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

41

DOWNLOADS
Rank 13,764

SSRN RANKINGS

Top 13,764

in Total Papers Downloads

3,738

SSRN CITATIONS
Rank 1,225

SSRN RANKINGS

Top 1,225

in Total Papers Citations

405

CROSSREF CITATIONS

475

Scholarly Papers (41)

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 702 (38,445)
Citation 140

Abstract:

Loading...

Default, bankruptcy, consumer credit, precautionary savings

2.
Downloads 359 ( 88,698)
Citation 52

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 158 (200,478)
Citation 4

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 106 (273,610)
Citation 7

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 95 (294,860)
Citation 46

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 317 (102,044)
Citation 1

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 277 (117,889)
Citation 42

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 258 (127,110)
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 156 (202,369)

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 141 (219,830)

Abstract:

Loading...

8.

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 125 (241,433)
Citation 16

Abstract:

Loading...

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

9.
Downloads 112 (247,439)
Citation 25

Quantitative Models of Sovereign Debt Crises

Number of pages: 67 Posted: 15 Mar 2016 Last Revised: 18 Mar 2016
Mark Aguiar, Satyajit Chatterjee, Harold L. Cole and Zachary Stangebye
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 112 (262,970)
Citation 2

Abstract:

Loading...

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

10.
Downloads 120 (248,982)
Citation 7

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 91 (303,083)

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 29 (516,814)
Citation 1

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 50 (420,782)
Citation 1

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 41 (457,375)
Citation 4

Abstract:

Loading...

Debt Dilution, Seniority, Sovereign Default

12.

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 88 (307,125)

Abstract:

Loading...

Leverage, Foreclosures, Mortgage Crisis

13.

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 86 (311,467)
Citation 11

Abstract:

Loading...

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

14.

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 72 (345,711)
Citation 2

Abstract:

Loading...

Depression, Unemployment, Welfare Cost

15.

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 70 (351,178)

Abstract:

Loading...

16.
Downloads 69 (353,885)
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 68 (361,051)
Citation 1

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 (725,647)
  • Add to Cart

Abstract:

Loading...

17.
Downloads 62 (374,188)
Citation 8

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 40 (461,932)

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 22 (561,280)
Citation 9

Abstract:

Loading...

Debt dilution, Seniority, Sovereign default

18.

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 51 (410,040)
Citation 9

Abstract:

Loading...

College Risk, Government Student Loans, Optimal Insurance

19.

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 50 (413,643)
Citation 2

Abstract:

Loading...

Land use, density gradients, agglomeration economies, commuting costs

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 47 (424,631)
Citation 3

Abstract:

Loading...

Agglomeration economies, Employment

21.
Downloads 46 (428,385)
Citation 13

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 45 (440,450)
Citation 1

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 (725,647)
Citation 2
  • Add to Cart

Abstract:

Loading...

22.

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 45 (432,191)
Citation 11

Abstract:

Loading...

Default, Bankruptcy, Garnishment, Unsecured Consumer Credit

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 45 (432,191)

Abstract:

Loading...

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

24.

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 42 (444,006)
Citation 1

Abstract:

Loading...

growth regimes, elections, sovereign default risk

25.

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 42 (444,006)

Abstract:

Loading...

Depressions, Welfare

26.

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 41 (448,069)
Citation 1

Abstract:

Loading...

Land use, density gradients, agglomeration economies, commuting costs

27.

The Firm Size and Leverage Relationship and its Implications for Entry and Concentration in a Low Interest Rate World

FRB of Philadelphia Working Paper No. 19-18
Number of pages: 37 Posted: 14 Mar 2019 Last Revised: 29 Apr 2020
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 39 (456,502)

Abstract:

Loading...

Startup rates, leverage, firm dynamics

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

Number of pages: 58 Posted: 06 Mar 2017
Mark Aguiar, Satyajit Chatterjee, Harold L. Cole and Zachary Stangebye
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 19 (581,935)
Citation 5

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
Mark Aguiar, Satyajit Chatterjee, Harold L. Cole and Zachary Stangebye
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 12 (632,077)

Abstract:

Loading...

Debt, Crises, Bonds, Bond Auctions

29.
Downloads 36 (469,377)
Citation 3

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 35 (484,999)

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 (725,647)
  • Add to Cart

Abstract:

Loading...

30.

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 30 (497,825)
Citation 5

Abstract:

Loading...

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

31.

Incumbency Disadvantage in U.S. National Politics: The Role of Policy Inertia and Prospective Voting

FRB of Philadelphia Working Paper No. 17-43
Number of pages: 52 Posted: 01 Feb 2018
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 15 (587,516)

Abstract:

Loading...

rational partisan model, incumbency disadvantage, policy inertia, prospective voting, median voter

32.

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 (587,516)
  • Add to Cart

Abstract:

Loading...

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 14 (594,144)

Abstract:

Loading...

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

34.

Policy Inertia, Election Uncertainty and Incumbency Disadvantage of Political Parties

FRB of Philadelphia Working Paper No. 19-40
Number of pages: 57 Posted: 25 Oct 2019
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 13 (600,718)

Abstract:

Loading...

rational partisan model, policy inertia, incumbency disadvantage, election uncertainty, prospective voting

35.

Self-Fulfilling Debt Crises, Revisited

Number of pages: 50 Posted: 21 Jan 2020
Mark Aguiar, Satyajit Chatterjee, Harold L. Cole and Zachary Stangebye
Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania - Department of Economics and University of Notre Dame
Downloads 12 (607,650)
Citation 7

Abstract:

Loading...

self-fulfilling debt crises, rollover crises

36.

Participation Dynamics: Sunspots and Cycles

NBER Working Paper No. w3438
Number of pages: 27 Posted: 29 Mar 2010 Last Revised: 30 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 11 (614,405)

Abstract:

Loading...

37.

Incumbency Disadvantage of Political Parties: The Role of Policy Inertia and Prospective Voting

FRB of Philadelphia Working Paper No. 19-7
Number of pages: 64 Posted: 28 Jan 2019 Last Revised: 21 Feb 2019
Satyajit Chatterjee and Burcu Eyigungor
Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia
Downloads 5 (655,628)

Abstract:

Loading...

rational partisan model, incumbency disadvantage, policy inertia, prospective voting, median voter

38.

Self-Fulfilling Debt Crises, Revisited

FRB of Philadelphia Working Paper No. 20-03
Number of pages: 50 Posted: 29 Apr 2020
Mark Aguiar, Satyajit Chatterjee, Harold L. Cole and Zachary Stangebye
Princeton University, Federal Reserve Bank of Philadelphia, affiliation not provided to SSRN and University of Notre Dame
Downloads 3 (670,544)

Abstract:

Loading...

rollover crises, self-fulfilling debt crises

39.

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

40.

Urban Density and the Rate of Invention

FRB of Philadelphia Working Paper No. 06-41
Posted: 29 Aug 2006
Gerald A. Carlino, Satyajit Chatterjee and Robert M. Hunt
Federal Reserve Bank of Philadelphia, Federal Reserve Bank of Philadelphia and Consumer Finance Institute, Federal Reserve Bank of Philadelphia

Abstract:

Loading...

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

41.

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...