Daniel Greenwald

Massachusetts Institute of Technology (MIT) - Sloan School of Management

Assistant Professor of Finance

77 Massachusetts Ave. E62-663

Cambridge, MA 02142

United States

  • Massachusetts Institute of Technology (MIT) - Sloan School of Management

SCHOLARLY PAPERS

6

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Scholarly Papers (6)

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1.

The Mortgage Credit Channel of Macroeconomic Transmission

MIT Sloan Research Paper No. 5184-16
Number of pages: 85 Posted: 21 Feb 2016 Last Revised: 19 Jan 2018
Daniel Greenwald
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 537 (50,203)
Citation 27

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mortgages, macroeconomics, housing, monetary policy, macroprudential policy, real estate, payment to income, loan to value, refinancing, prepayment

2.

Financial Fragility with SAM?

MIT Sloan Research Paper No. 5261-17
Number of pages: 63 Posted: 15 Nov 2017 Last Revised: 06 Aug 2018
Daniel Greenwald, Tim Landvoigt and Stijn Van Nieuwerburgh
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - The Wharton School and Columbia University Graduate School of Business
Downloads 255 (118,977)
Citation 8

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mortgage design, financial intermediation, housing policy

3.

Origins of Stock Market Fluctuations

NBER Working Paper No. w19818
Number of pages: 64 Posted: 17 Jan 2014
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 77 (310,133)
Citation 1

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4.

How the Wealth Was Won: Factors Shares as Market Fundamentals

NBER Working Paper No. w25769
Number of pages: 56 Posted: 22 Apr 2019
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 52 (379,310)
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5.

Rare Shocks, Great Recessions

FRB of New York Staff Report No. 585
Number of pages: 52 Posted: 18 Dec 2012
Vasco Cúrdia, Marco Del Negro and Daniel Greenwald
Federal Reserve Bank of San Francisco, Federal Reserve Bank of New York and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 34 (446,366)
Citation 11

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Bayesian Analysis of DSGE Models, Fat tails, stochastic volatility, Great Recession

6.

Origins of Stock Market Fluctuations

CEPR Discussion Paper No. DP10336
Number of pages: 65 Posted: 23 Jan 2015
Daniel Greenwald, Martin Lettau and Sydney C. Ludvigson
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of California - Haas School of Business and New York University - Department of Economics
Downloads 1 (648,128)
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labor income, stock market wealth, stock prices