Central Bank Research Hub - Series: Philadelphia Fed Working Papers

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

	Title	Author(s)
Full text	Optimal Monetary Policy in a Model of Money and Credit Paper: 11-4, 29.03.2011	Daniel R. Sanches
Full text	Strategic Default on First and Second Lien Mortgages During the Financial Crisis Paper: 11-3, 29.03.2011	William W. Lang
Full text	Lessons from the Latest Data on U.S. Productivity Paper: 11-1, 29.03.2011	Jan P.A.M. Jacobs
Full text	A Dynamic Model of Unsecured Credit Paper: 11-2, 29.03.2011	Daniel R. Sanches
Full text	Reality of On-the-Job Search Paper: 10-34/R:, 01.03.2011	Shigeru Fujita
Full text	Effects of Extended Unemployment Insurance Benefits: Evidence from the Monthly CPS Paper: 10-35/R:, 02.02.2011	Shigeru Fujita
Full text	Consumption and Time Use over the Life Cycle Paper: 10-37:, 01.12.2010	Michael Dotsey
Full text	Market Run-Ups, Market Freezes, and Leverage Paper: 10-36:, 25.11.2010	Philip Bond
Full text	Effects of the UI Benefit Extensions: Evidence from the Monthly CPS Paper: 10-35:, 18.11.2010	Shigeru Fujita
Full text	Reality of On-the-Job Search Paper: 10-34:, 30.10.2010	Shigeru Fujita
Full text	The Agglomeration of R&D Labs Paper: 10-33:, 22.10.2010	Gerald A. Carlino
Full text	Durable Financial Regulation: Monitoring Financial Instruments as a Counterpart to Regulating Financial Institutions Paper: 10-22/R:, 21.10.2010	Leonard I. Nakamura
Full text	Payday Lending: New Research and the Big Question Paper: 10-32:, 19.10.2010	John P. Caskey
Full text	Insuring Student Loans Against the Risk of College Failure Paper: 10-31:, 06.10.2010 JEL: D82, D86, I22	Satyajit Chatterjee
Full text	The Emergence and Future of Central Counterparties Paper: 10-30:, 05.10.2010 JEL: D53, D82, G13, G2	Thorsten V. Koeppl
Full text	Comment on Cavalcanti and Nosal’s "Counterfeiting as Private Money in Mechanism Design" Paper: 10-29:, 17.09.2010	Cyril Monnet
Full text	Inducing Agents to Report Hidden Trades: A Theory of an Intermediary Paper: 10-28:, 31.08.2010 JEL: D82, G20	Yaron Leitner
Full text	Portage: Path Dependence and Increasing Returns in U.S. History Paper: 10-27:, 24.08.2010	Hoyt Bleakley
Full text	Corporate Governance Structure and Mergers Paper: 10-26:, 23.08.2010 JEL: G2, G21, G28, G3	Elijah Brewer III
Full text	How Committed Are Bank Lines of Credit? Experiences in the Subprime Mortgage Crisis Paper: 10-25:, 12.08.2010	Rocco Huang
Full text	Business Cycles in the Equilibrium Model of Labor Market Search and Self-Insurance Paper: 10-24:, 06.08.2010 JEL: D52, E24, E32, J64	Makoto Nakajima
Full text	Pairwise Credit and the Initial Cost of Lending Paper: 10-23:, 01.07.2010 JEL: D8, E4, G2	Daniel R. Sanches
Full text	Durable Financial Regulation: Monitoring Financial Instruments as a Counterpart to Regulating Financial Institutions Paper: 10-22:, 24.06.2010	Leonard I. Nakamura
Full text	Credit Ratings and Bank Monitoring Ability Paper: 10-21:, 04.06.2010 JEL: D82, G18, G21, G24, G32, G33	Leonard I. Nakamura
Full text	Sustainable Monetary Policy and Inflation Expectations Paper: 10-20:, 04.06.2010	Roc Armenter
Full text	Evaluating Real-Time VAR Forecasts with an Informative Democratic Prior Paper: 10-19:, 20.05.2010	Jonathan H. Wright
Full text	The Great Trade Collapse of 2008-09: An Inventory Adjustment? Paper: 10-18:, 19.05.2010 JEL: E31, F12	George Alessandria
Full text	Can Banks Circumvent Minimum Capital Requirements? The Case of Mortgage Portfolios under Basel II Paper: 10-17:, 19.05.2010 JEL: G21, G28, G38, L51	Julapa Jagtiani Christopher Henderson
Full text	Did Bankruptcy Reform Cause Mortgage Default Rates to Rise? Paper: 10-16:, 14.05.2010 JEL: G01, G21, K35, R21	Wenli Li
Full text	Reading the Recent Monetary History of the U.S., 1959-2007 Paper: 10-15:, 30.04.2010 JEL: C11, E10, E30	Pablo Guerron-Quintana
Full text	Fortune or Virtue: Time-Variant Volatilities Versus Parameter Drifting Paper: 10-14:, 30.04.2010 JEL: C11, E10, E30	Pablo Guerron-Quintana
Full text	What "Triggers" Mortgage Default? Paper: 10-13:, 27.04.2010	Ronel Elul
Full text	Maturity, Indebtedness, and Default Risk Paper: 10-12:, 17.04.2010	Satyajit Chatterjee
Full text	Optimal Capital Income Taxation with Housing Paper: 10-11:, 13.04.2010 JEL: E62, H21, H24, R21	Makoto Nakajima
Full text	Do Falling Iceberg Costs Explain Recent U.S. Export Growth? Paper: 10-10:, 06.04.2010	George Alessandria
Full text	A Revenue-Based Frontier Measure of Banking Competition Paper: 10-9:, 20.03.2010	David Humphrey Francisco Rodríguez-Fernández Santiago Carbó-Valverde
Full text	Cream-Skimming in Subprime Mortgage Securitizations: Which Subprime Mortgage Loans Were Sold by Depository Institutions Prior to the Crisis of 2007? Paper: 10-8, 19.03.2010	Jonathan Liles Christopher Henderson Paul S. Calem
Full text	Fraud Deterrence in Dynamic Mirrleesian Economies Paper: 10-7:, 06.03.2010	Roc Armenter
Full text	Expectations and Economic Fluctuations: An Analysis Using Survey Data Paper: 10-6:, 02.03.2010	Keith Sill
Full text	Real-Time Macroeconomic Monitoring: Real Activity, Inflation, and Interactions Paper: 10-5:, 19.02.2010	S. Boragan Aruoba Francis X. Diebold
Full text	The Implications of Inflation in an Estimated New-Keynesian Model Paper: 10-2:, 19.02.2010	Pablo Guerron-Quintana
Full text	Insuring College Failure Risk Paper: 10-1:, 19.02.2010	Satyajit Chatterjee
Full text	Common Factors in Small Open Economies: Inference and Consequences Paper: 10-4:, 19.02.2010	Pablo Guerron-Quintana
Full text	Revisiting the Role of Home Production in Life-Cycle Labor Supply Paper: 10-3:, 19.02.2010	R. Jason Faberman
Full text	How Much Did Banks Pay to Become Too-Big-To-Fail and to Become Systemically Important? Paper: 09-34, 04.12.2009	Julapa Jagtiani Elijah Brewer III
Full text	Worker Flows and Job Flows: A Quantitative Investigation Paper: 09-33, 28.11.2009 JEL: E24, E32, J63, J64	Shigeru Fujita
Full text	How Important Is the Currency Denomination of Exports in Open-Economy Models? Paper: 09-32, 27.11.2009	Michael Dotsey
Full text	Internal Capital Markets and Corporate Politics in a Banking Group Paper: 09-31, 10.11.2009	Martijn Cremers
Full text	Creditor Control of Free Cash Flow Paper: 09-30, 10.11.2009	Rocco Huang
Full text	Predictive Density Construction and Accuracy Testing with Multiple Possibly Misspecified Diffusion Models Paper: 09-29, 26.10.2009	Valentina Corradi

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004