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, Board of Governors of the Federal Reserve System and The Rockefeller Foundation
Downloads 98 (458,039)
Citation 2

Abstract:

Loading...

16.

The Jumbo-Conforming Spread: A Semiparametric Approach

FEDS Working Paper No. 2008-01
Number of pages: 33 Posted: 14 Jan 2009
Shane M. Sherlund
Board of Governors of the Federal Reserve System
Downloads 88 (490,591)
Citation 7

Abstract:

Loading...

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

17.

FHA, Fannie Mae, Freddie Mac, and the Great Recession

FEDS Working Paper No. 2016-31
Number of pages: 47 Posted: 25 Apr 2016 Last Revised: 01 Jul 2017
S. Wayne Passmore and Shane M. Sherlund
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 68 (569,294)
Citation 2

Abstract:

Loading...

18.

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 Board of Governors of the Federal Reserve System
Downloads 58 (616,919)
Citation 15

Abstract:

Loading...

Tariffs, trade protection, protection for sale, labor market

19.

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
Board of Governors of the Federal Reserve System, Cornell University - Charles H. Dyson School of Applied Economics & Management and The Rockefeller Foundation
Downloads 55
Citation 2

Abstract:

Loading...

20.

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
S. Wayne Passmore and Shane M. Sherlund
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 51 (654,550)
Citation 2

Abstract:

Loading...

financial crisis, Great Recession, mortgages, government policy

21.

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
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 46 (683,879)
Citation 7

Abstract:

Loading...

Mortgages and credit, capacity constraint, refinancing

22.

The Competitive Effects of Risk-Based Bank Capital Regulation: An Example from U.S. Mortgage Markets

FEDS Working Paper No. 2006-46
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

23.

Monetary Policy and the Housing Bubble

FEDS Working Paper No. 2009-49
Posted: 02 Jul 2021 Last Revised: 01 Jul 2021
Federal Reserve Bank of Chicago, Board of Governors of the Federal Reserve System, affiliation not provided to SSRN, Board of Governors of the Federal Reserve System, Korea University, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

Loading...

24.

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, Board of Governors of the Federal Reserve System and The Rockefeller Foundation

Abstract:

Loading...