Satyajit Chatterjee

Federal Reserve Bank of Philadelphia

Vice President & Economist

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

http://sites.google.com/site/chatterjeesatyajit/home

SCHOLARLY PAPERS

35

DOWNLOADS
Rank 11,744

SSRN RANKINGS

Top 11,744

in Total Papers Downloads

3,408

CITATIONS
Rank 2,852

SSRN RANKINGS

Top 2,852

in Total Papers Citations

196

Scholarly Papers (35)

1.

A Quantitative Theory of Unsecured Consumer Credit with Risk of Default

FRB Philadelphia Working Paper No. 07-16
Number of pages: 69 Posted: 18 Jun 2002
Federal Reserve Bank of Philadelphia, University of Wisconsin - Madison - Department of Finance, Investment and Banking, Federal Reserve Bank of Philadelphia and University of Pennsylvania - Department of Economics
Downloads 604 (31,262)
Citation 63

Abstract:

Loading...

Default, bankruptcy, consumer credit, precautionary savings

2.
Downloads 325 ( 78,112)
Citation 15

Maturity, Indebtedness, and Default Risk

FRB of Philadelphia Working Paper No. 10-12
Number of pages: 74 Posted: 29 Apr 2010
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 151 (167,028)
Citation 15

Abstract:

Loading...

Maturity, Indebtedness, and Default Risk

FRB of Philadelphia Working Paper No. 11-33
Number of pages: 67 Posted: 16 Aug 2011
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 95 (238,266)
Citation 15

Abstract:

Loading...

Maturity, Indebtedness, and Default Risk

FRB of Philadelphia Working Paper No. 09-2
Number of pages: 48 Posted: 10 Mar 2009
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 79 (268,068)
Citation 15

Abstract:

Loading...

Unsecured Debt, Sovereign Debt, Long Duration Bonds, Debt Dilution, Random

3.

Monetary and Financial Forces in the Great Depression

FRB of Philadelphia Working Paper No. 06-12
Number of pages: 9 Posted: 14 Jul 2006
Satyajit Chatterjee and Philip Dean Corbae
Federal Reserve Bank of Philadelphia and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 291 (84,814)

Abstract:

Loading...

4.

A Quantitative Analysis of the US Housing and Mortgage Markets and the Foreclosure Crisis

FRB of Philadelphia Working Paper No. 11-26
Number of pages: 48 Posted: 12 Aug 2011
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 159 (103,216)
Citation 5

Abstract:

Loading...

Leverage, Foreclosures, Mortgage Crisis

5.

Insuring College Failure Risk

FRB of Philadelphia Working Paper No. 10-1
Number of pages: 36 Posted: 07 Jan 2010
Satyajit Chatterjee and Felicia Anamaria Ionescu
Federal Reserve Bank of Philadelphia and Colgate University
Downloads 149 (117,306)
Citation 1

Abstract:

Loading...

College Risk, Government Student Loans, Optimal Insurance

6.

Minimum Consumption Requirements: Theoretical and Quantitative Implications for Growth and Distribution

Number of pages: 34 Posted: 27 Jun 1998
Satyajit Chatterjee and B. Ravikumar
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Saint Louis
Downloads 131 (176,459)
Citation 4

Abstract:

Loading...

7.

A Welfare Comparison of Pre- and Post-WWII Business Cycles: Some Implications for the Role of Post-war Macroeconomic Policies

FRB Philadelphia Working Paper No. 99-2
Number of pages: 48 Posted: 16 Jul 1999
Satyajit Chatterjee and Philip Dean Corbae
Federal Reserve Bank of Philadelphia and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 125 (180,538)

Abstract:

Loading...

8.
Downloads 112 (210,919)
Citation 9

Spin-Offs and the Market for Ideas

FRB of Philadelphia Working Paper No. 07-15
Number of pages: 37 Posted: 25 Jun 2007
Satyajit Chatterjee and Esteban Rossi-Hansberg
Federal Reserve Bank of Philadelphia and Princeton University - Department of Economics
Downloads 87 (252,374)
Citation 9

Abstract:

Loading...

Spin-Offs and the Market for Ideas

NBER Working Paper No. w13198
Number of pages: 38 Posted: 03 Jul 2007 Last Revised: 26 Jul 2010
Satyajit Chatterjee and Esteban Rossi-Hansberg
Federal Reserve Bank of Philadelphia and Princeton University - Department of Economics
Downloads 25 (442,805)
Citation 9

Abstract:

Loading...

9.

Urban Density and the Rate of Invention

FRB of Philadelphia Working Paper No. 06-41
Number of pages: 48 Posted: 29 Aug 2006
Gerald A. Carlino, Satyajit Chatterjee and Robert M. Hunt
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 112 (163,009)
Citation 34

Abstract:

Loading...

Agglomeration economies, Knowledge spillovers, Urban density, Innovation, Patents

Quantitative Models of Sovereign Debt Crises

Number of pages: 67 Posted: 15 Mar 2016 Last Revised: 18 Mar 2016
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 89 (248,722)

Abstract:

Loading...

debt crises, sovereign debt, default, spreads, self-fulfilling debt crises

11.

Foreclosures and House Price Dynamics: A Quantitative Analysis of the Mortgage Crisis and the Foreclosure Prevention Policy

FRB of Philadelphia Working Paper No. 09-22
Number of pages: 28 Posted: 08 Oct 2009
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 81 (210,919)
Citation 8

Abstract:

Loading...

Leverage, Foreclosures, Mortgage Crisis, Loan Modifications, Foreclosure Prevention Policy

12.

A Finite-Life Private-Information Theory of Unsecured Consumer Debt

FRB of Philadelphia Working Paper No. 07-14
Number of pages: 51 Posted: 25 Jun 2007
Satyajit Chatterjee, Philip Dean Corbae and José-Victor Rios-Rull
Federal Reserve Bank of Philadelphia, University of Wisconsin - Madison - Department of Finance, Investment and Banking and University of Pennsylvania - Department of Economics
Downloads 72 (267,553)
Citation 6

Abstract:

Loading...

Unsecured Consumer Debt, Bankruptcy, Default, Adverse Selection, Credit Score, Insurance

13.

A Quantitative Analysis of the U.S. Housing and Mortgage Markets and the Foreclosure Crisis

FRB of Philadelphia Working Paper No. 15-13
Number of pages: 44 Posted: 21 Mar 2015
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 67 (291,576)
Citation 6

Abstract:

Loading...

Leverage, Foreclosures, Mortgage Crisis

14.
Downloads 67 (291,576)
Citation 9

Spinoffs and the Market for Ideas

FRB of Philadelphia Working Paper No. 08-26
Number of pages: 54 Posted: 29 Oct 2008
Satyajit Chatterjee and Esteban Rossi-Hansberg
Federal Reserve Bank of Philadelphia and Princeton University - Department of Economics
Downloads 66 (297,399)
Citation 9

Abstract:

Loading...

Spinoffs and the Market for Ideas

International Economic Review, Vol. 53, Issue 1, pp. 53-93, 2012
Number of pages: 41 Posted: 24 Feb 2012
Satyajit Chatterjee and Esteban Rossi‐Hansberg
Federal Reserve Bank of Philadelphia and affiliation not provided to SSRN
Downloads 1 (588,333)
Citation 9
  • Add to Cart

Abstract:

Loading...

Debt Dilution and Seniority in a Model of Defaultable Sovereign Debt

FRB of Philadelphia Working Paper No. 13-30
Number of pages: 46 Posted: 23 Jul 2013
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 34 (399,555)

Abstract:

Loading...

Debt Dilution, Seniority, Sovereign Default

Debt Dilution and Seniority in a Model of Defaultable Sovereign Debt

FRB of Philadelphia Working Paper No. 12-14
Number of pages: 39 Posted: 12 Jun 2012
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 32 (408,094)

Abstract:

Loading...

Debt Dilution, Seniority, Sovereign Default

16.

Competitive Theories for Economies with General Transactions Technology

FRB of Philadelphia Working Paper No. 99-18
Number of pages: 21 Posted: 03 Apr 2000
Satyajit Chatterjee and Philip Dean Corbae
Federal Reserve Bank of Philadelphia and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 63 (293,894)

Abstract:

Loading...

17.

On the Aggregate Welfare Cost of Great Depression Unemployment

Journal of Monetary Economics, Forthcoming, FRB of Philadelphia Working Paper No. 06-18
Number of pages: 29 Posted: 08 Nov 2006
Satyajit Chatterjee and Philip Dean Corbae
Federal Reserve Bank of Philadelphia and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 56 (289,305)
Citation 7

Abstract:

Loading...

Depression, Unemployment, Welfare Cost

A Seniority Arrangement for Sovereign Debt

FRB of Philadelphia Working Paper No. 15-07
Number of pages: 38 Posted: 06 Feb 2015
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 30 (417,226)

Abstract:

Loading...

Debt Dilution, Seniority, Sovereign Default

A Seniority Arrangement for Sovereign Debt

FRB of Philadelphia Working Paper No. 15-7
Number of pages: 38 Posted: 19 Aug 2015
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 15 (500,790)

Abstract:

Loading...

Debt dilution, Seniority, Sovereign default

19.
Downloads 43 (358,313)
Citation 16

Entry and Exit, Product Variety and the Business Cycle

NBER Working Paper No. w4562
Number of pages: 45 Posted: 18 Aug 2000
Satyajit Chatterjee and Russell Cooper
Federal Reserve Bank of Philadelphia and University of Texas at Austin - Department of Economics
Downloads 42 (368,743)
Citation 16

Abstract:

Loading...

Entry and Exit, Product Variety, and the Business Cycle

Economic Inquiry, Vol. 52, Issue 4, pp. 1466-1484, 2014
Number of pages: 19 Posted: 23 Aug 2014
Satyajit Chatterjee and Russell Cooper
Federal Reserve Bank of Philadelphia and University of Texas at Austin - Department of Economics
Downloads 1 (588,376)
Citation 16
  • Add to Cart

Abstract:

Loading...

20.

A Quantitative Assessment of the Role of Agglomeration Economies in the Spatial Concentration of U.S. Employment

FRB of Philadelphia Working Paper No. 06-20
Number of pages: 35 Posted: 19 Nov 2006
Satyajit Chatterjee
Federal Reserve Bank of Philadelphia
Downloads 40 (355,055)
Citation 1

Abstract:

Loading...

Agglomeration economies, Employment

21.

Do Supply Restrictions Raise the Value of Urban Land? The (Neglected) Role of Production Externalities

FRB of Philadelphia Working Paper No. 13-37
Number of pages: 49 Posted: 26 Sep 2013
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 37 (355,055)

Abstract:

Loading...

Land use, density gradients, agglomeration economies, commuting costs

22.

On the Welfare Gains of Eliminating a Small Likelihood of Economic Crises: A Case for Stabilization Policies?

FRB of Philadelphia Working Paper No. 03-20
Number of pages: 37 Posted: 18 Aug 2004
Satyajit Chatterjee and Philip Dean Corbae
Federal Reserve Bank of Philadelphia and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads 36 (372,129)
Citation 2

Abstract:

Loading...

Depressions, Welfare

23.

On the Contribution of Agglomeration Economies to the Spatial Concentration of U.S. Employment

FRB of Philadelphia Working Paper No. 03-24
Number of pages: 41 Posted: 18 Aug 2004
Satyajit Chatterjee
Federal Reserve Bank of Philadelphia
Downloads 35 (372,129)
Citation 1

Abstract:

Loading...

Agglomeration economies, Business-cycle accounting, Growth accounting, Employment

A Tractable City Model for Aggregative Analysis

FRB of Philadelphia Working Paper No. 15-37
Number of pages: 55 Posted: 19 Oct 2015
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 27 (431,940)

Abstract:

Loading...

Agglomeration economies, Central business district, Rent gradient, Urban growth

A Tractable City Model for Aggregative Analysis

International Economic Review, Vol. 58, Issue 1, pp. 127-155, 2017
Number of pages: 29 Posted: 06 Feb 2017
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 1 (588,333)
  • Add to Cart

Abstract:

Loading...

25.

A Tractable Circular City Model with an Application to the Effects of Development Constraints on Land Rents

FRB of Philadelphia Working Paper No. 12-25
Number of pages: 41 Posted: 24 Oct 2012 Last Revised: 25 Sep 2013
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 23 (394,461)

Abstract:

Loading...

Land use, density gradients, agglomeration economies, commuting costs

26.

Dealing with Consumer Default: Bankruptcy vs. Garnishment

FRB of Philadelphia Working Paper No. 11-35
Number of pages: 43 Posted: 29 Aug 2011
Satyajit Chatterjee and Grey Gordon
Federal Reserve Bank of Philadelphia and Indiana University
Downloads 19 (402,497)
Citation 2

Abstract:

Loading...

Default, Bankruptcy, Garnishment, Unsecured Consumer Credit

Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal

Number of pages: 58 Posted: 06 Mar 2017
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 10 (529,640)

Abstract:

Loading...

Sovereign Debt Crises

Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal

FRB of Philadelphia Working Paper No. 17-7
Number of pages: 61 Posted: 11 Apr 2017
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 3 (567,941)

Abstract:

Loading...

Debt, Crises, Bonds, Bond Auctions

28.

Employment Deconcentration: A New Perspective on America's Postwar Urban Evolution

Journal of Regional Science, Vol. 42, pp. 445-475, 2002
Number of pages: 21 Posted: 12 May 2003
Gerald A. Carlino and Satyajit Chatterjee
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 15 (482,124)
Citation 5
  • Add to Cart

Abstract:

Loading...

29.

Insuring Student Loans Against the Financial Risk of Failing to Complete College

FRB of Philadelphia Working Paper No. 12-15
Number of pages: 30 Posted: 13 Jun 2012 Last Revised: 11 Feb 2013
Satyajit Chatterjee and Felicia Anamaria Ionescu
Federal Reserve Bank of Philadelphia and Colgate University
Downloads 12 (375,522)
Citation 1

Abstract:

Loading...

College Risk, Government Student Loans, Optimal Insurance

30.

Participation Dynamics: Sunspots and Cycles

NBER Working Paper No. w3438
Number of pages: 27 Posted: 29 Mar 2010
Satyajit Chatterjee, Russell Cooper and B. Ravikumar
Federal Reserve Bank of Philadelphia, University of Texas at Austin - Department of Economics and Federal Reserve Bank of Saint Louis
Downloads 6 (512,968)

Abstract:

Loading...

31.

Continuous Markov Equilibria with Quasi-Geometric Discounting

FRB of Philadelphia Working Paper No. 14-6
Number of pages: 48 Posted: 07 Mar 2014
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 4 (456,020)

Abstract:

Loading...

Quasi-geometric, Quasi-hyperbolic, Time consistency, Markov Perfect Equilibrium, Debt Limit, Continuous Solutions, Lotteries

32.

Endogenous Political Turnover and Fluctuations in Sovereign Default Risk

FRB of Philadelphia Working Paper No. 17-1
Number of pages: 41 Posted: 11 Jan 2017
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 0 (435,069)

Abstract:

Loading...

growth regimes, elections, sovereign default risk

33.

Incumbency Disadvantage in U.S. National Politics

FRB of Philadelphia Working Paper No. 16-36
Number of pages: 27 Posted: 08 Jan 2017
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 0 (517,928)

Abstract:

Loading...

rational partisan model, incumbency disadvantage, policy inertia, political disagreement model, partisan politics

34.

Insuring Student Loans Against the Risk of College Failure

FRB of Philadelphia Working Paper No. 10-31
Posted: 07 Oct 2010 Last Revised: 11 Feb 2013
Satyajit Chatterjee and Felicia Anamaria Ionescu
Federal Reserve Bank of Philadelphia and Colgate University

Abstract:

Loading...

College Risk, Government Student Loans, Optimal Insurance

35.

Valuation Equilibria with Transactions Costs

95-1
Posted: 22 Jul 1998
Satyajit Chatterjee and Philip Dean Corbae
Federal Reserve Bank of Philadelphia and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Abstract:

Loading...