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Nicholas S. Souleles

University of Pennsylvania - Finance Department

Professor

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

http://finance.wharton.upenn.edu/~souleles

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • University of Pennsylvania - Finance Department

    • Email
    • Tel: 215-898-9466
    • Fax: 215-898-6200
SCHOLARLY PAPERS

20

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CITATIONS
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648

Scholarly Papers (20)

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1.

Special Purpose Vehicles and Securitization

Downloads 6,400 ( 724)
Citation 69

Special Purpose Vehicles and Securitization

FRB Philadelphia Working Paper No. 05-21
Number of pages: 63 Posted: 04 May 2005 Last Revised: 13 Dec 2011
Gary B. Gorton and Nicholas S. Souleles
Yale School of Management and University of Pennsylvania - Finance Department
Downloads 6,136 (770)
Citation 69

Abstract:

Securitization, Special Purpose Vehicles, Bankruptcy, Consumer Credit, Credit Cards

Special Purpose Vehicles and Securitization

NBER Working Paper No. w11190
Number of pages: 64 Posted: 08 Apr 2005
Gary B. Gorton and Nicholas S. Souleles
Yale School of Management and University of Pennsylvania - Finance Department
Downloads 264 (95,164)
Citation 69

Abstract:

2.

Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data

Downloads 1,396 ( 10,199)
Citation 117

Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data

Wharton FIC Working Paper No. 00-04
Number of pages: 53 Posted: 26 Apr 2000
David B. Gross and Nicholas S. Souleles
Compass Lexecon and University of Pennsylvania - Finance Department
Downloads 1,307 (11,132)
Citation 118

Abstract:

permanent-income hypothesis, liquidity constraints, precautionary saving; marginal propensity to consume, interest-rate elasticity; credit supply, consumer credit, credit cards.

Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data

NBER Working Paper No. w8314
Number of pages: 53 Posted: 31 May 2001
David B. Gross and Nicholas S. Souleles
Compass Lexecon and University of Pennsylvania - Finance Department
Downloads 89 (242,612)
Citation 118

Abstract:

Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data

Forthcoming, Quarterly Journal of Economics
Posted: 19 Aug 2001
David B. Gross and Nicholas S. Souleles
Compass Lexecon and University of Pennsylvania - Finance Department

Abstract:

permanent-income hypothesis, liquidity constraints, precautionary saving; marginal propensity to consume, interest-rate elasticity; credit supply, consumer credit, credit cards.

3.

Household Expenditure and the Income Tax Rebates of 2001

Downloads 1,071 ( 15,559)
Citation 71

Household Expenditure and the Income Tax Rebates of 2001

Number of pages: 38 Posted: 03 Jan 2005 Last Revised: 13 Dec 2011
David Johnson, Jonathan A. Parker and Nicholas S. Souleles
Bureau of Labor Statistics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Pennsylvania - Finance Department
Downloads 1,019 (16,403)
Citation 71

Abstract:

Consumption, saving, Life-Cycle model, Permanent-Income Hypothesis, liquidity constraints; fiscal policy, tax cuts, tax rebates, windfalls

Household Expenditure and the Income Tax Rebates of 2001

NBER Working Paper No. w10784
Number of pages: 38 Posted: 20 Sep 2004
David Johnson, Jonathan A. Parker and Nicholas S. Souleles
Bureau of Labor Statistics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Pennsylvania - Finance Department
Downloads 52 (328,014)
Citation 71

Abstract:

4.

Do Consumers Choose the Right Credit Contracts?

Downloads 1,070 ( 15,581)
Citation 36

Do Consumers Choose the Right Credit Contracts?

Number of pages: 26 Posted: 13 Nov 2005 Last Revised: 18 Mar 2015
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 663 (30,735)
Citation 36

Abstract:

consumption, borrowing, debt, balance sheets, consumer credit, credit cards, banking

Do Consumers Choose the Right Credit Contracts?

Number of pages: 26 Posted: 05 Dec 2006 Last Revised: 18 Mar 2015
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 310 (79,471)
Citation 36

Abstract:

consumption, borrowing, debt, balance sheets, consumer credit, credit cards, banking

Do Consumers Choose the Right Credit Contracts?

The Review of Corporate Finance Studies, Forthcoming
Number of pages: 31 Posted: 11 Aug 2014 Last Revised: 19 Mar 2015
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 97 (229,130)
Citation 34

Abstract:

consumption, borrowing, debt, balance sheets, consumer credit, credit cards, banking

5.

An Empirical Analysis of Personal Bankruptcy and Delinquency

Downloads 781 ( 24,811)
Citation 89

An Empirical Analysis of Personal Bankruptcy and Delinquency

Wharton FIC Working Paper No. 98-28-B
Number of pages: 45 Posted: 11 Apr 2000 Last Revised: 13 Dec 2011
David B. Gross and Nicholas S. Souleles
Compass Lexecon and University of Pennsylvania - Finance Department
Downloads 717 (27,574)
Citation 89

Abstract:

Personal bankruptcy, Forecasting default, Credit risk management, Consumer credit, Credit cards

An Empirical Analysis of Personal Bankruptcy and Delinquency

NBER Working Paper No. w8409
Number of pages: 46 Posted: 06 Aug 2001
David B. Gross and Nicholas S. Souleles
Compass Lexecon and University of Pennsylvania - Finance Department
Downloads 64 (295,352)
Citation 89

Abstract:

An Empirical Analysis of Personal Bankruptcy and Delinquency

Review of Financial Studies, Forthcoming
Posted: 06 Nov 2001
David B. Gross and Nicholas S. Souleles
Compass Lexecon and University of Pennsylvania - Finance Department

Abstract:

Personal bankruptcy; Forecasting default; Credit risk management; Consumer credit; Credit cards

6.

The Reaction of Consumer Spending and Debt to Tax Rebates - Evidence from Consumer Credit Data

Downloads 623 ( 33,953)
Citation 32

The Reaction of Consumer Spending and Debt to Tax Rebates - Evidence from Consumer Credit Data

Number of pages: 45 Posted: 12 Dec 2007 Last Revised: 13 Dec 2011
Sumit Agarwal, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 595 (35,521)
Citation 32

Abstract:

consumption, saving, Life-Cycle model, Permanent-Income Hypothesis, liquidity constraints, fiscal policy, tax cuts, tax rebates, windfalls, credit cards, consumer credit, consumer balance sheets, household finance

The Reaction of Consumer Spending and Debt to Tax Rebates -- Evidence from Consumer Credit Data

NBER Working Paper No. w13694
Number of pages: 46 Posted: 21 Dec 2007
Sumit Agarwal, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 28 (417,503)
Citation 32

Abstract:

7.

Benefits of Relationship Banking: Evidence from Consumer Credit Markets

Downloads 520 ( 43,013)
Citation 8

Benefits of Relationship Banking: Evidence from Consumer Credit Markets

Number of pages: 39 Posted: 31 Jul 2009 Last Revised: 13 Dec 2011
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 372 (64,278)
Citation 8

Abstract:

Relationship Banking, Credit Cards, Consumer Credit, Deposits, Investments, Household Finance

Benefits of Relationship Banking: Evidence from Consumer Credit Markets

FRB of Chicago Working Paper No. 2010-05
Number of pages: 45 Posted: 24 Jul 2010
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 138 (175,594)
Citation 8

Abstract:

Relationship Banking; Credit Cards, Consumer Credit, Deposits, Investments

Benefits of Relationship Banking: Evidence from Consumer Credit Markets

Number of pages: 27 Posted: 19 Mar 2009
Sumit Agarwal, Souphala Chomsisengphet, Chunlin Liu and Nicholas S. Souleles
Georgetown University - Department of Finance, Office of the Comptroller of the Currency (OCC), University of Nevada, Reno - College of Business and University of Pennsylvania - Finance Department
Downloads 10 (519,631)
Citation 8

Abstract:

8.

A Portfolio View of Consumer Credit

Downloads 500 ( 45,175)
Citation 11

A Portfolio View of Consumer Credit

FRB of Philadelphia Working Paper No. 05-25
Number of pages: 42 Posted: 28 Oct 2005 Last Revised: 11 Dec 2011
David K. Musto and Nicholas S. Souleles
University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 472 (48,012)
Citation 11

Abstract:

credit supply, consumer credit; default risk, credit scores, loan portfolio analysis

A Portfolio View of Consumer Credit

NBER Working Paper No. w11735
Number of pages: 43 Posted: 27 Jan 2006 Last Revised: 27 Jul 2010
David K. Musto and Nicholas S. Souleles
University of Pennsylvania - Finance Department and University of Pennsylvania - Finance Department
Downloads 28 (417,503)
Citation 11

Abstract:

9.

What 'Triggers' Mortgage Default?

FRB of Philadelphia Working Paper No. 10-13
Number of pages: 15 Posted: 29 Apr 2010 Last Revised: 13 Dec 2011
Ronel Elul, Nicholas S. Souleles, Souphala Chomsisengphet, Dennis Glennon and Robert M. Hunt
Federal Reserve Bank of Philadelphia, University of Pennsylvania - Finance Department, Office of the Comptroller of the Currency (OCC), Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Federal Reserve Bank of Philadelphia
Downloads 430 (34,753)
Citation 17

Abstract:

Mortgages, Mortgage Default, Negative Equity, Illiquidity, Double Trigger, Consumer Credit, Household Finance

10.

Owner-Occupied Housing as a Hedge Against Rent Risk

Downloads 430 ( 54,480)
Citation 132

Owner-Occupied Housing as a Hedge Against Rent Risk

University of Pennsylvania, Rodney L. White Center for Financial Research Working Paper No. 01-03, FRB Philadelphia Working Paper No. 05-10
Number of pages: 34 Posted: 05 Apr 2003
Todd M. Sinai and Nicholas S. Souleles
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Downloads 392 (60,452)
Citation 133

Abstract:

rent risk, house price risk, housing tenure choice, house prices, household risk management, aging and housing wealth

Owner-Occupied Housing as a Hedge Against Rent Risk

NBER Working Paper No. w9462
Number of pages: 45 Posted: 31 Jan 2003
Todd M. Sinai and Nicholas S. Souleles
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Downloads 38 (374,798)
Citation 133

Abstract:

11.

Net Worth and Housing Equity in Retirement

Downloads 230 (110,349)
Citation 5

Net Worth and Housing Equity in Retirement

FRB of Philadelphia Working Paper No. 07-33
Number of pages: 42 Posted: 12 Dec 2007
Todd M. Sinai and Nicholas S. Souleles
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Downloads 202 (124,922)
Citation 5

Abstract:

Net Worth and Housing Equity in Retirement

NBER Working Paper No. w13693
Number of pages: 42 Posted: 21 Dec 2007
Todd M. Sinai and Nicholas S. Souleles
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Downloads 28 (417,503)
Citation 5

Abstract:

12.

Household Securities Purchases, Transactions Costs, and Hedging Motives

Rodney L. White Center for Financial Research Working Paper No. 24-99
Number of pages: 51 Posted: 04 Feb 2000
Nicholas S. Souleles
University of Pennsylvania - Finance Department
Downloads 146 (164,517)
Citation 7

Abstract:

13.

Consumer Sentiment: Its Rationality and Usefulness in Forecasting Expenditure - Evidence from the Michigan Micro Data

NBER Working Paper No. w8410
Number of pages: 51 Posted: 06 Aug 2001
Nicholas S. Souleles
University of Pennsylvania - Finance Department
Downloads 72 (263,271)
Citation 12

Abstract:

14.

Physician Income Expectations and Specialty Choice

NBER Working Paper No. W8536
Number of pages: 38 Posted: 11 Oct 2001
Sean Nicholson and Nicholas S. Souleles
Cornell University - Department of Policy Analysis & Management (PAM) and University of Pennsylvania - Finance Department
Downloads 55 (301,443)
Citation 9

Abstract:

15.

Can Owning a Home Hedge the Risk of Moving?

Downloads 51 (325,909)
Citation 4

Can Owning a Home Hedge the Risk of Moving?

Number of pages: 45 Posted: 01 Nov 2009
Todd M. Sinai and Nicholas S. Souleles
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Downloads 34 (390,681)
Citation 4

Abstract:

housing demand, house price risk, mobility, tenure choice

Can Owning a Home Hedge the Risk of Moving?

NBER Working Paper No. w15462
Number of pages: 45 Posted: 03 Nov 2009
Todd M. Sinai and Nicholas S. Souleles
University of Pennsylvania - The Wharton School and University of Pennsylvania - Finance Department
Downloads 17 (479,264)
Citation 4

Abstract:

16.

Physician Income Prediction Errors: Sources and Implications for Behavior

NBER Working Paper No. W8907
Number of pages: 47 Posted: 25 Apr 2002
Sean Nicholson and Nicholas S. Souleles
Cornell University - Department of Policy Analysis & Management (PAM) and University of Pennsylvania - Finance Department
Downloads 34 (367,083)
Citation 1

Abstract:

17.

Consumer Spending and the Economic Stimulus Payments of 2008

NBER Working Paper No. w16684
Number of pages: 48 Posted: 18 Jan 2011
Jonathan A. Parker, Nicholas S. Souleles, David S. Johnson and Robert McClelland
Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Pennsylvania - Finance Department, Government of the United States of America - Bureau of the Census and Bureau of Labor Statistics
Downloads 22 (397,823)
Citation 22

Abstract:

18.

Reported Preference vs. Revealed Preference: Evidence from the Propensity to Spend Tax Rebates

Number of pages: 43 Posted: 14 Jul 2017
Jonathan A. Parker and Nicholas S. Souleles
Massachusetts Institute of Technology (MIT) - Sloan School of Management and University of Pennsylvania - Finance Department
Downloads 0 (482,828)

Abstract:

Revealed preference, survey methods, treatment effects, consumption, marginal propensity to consume, fiscal policy

19.

Consumer Response to the Reagan Tax Cuts

Journal of Public Economics, Forthcoming
Posted: 27 Apr 2001
Nicholas S. Souleles
University of Pennsylvania - Finance Department

Abstract:

Life-Cycle Model, Permanent-Income Hypothesis, Excess sensitivity; Fiscal Policy, Tax cuts

20.

Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources

Rodney L. White Center Working Paper No. 10-97
Posted: 20 Jul 1998
Tullio Jappelli, Jörn-Steffen Pischke and Nicholas S. Souleles
University of Naples Federico II - Department of Economics, London School of Economics and University of Pennsylvania - Finance Department

Abstract:

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