Author Page for Satyajit Chatterjee

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

Satyajit Chatterjee, Philip Dean Corbae, Makoto Nakajima and José-Victor Rios-Rull

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 814 (66,183)

Citation 154

Abstract:

2.

Maturity, Indebtedness, and Default Risk

Downloads 553 (108,810)

Citation 81

3

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 276 (237,991)

Citation 3

Abstract:

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 144 (438,481)

Citation 7

Abstract:

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 133 (468,366)

Citation 71

Abstract:

3.

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 364 (178,149)

Citation 1

Abstract:

4.

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 353 (184,195)

Abstract:

5.

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 321 (204,238)

Citation 58

Abstract:

6.

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

Downloads 242 (273,593)

Citation 68

3

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 109 (547,982)

Citation 6

Abstract:

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 99 (588,944)

Abstract:

Self-Fulfilling Debt Crises, Revisited

NBER Working Paper No. w23312

Number of pages: 53 Posted: 10 Apr 2017 Last Revised: 13 Mar 2023

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 34 (1,025,027)

Citation 62

Abstract:

7.

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

Number of pages: 34 Posted: 27 Jun 1998

Satyajit Chatterjee, B. Ravikumar and B. Ravikumar

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Saint LouisFederal Reserve Bank of St. Louis

Downloads 218 (302,851)

Citation 1

Abstract:

8.

Quantitative Models of Sovereign Debt Crises

Downloads 211 (312,406)

Citation 59

2

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 178 (364,709)

Citation 3

Abstract:

Quantitative Models of Sovereign Debt Crises

NBER Working Paper No. w22125

Number of pages: 68 Posted: 04 Apr 2016 Last Revised: 16 Jun 2023

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 33 (1,036,109)

Citation 56

Abstract:

9.

A Seniority Arrangement for Sovereign Debt

Downloads 211 (312,406)

Citation 18

2

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 140 (448,728)

Citation 18

Abstract:

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 71 (723,067)

Abstract:

10.

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 201 (328,505)

Abstract:

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 196 (334,696)

Citation 14

Abstract:

12.

Debt Dilution and Seniority in a Model of Defaultable Sovereign Debt

Downloads 181 (359,992)

Citation 6

2

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 101 (580,741)

Citation 1

Abstract:

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 80 (674,423)

Citation 5

Abstract:

13.

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 178 (365,428)

Abstract:

14.

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 169 (382,662)

Citation 2

Abstract:

15.

A Quantitative Theory of the Credit Score

Downloads 158 (405,529)

Citation 5

3

A Quantitative Theory of the Credit Score

FRB of Philadelphia Working Paper No. 20-39

Number of pages: 70 Posted: 02 Oct 2020

Satyajit Chatterjee, Dean Corbae, Kyle Dempsey and Jose-Victor Rios-Rull

Federal Reserve Bank of Philadelphia, University of Wisconsin-Madison, Ohio State University and University of Minnesota - Twin Cities

Downloads 69 (734,861)

Citation 1

Abstract:

A Quantitative Theory of the Credit Score

PIER Working Paper No. 20-030

Number of pages: 70 Posted: 17 Aug 2020

Satyajit Chatterjee, Dean Corbae, Kyle Dempsey and José-Victor Rios-Rull

Federal Reserve Bank of Philadelphia, University of Wisconsin-Madison, Ohio State University and University of Pennsylvania - Department of Economics

Downloads 60 (792,991)

Citation 1

Abstract:

A Quantitative Theory of the Credit Score

NBER Working Paper No. w27671

Number of pages: 70 Posted: 17 Aug 2020 Last Revised: 09 Feb 2023

Satyajit Chatterjee, Dean Corbae, Kyle Dempsey and José-Víctor Ríos-Rull

Federal Reserve Bank of Philadelphia, University of Wisconsin-Madison, Ohio State University and University of Pennsylvania

Downloads 29 (1,082,652)

Citation 3

Abstract:

16.

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 152 (418,991)

Abstract:

17.

Spin-Offs and the Market for Ideas

Downloads 152 (418,991)

Citation 2

2

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 University of Chicago - Department of Economics

Downloads 111 (540,553)

Abstract:

Spin-Offs and the Market for Ideas

NBER Working Paper No. w13198

Number of pages: 38 Posted: 03 Jul 2007 Last Revised: 25 Jul 2022

Satyajit Chatterjee and Esteban Rossi-Hansberg

Federal Reserve Bank of Philadelphia and University of Chicago - Department of Economics

Downloads 41 (951,721)

Citation 2

Abstract:

18.

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 150 (423,526)

Citation 18

Abstract:

19.

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 136 (458,412)

Citation 15

Abstract:

20.

A Tractable City Model for Aggregative Analysis

FRB of Philadelphia Working Paper No. 15-37

Number of pages: 55 Posted: 19 Oct 2015 Last Revised: 22 Oct 2015

Satyajit Chatterjee and Burcu Eyigungor

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

Downloads 129 (478,393)

Abstract:

21.

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 116 (519,323)

Abstract:

22.

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 102 (571,449)

Abstract:

23.

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 95 (599,232)

Citation 27

Abstract:

24.

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 Federal Reserve Banks - Federal Reserve Bank of Richmond

Downloads 92 (611,509)

Citation 12

Abstract:

25.

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 89 (624,259)

Citation 8

Abstract:

26.

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 86 (637,606)

Citation 2

Abstract:

27.

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 University of Chicago - Department of Economics

Downloads 85 (642,097)

Citation 1

Abstract:

28.

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 83 (651,274)

Abstract:

29.

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 75 (690,400)

Citation 2

Abstract:

30.

Entry and Exit, Product Variety and the Business Cycle

NBER Working Paper No. w4562

Number of pages: 45 Posted: 18 Aug 2000 Last Revised: 21 Dec 2022

Satyajit Chatterjee and Russell Cooper

Federal Reserve Bank of Philadelphia and University of Texas at Austin - Department of Economics

Downloads 75 (690,400)

Citation 1

Abstract:

31.

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 74 (695,623)

Citation 1

Abstract:

32.

The Firm Size and Leverage Relationship and its Implications for Entry and Business Concentration

FRB of Philadelphia Working Paper No. 20-29

Number of pages: 35 Posted: 14 May 2021

Satyajit Chatterjee and Burcu Eyigungor

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

Downloads 70 (717,435)

Citation 1

Abstract:

33.

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 66 (740,600)

Citation 4

Abstract:

34.

The Changing Polarization of Party Ideologies: The Role of Sorting

Downloads 62 (765,256)

3

The Changing Polarization of Party Ideologies: The Role of Sorting

FRB of Philadelphia Working Paper No. 23-7

Number of pages: 33 Posted: 19 May 2023

Satyajit Chatterjee and Burcu Eyigungor

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

Downloads 38 (982,179)

Abstract:

The Changing Polarization of Party Ideologies: The Role of Sorting

FRB of Philadelphia Working Paper No. 24-4

Number of pages: 29 Posted: 22 Feb 2024

Satyajit Chatterjee and Burcu Eyigungor

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

Downloads 13 (1,292,234)

Abstract:

The Changing Polarization of Party Ideologies: The Role of Sorting

Number of pages: 28 Posted: 03 May 2024

Satyajit Chatterjee and Burcu Eyigungor

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

Downloads 11 (1,316,492)

Abstract:

35.

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 60 (778,247)

Abstract:

36.

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 60 (778,247)

Abstract:

37.

Self-Fulﬁlling Debt Crises, Revisited

Number of pages: 53 Posted: 21 Jan 2020 Last Revised: 31 Dec 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 57 (798,545)

Citation 10

Abstract:

38.

The Firm Size-Leverage Relationship and its Implications for Entry and Business Concentration

FRB of Philadelphia Working Paper No. 22-7

Number of pages: 56 Posted: 22 Mar 2022

Satyajit Chatterjee and Burcu Eyigungor

Federal Reserve Bank of Philadelphia and Federal Reserve Bank of Philadelphia

Downloads 55 (812,841)

Citation 1

Abstract:

39.

Self-Fulfilling Debt Crises, Revisited

FRB of Philadelphia Working Paper No. 20-3

Number of pages: 46 Posted: 29 Apr 2020 Last Revised: 30 Jun 2022

Mark Aguiar, Satyajit Chatterjee, Harold L. Cole and Zachary Stangebye

Princeton University, Federal Reserve Bank of Philadelphia, University of Pennsylvania and University of Notre Dame

Downloads 49 (858,921)

Citation 6

Abstract:

40.

Participation Dynamics: Sunspots and Cycles

NBER Working Paper No. w3438

Number of pages: 27 Posted: 29 Mar 2010 Last Revised: 29 Nov 2022

Satyajit Chatterjee, Russell Cooper, B. Ravikumar and B. Ravikumar

Federal Reserve Bank of Philadelphia, University of Texas at Austin - Department of Economics and Federal Reserve Bank of Saint LouisFederal Reserve Bank of St. Louis

Downloads 38 (958,051)

Abstract:

41.

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 33 (1,009,245)

Abstract:

42.

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:

43.

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:

44.

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

Satyajit Chatterjee

Federal Reserve Bank of Philadelphia

Vice President & Economist

44

Top 16,173

6,611

Top 951

578

Scholarly Papers (44)

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract:

Abstract: