Kurt F. Lewis

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

http://kurtflewis.com

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

10

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465

SSRN CITATIONS
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10

CROSSREF CITATIONS

7

Scholarly Papers (10)

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1.

Distress in the Financial Sector and Economic Activity

FEDS Working Paper No. 2008-43
Number of pages: 24 Posted: 04 Nov 2010
Mark A. Carlson, Thomas B. King and Kurt F. Lewis
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 119 (272,099)
Citation 5

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Bank Distress, Economic Activity, Financial Intermediation

2.

Measuring the Natural Rate of Interest: A Note on Transitory Shocks

FEDS Working Paper No. 2017-059
Number of pages: 33 Posted: 05 Jun 2017 Last Revised: 29 Apr 2020
Kurt F. Lewis and Francisco Vazquez-Grande
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 82 (347,693)
Citation 3

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Kalman filter, Monetary policy, Natural rate of interest, Pileup, Trend growth

3.

What Drives Bank Funding Spreads?

FRB of Chicago Working Paper No. 2014-23
Number of pages: 37 Posted: 19 Dec 2014
Thomas B. King and Kurt F. Lewis
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 68 (386,299)
Citation 1

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LIBOR, Liquidity, Credit Risk, Misreporting

4.

Using Policy Intervention to Identify Financial Stress

FEDS Working Paper No. 2012-02
Number of pages: 24 Posted: 25 Jan 2012
Mark A. Carlson, Kurt F. Lewis and William R. Nelson
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 64 (398,728)
Citation 4

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Financial stress, financial markets, financial institutions

5.

Asset Mispricing

Downloads 60 (411,747)
Citation 1

Asset Mispricing

NBER Working Paper No. w23231
Number of pages: 51 Posted: 19 Mar 2017
Kurt F. Lewis, Francis A. Longstaff and Lubomir Petrasek
Board of Governors of the Federal Reserve System, University of California, Los Angeles (UCLA) - Finance Area and Board of Governors of the Federal Reserve System
Downloads 52 (447,534)
Citation 1

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Asset Mispricing

Number of pages: 60 Posted: 02 Jun 2017
Kurt F. Lewis, Francis A. Longstaff and Lubomir Petrasek
Board of Governors of the Federal Reserve System, University of California, Los Angeles (UCLA) - Finance Area and Board of Governors of the Federal Reserve System
Downloads 8 (714,260)

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Asset Pricing, Corporate Bonds

6.

Credit Risk, Liquidity and Lies

FEDS Working Paper No. 2015-112
Number of pages: 43 Posted: 22 Dec 2015
Thomas B. King and Kurt F. Lewis
Federal Reserve Bank of Chicago and Board of Governors of the Federal Reserve System
Downloads 50 (447,670)
Citation 1

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Bank Funding, Credit Risk, LIBOR, Liquidity, Misreporting

7.

Corporate Bond Illiquidity: Evidence from Government Guarantees

Number of pages: 39 Posted: 06 Aug 2020
Kurt F. Lewis and Lubomir Petrasek
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 19 (607,636)

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Liquidity, Credit Risk, Corporate Bonds, Government Guarantees

8.

Empirical Bayesian Density Forecasting in Iowa and Shrinkage for the Monte Carlo Era

Bundesbank Series 1 Discussion Paper No. 2006,28
Number of pages: 56 Posted: 08 Jun 2016
Kurt F. Lewis and Charles H. Whiteman
Board of Governors of the Federal Reserve System and Pennsylvania State University - Smeal College of Business
Downloads 3 (723,199)
Citation 1

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9.

Updating the Recession Risk and the Excess Bond Premium

FEDS Notes No. 2016-10-06 https://doi.org/10.17016/2380-7172.1836
Posted: 22 Oct 2016
Egon Zakrajsek, Kurt F. Lewis and Giovanni Favara
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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10.

Recession Risk and the Excess Bond Premium

FEDS Notes No. 2016-04-08 https://doi.org/10.17016/2380-7172.1739
Posted: 17 Mar 2016
Giovanni Favara, Simon Gilchrist, Kurt F. Lewis and Egon Zakrajsek
Board of Governors of the Federal Reserve System, Boston University - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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