Central Bank Research Hub - Series: San Francisco Fed Working Papers

Papers by year: All | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

Title Author(s)

What to Expect from the Lower Bound on Interest Rates: Evidence from Derivatives Prices

Paper: 2018-3, 18.01.2018

JEL: E52

The Rate of Return on Everything, 1870-2015

Paper: 2017-25, 20.12.2017

JEL: D31, E10, E44, G12, N10

Endogenous Regime Switching Near the Zero Lower Bound

Paper: 2017-24, 28.09.2017

JEL: E31, E43, E52

Measuring Heterogeneity in Job Finding Rates among the Non-Employed Using Labor Force Status Histories

Paper: 2017-20, 26.09.2017

JEL: E24, E32, J30, J41, J63, J64

Term Structure Analysis with Big Data

Paper: 2017-21, 15.09.2017

JEL: C55, C58, G12, G17

Safe Collateral, Arm's-Length Credit: Evidence from the Commercial Real Estate Market

Paper: 2017-19, 07.09.2017

JEL: G21, G23, G32, R23

Leaning Against the Credit Cycle

Paper: 2017-18, 30.08.2017

JEL: E32, E44, E52

Calibrating Macroprudential Policy to Forecasts of Financial Stability

Paper: 2017-17, 14.08.2017

JEL: G17, G18, G28

Interest-Rate Liberalization and Capital Misallocations

Paper: 2017-15, 10.07.2017

JEL: E44, G18, O41

Interest Rates Under Falling Stars

Paper: 2017-16, 10.07.2017

JEL: E43, E44, E47

The Disappointing Recovery of Output after 2009

Paper: 2017-14, 17.06.2017

Clearing the Fog: The Predictive Power of Weather for Employment Reports and their Asset Price Responses

Paper: 2017-13, 14.06.2017

JEL: G17, J21, Q52, R11

Is There an On-the-Run Premium in TIPS?

Paper: 2017-10, 31.05.2017

JEL: E43, E47, G12, G13

The TIPS Liquidity Premium

Paper: 2017-11, 19.05.2017

JEL: E43, E47, G12, G13

International Transmission of Japanese Monetary Shocks Under Low and Negative Interest Rates: A Global Favar Approach

Paper: 2017-08, 20.04.2017

JEL: C3, E5, E52, E58, F37, F42

A New Normal for Interest Rates? Evidence from Inflation-Indexed Debt

Paper: 2017-07, 29.03.2017

JEL: C32, E43, E52, G12

Bank Capital Redux: Solvency, Liquidity, and Crisis

Paper: 2017-06, 23.03.2017

JEL: E44, G01, G21, N20

Generalized Matching Functions and Resource Utilization Indices for the Labor Market

Paper: 2017-05, 23.02.2017

JEL: E24, J63, J64

Missing Growth from Creative Destruction

Paper: 2017-04, 28.01.2017

Drilling into Bank Balance Sheets: Examining Portfolio Responses to an Oil Shock

Paper: 2017-03, 27.01.2017

Large and State-Dependent Effects of Quasi-Random Monetary Experiments

Paper: 2017-02, 21.01.2017

JEL: E01, E30, E32, E44, E47, E51, F33, F42, F44

Measuring News Sentiment

Paper: 2017-01, 19.01.2017

Intergenerational Linkages in Household Credit

Paper: 2016-31, 19.12.2016

JEL: D14, E21, G10

Estimating Matching Efficiency with Variable Search Effort

Paper: 2016-24, 19.12.2016

JEL: E24, J63, J64

Revisiting the Behavior of Small and Large Firms during the 2008 Financial Crisis

Paper: 2016-22, 19.12.2016

JEL: E32, E51, E52

Currency Manipulation

Paper: 2016-15, 19.12.2016

JEL: E4, E5, F3, F4, G11, G15

Measuring the Natural Rate of Interest: International Trends and Determinants

Paper: 2016-11, 19.12.2016

JEL: C32, E43, E52, O40

Measuring the Effect of the Zero Lower Bound on Monetary Policy

Paper: 2016-06, 19.12.2016

JEL: E43, E52, E58

Measuring the Effects of Dollar Appreciation on Asia: A Favar Approach

Paper: 2016-30, 19.11.2016

JEL: C3, E4, E5, F33, F37, F42

Conditional PPP and Real Exchange Rate Convergence in the Euro Area

Paper: 2016-29, 19.10.2016

JEL: F0, F15, F31

Currency Unions and Regional Trade Agreements: EMU and EU Effects on Trade

Paper: 2016-27, 19.10.2016

JEL: F15, F33

The Slow Job Recovery in a Macro Model of Search and Recruiting Intensity

Paper: 2016-09, 19.10.2016

Mortgage Choice: Interactive Effects of House Price Appreciation and Mortgage Pricing Components

Paper: 2016-28, 19.09.2016

JEL: D1, G11, G21, R2

Stress Testing with Misspecified Models

Paper: 2016-26, 19.09.2016

FDI effects on the labor market of host countries

Paper: 2016-25, 19.09.2016

Macrofinancial History and the New Business Cycle Facts

Paper: 2016-23, 19.09.2016

JEL: E01, E13, E30, E32, E44, E51, F42, F44, G12

The Economic Effects of Weather: Evidence from Big Data on Small Places

Paper: 2016-21, 19.09.2016

JEL: J21, Q54, R11

A Portfolio Model of Quantitative Easing

Paper: 2016-12, 19.09.2016

JEL: E43, E50, E52, E58, G11

Does Greater Inequality Lead to More Household Borrowing? New Evidence from Household Data

Paper: 2016-20, 19.08.2016

JEL: D14, E21, E51, G21

Reassessing Longer-Run U.S. Growth: How Low?

Paper: 2016-18, 19.08.2016

Recent Flattening in the Higher Education Wage Premium: Polarization, Skill Downgrading, or Both?

Paper: 2016-17, 19.08.2016

JEL: I23, J24, J31

The Social Cost of Near-Rational Investment

Paper: 2016-16, 19.08.2016

JEL: D83, E2, E3, G1

The Outlook for U.S. Labor-Quality Growth

Paper: 2016-14, 19.07.2016

JEL: J24, O47, O51

The Intensity of Job Search and Search Duration

Paper: 2016-13, 19.07.2016

JEL: E24, J24, J31

Reserve Requirements and Optimal Chinese Stabilization Policy

Paper: 2016-10, 19.06.2016

Sticker Shocks: Using VAT Changes to Estimate Upper-Level Elasticities of Substitution

Paper: 2015-17, 19.06.2016

JEL: D12, E19, E21

Sentiments and Economic Activity: Evidence from U.S. States

Paper: 2016-19, 19.05.2016

JEL: E20, E32

Demographics and Real Interest Rates: Inspecting the Mechanism

Paper: 2016-05, 23.04.2016

JEL: E52, E58, J11

Does the United States have a Productivity Slowdown or a Measurement Problem?

Paper: 2016-03, 20.04.2016

The Pre-Great Recession Slowdown in Productivity

Paper: 2016-08, 19.04.2016

JEL: D24, E23, E44, F45, O47

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