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

36

DOWNLOADS
Rank 12,835

SSRN RANKINGS

Top 12,835

in Total Papers Downloads

3,374

CITATIONS
Rank 3,361

SSRN RANKINGS

Top 3,361

in Total Papers Citations

162

Scholarly Papers (36)

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 - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
Downloads 678 (33,783)
Citation 63

Abstract:

Loading...

Default, bankruptcy, consumer credit, precautionary savings

2.
Downloads 333 ( 81,882)
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 154 (175,641)
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 99 (247,216)
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 80 (283,397)
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 307 (89,627)

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 260 (107,239)
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 240 (116,401)
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 147 (182,290)
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 138 (191,923)

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 115 (220,888)
Citation 8

Abstract:

Loading...

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

9.
Downloads 114 (222,264)
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 89 (265,143)
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 (468,793)
Citation 9

Abstract:

Loading...

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 - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and University of Notre Dame
Downloads 98 (248,928)

Abstract:

Loading...

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

11.

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 - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
Downloads 78 (285,039)
Citation 6

Abstract:

Loading...

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

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 77 (287,139)
Citation 6

Abstract:

Loading...

Leverage, Foreclosures, Mortgage Crisis

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 39 (403,225)

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 33 (428,473)

Abstract:

Loading...

Debt Dilution, Seniority, Sovereign Default

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 69 (305,570)
Citation 7

Abstract:

Loading...

Depression, Unemployment, Welfare Cost

15.
Downloads 67 (310,461)
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 (316,731)
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 (622,780)
Citation 9
  • Add to Cart

Abstract:

Loading...

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 67 (310,461)

Abstract:

Loading...

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 32 (432,929)

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 (528,605)

Abstract:

Loading...

Debt dilution, Seniority, Sovereign default

18.

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 45 (373,956)

Abstract:

Loading...

Land use, density gradients, agglomeration economies, commuting costs

19.

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 44 (377,263)
Citation 1

Abstract:

Loading...

Agglomeration economies, Employment

20.
Downloads 43 (380,739)
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 (391,811)
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 (622,780)
Citation 16
  • Add to Cart

Abstract:

Loading...

21.

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 42 (384,332)
Citation 1

Abstract:

Loading...

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

22.

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 39 (394,987)
Citation 1

Abstract:

Loading...

College Risk, Government Student Loans, Optimal Insurance

23.

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 39 (394,987)
Citation 2

Abstract:

Loading...

Depressions, Welfare

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 36 (406,641)

Abstract:

Loading...

growth regimes, elections, sovereign default risk

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 34 (414,527)

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 34 (414,527)
Citation 2

Abstract:

Loading...

Default, Bankruptcy, Garnishment, Unsecured Consumer Credit

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 30 (442,261)

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 (622,780)
  • Add to Cart

Abstract:

Loading...

28.

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 24 (460,592)

Abstract:

Loading...

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

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 - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and University of Notre Dame
Downloads 12 (547,095)

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 - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and University of Notre Dame
Downloads 5 (588,481)

Abstract:

Loading...

Debt, Crises, Bonds, Bond Auctions

30.

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 (509,028)
Citation 5
  • Add to Cart

Abstract:

Loading...

31.

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 11 (531,031)

Abstract:

Loading...

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

32.

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 9 (541,672)

Abstract:

Loading...

33.

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 4 (568,051)

Abstract:

Loading...

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

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.

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

36.

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...