Douglas A. McManus

Retired

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 43,867

SSRN RANKINGS

Top 43,867

in Total Papers Downloads

2,359

TOTAL CITATIONS

6

Scholarly Papers (21)

1.

Geographic and Temporal Variation in Housing Filtering Rates

Number of pages: 77 Posted: 26 Feb 2020 Last Revised: 17 Nov 2021
Liyi Liu, Douglas A. McManus and Elias Yannopoulos
Federal Home Loan Mortgage Corporation (FHLMC), Retired and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 1,157 (38,613)
Citation 1

Abstract:

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filtering, affordable housing, repeat income model

2.

Residential Mortgage Credit Derivatives

Number of pages: 33 Posted: 14 Oct 2008
Jefferson Duarte and Douglas A. McManus
Rice University - Jesse H. Jones Graduate School of Business and Retired
Downloads 315 (198,311)
Citation 1

Abstract:

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Credit risk, residential mortgages, credit derivatives

The HAMP NPV Model: Development and Early Performance

FHFA Working Paper No. 11-1
Number of pages: 40 Posted: 25 Jul 2011 Last Revised: 01 Aug 2011
Federal National Mortgage Association (Fannie Mae), Federal Housing Finance Agency (FHFA), Retired, Board of Governors of the Federal Reserve System, Government of the United States of America - Federal Deposit Insurance Corporation (FDIC) and National Credit Union Administration
Downloads 245 (255,409)

Abstract:

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mortgage modification, mortgage default, HAMP, Home Affordable Modification Program

The HAMP NPV Model: Development and Early Performance

Real Estate Economics, Forthcoming
Posted: 06 Mar 2012
Federal National Mortgage Association (Fannie Mae), Federal Housing Finance Agency (FHFA), Retired, Board of Governors of the Federal Reserve System, Government of the United States of America - Federal Deposit Insurance Corporation (FDIC) and affiliation not provided to SSRN

Abstract:

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Mortgage Modification, Default, Prepayment

4.

Evaluating the Accuracy of Home Appraisals Using Refinance Transactions

Number of pages: 19 Posted: 02 Dec 2020
Liyi Liu and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC) and Retired
Downloads 177 (348,439)

Abstract:

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Appraisal Accuracy, Mortgage Default, House Price Models

5.

Measuring Total Mortgage Market Credit Risk

Number of pages: 11 Posted: 03 Oct 2015
Douglas A. McManus
Retired
Downloads 106 (524,606)

Abstract:

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mortgage credit risk, expected loss, cycles

6.

The Effect of Mortgage Payment Reduction on Default: Evidence from the Home Affordable Refinance Program

Number of pages: 23 Posted: 12 Nov 2014
Jun Zhu, Jared Janowiak, Lu Ji, Kadiri Karamon and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC), Independent, Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Retired
Downloads 105 (528,130)
Citation 3

Abstract:

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mortgage default, credit risk

Alternative Lending Channels and the Crisis in U.S. Housing Markets

Number of pages: 35 Posted: 24 Dec 2011
James A. Berkovec, Yan Chang and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Retired
Downloads 100 (551,561)
Citation 1

Abstract:

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House prices, Credit cycles, Asset bubbles

Alternative Lending Channels and the Crisis in U.S. Housing Markets

Real Estate Economics, Forthcoming
Posted: 22 Feb 2012
James A. Berkovec, Yan Chang and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Retired

Abstract:

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House prices, Credit cycles, Asset bubbles

8.

How Skills Acquired during Youth Affect Later Racial and Ethnic Homeownership Gaps

Number of pages: 39 Posted: 10 Nov 2021 Last Revised: 09 Feb 2023
Liyi Liu and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC) and Retired
Downloads 80 (626,464)

Abstract:

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Homeownership, cognitive and non-cognitive skills, human capital

9.

Spillover Effects of Continuous Forbearance Mortgages

Number of pages: 22 Posted: 12 Feb 2016
Kadiri Karamon, Douglas A. McManus and Elias Yannopoulos
Federal Home Loan Mortgage Corporation (FHLMC), Retired and Federal Home Loan Mortgage Corporation (FHLMC)
Downloads 59 (732,479)

Abstract:

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Mortgage modification, financial crisis, economic stimulus

10.

How Skills Acquired During Early Adulthood Affect Racial and Ethnic Gaps in Homeownership Later in Life

Number of pages: 50 Posted: 19 Jan 2023
Liyi Liu and Douglas A. McManus
affiliation not provided to SSRN and Retired
Downloads 15 (1,128,152)

Abstract:

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Homeownership Gap, Achievement Gap, Social Capital

11.

Does Automated Collateral Evaluation Lower Mortgage Credit Risk Relative to Home Appraisal Valuations?

Journal of Structured Finance, Summer 2022
Posted: 29 Apr 2022 Last Revised: 02 Jun 2022
Kadiri Karamon and Douglas A. McManus
Federal Home Loan Mortgage Corporation (FHLMC) and Retired

Abstract:

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appraisal, mortgage default, automated valuation models

Refinance and Mortgage Default: A Regression Discontinuity Analysis of HARP's Impact on Default Rates

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 13 Jun 2016
Kadiri Karamon, Douglas A. McManus and Jun Zhu
Federal Home Loan Mortgage Corporation (FHLMC), Retired and Urban Institute

Abstract:

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HARP, Refinance, Mortgage Default, Fuzzy RDD

Refinance and Mortgage Default: A Regression Discontinuity Analysis of Harp's Impact on Default Rates

Journal of Real Estate Finance and Economics, Vol. 55, No. 4, 2017
Posted: 27 Nov 2017 Last Revised: 18 Mar 2018
Kadiri Karamon, Douglas A. McManus and Jun Zhu
Federal Home Loan Mortgage Corporation (FHLMC), Retired and The Urban Institute

Abstract:

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HARP; Refinance; Mortgage default; Fuzzy RDD

13.

The Effect of Mortgage Payment Reduction on Default: Evidence from the Home Affordable Refinance Program

Real Estate Economics, Forthcoming
Posted: 20 Jun 2015 Last Revised: 22 Jun 2015
Douglas A. McManus, Jared Janowiak, Lu Ji, Kadiri Karamon and Jun Zhu
Retired, Independent, Federal Home Loan Mortgage Corporation (FHLMC), Federal Home Loan Mortgage Corporation (FHLMC) and Urban Institute

Abstract:

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mortgage default

14.

The Effects of Closure Policies on Bank Risk-Taking

Journal of Banking and Finance, Vol. 15, Nos. 4-5, 1991
Posted: 26 Oct 2008
Sally M. Davies and Douglas A. McManus
Board of Governors of the Federal Reserve System and Retired

Abstract:

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bank regulation, moral hazard

15.

Resolving the Scale Efficiency Puzzle in Banking

Journal of Banking and Finance, Vol. 17, Nos. 2-3, 1993
Posted: 26 Oct 2008
Patrick McAllister and Douglas A. McManus
Lincoln Financial Group and Retired

Abstract:

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returns to scale, finance, banking

16.

Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?

Journal of Fixed Income, Vol. 17, March 2005
Posted: 26 Oct 2008
Yan Chang, Douglas A. McManus and Buchi Ramagopal
Federal Home Loan Mortgage Corporation (FHLMC), Retired and affiliation not provided to SSRN

Abstract:

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hedging, interest rate volatility

17.

Multiple Optima and Asymptotic Approximations in the Partial Adjustment Model

Journal of Econometrics, Vol. 62, 1994
Posted: 26 Oct 2008
Douglas A. McManus, John C. Nankervis and N. Eugene Savin
Retired, University of Essex - Department of Accounting, Finance & Management and University of Iowa - Henry B. Tippie College of Business - Department of Economics

Abstract:

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Econometrics, Asymptotic Theory, Power

18.

How Common is Identification in Parametric Models?

Journal of Econometrics, Vol. 53, No. 1-3, pp. 5-23, 1992
Posted: 14 Oct 2008
Douglas A. McManus
Retired

Abstract:

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Identification, nonlinear parametric models

19.

Who Invented Local Power Analysis?

Econometric Theory, Vol. 7, No. 2, 1991
Posted: 14 Oct 2008
Douglas A. McManus
Retired

Abstract:

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Econometrics, Asymptotic Theory, Power

20.

Measuring Scale and Scope Economies in Banking Using the Localized Translog Functional Form

Board of Governors of the Federal Reserve System Working Paper No 94-30
Posted: 06 Sep 1999
Douglas A. McManus
Retired

Abstract:

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21.

Making the Cobb-Douglas Functional Form an Efficient Nonparametric Estimator Through Localization

Federal Reserve Working Paper No. 94-31
Posted: 03 Sep 1999 Last Revised: 14 Oct 2008
Douglas A. McManus
Retired

Abstract:

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