Central Bank Research Hub - Series: Board of Governors of the Federal Reserve System FEDS series 2015

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Title Author(s)

Modelling Dependence in High Dimensions with Factor Copulas

Paper: 2015-051, 11.07.2015

JEL: C31, C32, C51

High-Dimensional Copula-Based Distributions with Mixed Frequency Data

Paper: 2015-050, 11.07.2015

JEL: C32, C51, C58

Heterogeneity in Economic Shocks and Household Spending

Paper: 2015-049, 09.07.2015

JEL: C8, D1, E2

Monetary Policy, Hot Housing Markets and Leverage

Paper: 2015-048, 07.07.2015

JEL: E32, E44, E52, R21

Monetary Policy 101: A Primer on the Fed's Changing Approach to Policy Implementation

Paper: 2015-047, 07.07.2015

JEL: E43, E52, E58

Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?

Paper: 2015-046, 30.06.2015

JEL: E44, G14

Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory

Paper: 2015-045, 28.06.2015

JEL: C91, C92, E37, E52

Macroeconomic Effects of Banking Sector Losses across Structural Models

Paper: 2015-044, 19.06.2015

JEL: E32, E44, E47

Slow capital, fast prices: Shocks to funding liquidity and stock price reversals

Paper: 2015-043, 19.06.2015

Comparing Micro and Macro Sources for Household Accounts in the United States: Evidence from the Survey of Consumer Finances

Paper: 2015-086, 06.06.2015

The Passthrough of Labor Costs to Price Inflation

Paper: 2015-042, 05.06.2015

The Income-Achievement Gap and Adult Outcome Inequality

Paper: 2015-041, 05.06.2015

JEL: C14, C18, I21, I24, J24

Achievement Gap Estimates and Deviations from Cardinal Comparability

Paper: 2015-040, 04.06.2015

JEL: C18, I24

Small Businesses and Small Business Finance during the Financial Crisis and the Great Recession: New Evidence From the Survey of Consumer Finances

Paper: 2015-039, 04.06.2015

Optimal Government Spending at the Zero Lower Bound: A Non-Ricardian Analysis

Paper: 2015-038, 03.06.2015

JEL: E32, E52, E61, E62, E63

Balance-Sheet Households and Fiscal Stimulus: Lessons from the Payroll Tax Cut and Its Expiration

Paper: 2015-037, 02.06.2015

Dividend Taxes and Stock Volatility

Paper: 2015-036, 28.05.2015

Are Survey Expectations Theory-Consistent? The Role of Central Bank Communication and News

Paper: 2015-035, 23.05.2015

JEL: C25, D84, E31, E52, E58

On Default and Uniqueness of Monetary Equilibria

Paper: 2015-034, 23.05.2015

JEL: D5, E4, E5

Ambiguity in Securitization Markets

Paper: 2015-033, 23.05.2015

JEL: E44, G01, G21, G28

Self-fulfilling Runs: Evidence from the U.S. Life Insurance Industry

Paper: 2015-032, 21.05.2015

JEL: G01, G14, G22

Measuring Income and Wealth at the Top Using Administrative and Survey Data

Paper: 2015-030, 05.05.2015

JEL: D31, D63, H20

Inflation Expectations and Recovery from the Depression in 1933: Evidence from the Narrative Record

Paper: 2015-029, 05.05.2015

JEL: E31, E32, E42, N12

Credit-Market Sentiment and the Business Cycle

Paper: 2015-028, 05.05.2015

JEL: E32, E44, G12

An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases

Paper: 2015-027, 02.05.2015

JEL: E52, G01, G21, R38

Derivatives Pricing under Bilateral Counterparty Risk

Paper: 2015-026, 02.05.2015

The Effect of Shocks to College Revenues on For-Profit Enrollment: Spillover from the Public Sector

Paper: 2015-025, 02.05.2015

Are the Borrowing Costs of Large Financial Firms Unusual?

Paper: 2015-024, 14.04.2015

JEL: G21, G22, G24, G28

Liquidity Windfalls: The Consequences of Repo Rehypothecation

Paper: 2015-022, 13.04.2015

A Model of Endogenous Loan Quality and the Collapse of the Shadow Banking System

Paper: 2015-021, 13.04.2015

JEL: E44, E58, G23, N12

Downside Variance Risk Premium

Paper: 2015-020, 13.04.2015

JEL: G12

Wealth, Pensions, Debt, and Savings: Considerations for a Panel Survey

Paper: 2015-019, 13.04.2015

Banking panics and deflation in dynamic general equilibrium

Paper: 2015-018, 13.04.2015

JEL: E58, G21, N12

Crowding Out Effects of Refinancing on New Purchase Mortgages

Paper: 2015-017, 13.04.2015

JEL: G21

Have Distressed Neighborhoods Recovered? Evidence from the Neighborhood Stabilization Program

Paper: 2015-016, 13.04.2015

JEL: H4, H7, R1, R3

Consumers' Attitudes and Their Inflation Expectations

Paper: 2015-015, 13.04.2015

JEL: C53, D84, E31

Institutions and return predictability in oil-exporting countries

Paper: 2015-014, 13.04.2015

JEL: G12, O16, O50

A Global Trade Model for the Euro Area

Paper: 2015-013, 13.04.2015

JEL: C38, F17, F47

Inflation Dynamics During the Financial Crisis

Paper: 2015-012, 13.04.2015

JEL: E31, E32, E44, E51

The Evolution of Retirement Wealth

Paper: 2015-009, 13.04.2015

JEL: D14, H55, J32

Mode effects in mixed-mode economic surveys: Insights from a randomized experiment

Paper: 2015-008, 13.04.2015

The Real Effects of Credit Line Drawdowns

Paper: 2015-007, 13.04.2015

JEL: E22, G01, G31, G32

The Determinants of Subprime Mortgage Performance Following a Loan Modification

Paper: 2015-006, 13.04.2015

JEL: D12, G21, R20, R28

The Macroeconomic Effects of the Federal Reserve's Unconventional Monetary Policies

Paper: 2015-005, 13.04.2015

JEL: E5

Which Way to Recovery? Housing Market Outcomes and the Neighborhood Stabilization Program

Paper: 2015-004, 13.04.2015

JEL: H5, H7, R1, R3, R5

Tradability of Output, Business Cycles, and Asset Prices

Paper: 2015-003, 13.04.2015

Bayesian Estimation of Time-Changed Default Intensity Models

Paper: 2015-002, 13.04.2015

JEL: C11, C15, C58, G12, G17

Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register

Paper: 2015-001, 13.04.2015

JEL: G01, G21, G23

Efficient Monte Carlo Counterparty Credit Risk Pricing and Measurement

Paper: 2014-114, 13.04.2015

Where Are All the New Banks? The Role of Regulatory Burden in New Charter Creation

Paper: 2014-113, 13.04.2015

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