Search Results
Showing results 1 to 10 of approximately 459.
(refine search)
Report
The Heterogeneous Impact of Referrals on Labor Market Outcomes
Lester, Benjamin; Rivers, David A.; Topa, Giorgio
(2021-10-01)
We document a new set of facts regarding the impact of referrals on labor market outcomes. Our results highlight the importance of distinguishing between different types of referrals—those from family and friends and those from business contacts—and different occupations. Then we develop an on-the-job search model that incorporates referrals and calibrate the model to key moments in the data. The calibrated model yields new insights into the roles played by different types of referrals in the match formation process, and provides quantitative estimates of the effects of referrals on ...
Staff Reports
, Paper 987
Working Paper
Does Fed policy reveal a ternary mandate?
Tootell, Geoffrey M. B.; Rosengren, Eric S.; Peek, Joe
(2016-09-01)
This paper examines the role of financial instability in setting monetary policy. The paper begins with a model that examines the interaction of monetary and regulatory policy. It then empirically tests whether financial instability has affected monetary policy. One important innovation is to construct a measure of financial instability directly related to the FOMC financial instability concerns expressed in FOMC meeting transcripts. We find that, even after controlling for forecasts of inflation and unemployment, the word counts of terms related to financial instability do correlate with ...
Working Papers
, Paper 16-11
Working Paper
Income Inequality, Financial Crises, and Monetary Policy
Sim, Jae W.; Cairó, Isabel
(2018-07-19)
We construct a general equilibrium model in which income inequality results in insufficient aggregate demand, deflation pressure, and excessive credit growth by allocating income to agents featuring low marginal propensity to consume, and if excessive, can lead to an endogenous financial crisis. This economy generates distributions for equilibrium prices and quantities that are highly skewed to the downside due to financial crises and the liquidity trap. Consequently, symmetric monetary policy rules designed to minimize fluctuations around fixed means become inefficient. A simultaneous ...
Finance and Economics Discussion Series
, Paper 2018-048
Working Paper
International Credit Markets and Global Business Cycles
Pintus, Patrick A.; Wen, Yi; Xing, Xiaochuan
(2018-05-14)
This paper stresses a new channel through which global financial linkages contribute to the co-movement in economic activity across countries. We show in a two-country setting with borrowing constraints that international credit markets are subject to self-fulfilling variations in the world real interest rate. Those expectation-driven changes in the borrowing cost in turn act as global shocks that induce strong cross-country co-movements in both financial and real variables (such as asset prices, GDP, consumption, investment and employment). When firms around the world benefit from ...
Working Papers
, Paper 2018-9
Working Paper
A seniority arrangement for sovereign debt
Eyigungor, Burcu; Chatterjee, Satyajit
(2015-01-31)
A sovereign's inability to commit to a course of action regarding future borrowing and default behavior makes long-term debt costly (the problem of debt dilution). One mechanism to mitigate the debt dilution problem is the inclusion of a seniority clause in sovereign debt contracts. In the event of default, creditors are to be paid off in the order in which they lent (the ?absolute priority" or ?first-in-time" rule). In this paper, we propose a modification of the absolute priority rule that is more suited to the sovereign debt context and analyze its positive and normative implications ...
Working Papers
, Paper 15-7
Working Paper
The Pass-Through of Sovereign Risk
Bocola, Luigi
(2015-04-16)
This paper examines the macroeconomic implications of sovereign credit risk in a business cycle model where banks are exposed to domestic government debt. The news of a future sovereign default hampers financial intermediation. First, it tightens the funding constraints of banks, reducing their available resources to finance firms (liquidity channel). Second, it generates a precautionary motive for banks to deleverage (risk channel). I estimate the model using Italian data, finding that i) sovereign credit risk was recessionary and that ii) the risk channel was sizable. I then use the model ...
Working Papers
, Paper 722
Report
Safety, liquidity, and the natural rate of interest
Del Negro, Marco; Giannone, Domenico; Giannoni, Marc; Tambalotti, Andrea
(2017-05-11)
Why are interest rates so low in the Unites States? We find that they are low primarily because the premium for safety and liquidity has increased since the late 1990s, and to a lesser extent because economic growth has slowed. We reach this conclusion using two complementary perspectives: a flexible time-series model of trends in Treasury and corporate yields, inflation, and long-term survey expectations, and a medium-scale dynamic stochastic general equilibrium (DSGE) model. We discuss the implications of this finding for the natural rate of interest.
Staff Reports
, Paper 812
Working Paper
Network Contagion and Interbank Amplification during the Great Depression
Richardson, Gary; Mitchener, Kris James
(2016-03-15)
Interbank networks amplified the contraction in lending during the Great Depression. Banking panics induced banks in the hinterland to withdraw interbank deposits from Federal Reserve member banks located in reserve and central reserve cities. These correspondent banks responded by curtailing lending to businesses. Between the peak in the summer of 1929 and the banking holiday in the winter of 1933, interbank amplification reduced aggregate lending in the U.S. economy by an estimated 15 percent.
Working Paper
, Paper 16-3
Working Paper
Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations
Ferreira, Thiago Revil T.
(2018-03-06)
Using U.S. data from 1926 to 2015, I show that financial skewness?a measure comparing cross-sectional upside and downside risks of the distribution of stock market returns of financial firms?is a powerful predictor of business cycle fluctuations. I then show that shocks to financial skewness are important drivers of business cycles, identifying these shocks using both vector autoregressions and a dynamic stochastic general equilibrium model. Financial skewness appears to reflect the exposure of financial firms to the economic performance of their borrowers.
International Finance Discussion Papers
, Paper 1223
Working Paper
Political Distribution Risk and Aggregate Fluctuations
Guerrón-Quintana, Pablo; Fernández-Villaverde, Jesús; Drautzburg, Thorsten
(2017-08-21)
We argue that political distribution risk is an important driver of aggregate fluctuations. To that end, we document significant changes in the capital share after large political events, such as political realignments, modifications in collective bargaining rules, or the end of dictatorships, in a sample of developed and emerging economies. These policy changes are associated with significant fluctuations in output and asset prices. Using a Bayesian proxy-VAR estimated with U.S. data, we show how distribution shocks cause movements in output, unemployment, and sectoral asset prices. To ...
Working Papers
, Paper 17-25
FILTER BY year
FILTER BY Bank
Board of Governors of the Federal Reserve System (U.S.) 116 items
Federal Reserve Bank of New York 66 items
Federal Reserve Bank of San Francisco 47 items
Federal Reserve Bank of St. Louis 42 items
Federal Reserve Bank of Minneapolis 30 items
Federal Reserve Bank of Dallas 29 items
Federal Reserve Bank of Atlanta 23 items
Federal Reserve Bank of Cleveland 23 items
Federal Reserve Bank of Philadelphia 22 items
Federal Reserve Bank of Chicago 20 items
Federal Reserve Bank of Boston 17 items
Federal Reserve Bank of Kansas City 13 items
Federal Reserve Bank of Richmond 11 items
show more (8)
show less
FILTER BY Series
Working Papers 108 items
Finance and Economics Discussion Series 92 items
Working Paper Series 63 items
Staff Reports 61 items
Globalization Institute Working Papers 24 items
International Finance Discussion Papers 24 items
FRB Atlanta Working Paper 20 items
Working Paper 11 items
Working Papers (Old Series) 11 items
Research Working Paper 10 items
Staff Report 10 items
Review 7 items
Chicago Fed Letter 4 items
Economic Policy Review 3 items
Current Policy Perspectives 2 items
Economic Review 2 items
Policy Hub 2 items
Economic Bulletin 1 items
FRB Atlanta CQER Working Paper 1 items
Liberty Street Economics 1 items
Opportunity and Inclusive Growth Institute Working Papers 1 items
Speech 1 items
show more (17)
show less
FILTER BY Content Type
Working Paper 365 items
Report 73 items
Journal Article 14 items
Newsletter 4 items
Discussion Paper 2 items
Speech 1 items
show more (1)
show less
FILTER BY Author
Sanchez, Juan M. 19 items
Jordà, Òscar 14 items
Schularick, Moritz 14 items
Athreya, Kartik B. 13 items
Mustre-del-Rio, Jose 12 items
Taylor, Alan M. 12 items
Paul, Pascal 11 items
Tambalotti, Andrea 10 items
Afonso, Gara M. 9 items
Akinci, Ozge 9 items
Wei, Bin 9 items
Zakrajšek, Egon 9 items
Faria-e-Castro, Miguel 8 items
Gilchrist, Simon 8 items
Mather, Ryan 8 items
Bianchi, Javier 7 items
Lansing, Kevin J. 7 items
Queraltó, Albert 7 items
Wheelock, David C. 7 items
Bauer, Michael D. 6 items
Boyarchenko, Nina 6 items
Carlson, Mark A. 6 items
D'Amico, Stefania 6 items
D'Erasmo, Pablo 6 items
Lagos, Ricardo 6 items
Neely, Christopher J. 6 items
Nicolini, Juan Pablo 6 items
Wen, Yi 6 items
Zha, Tao 6 items
Chatterjee, Satyajit 5 items
Corbae, Dean 5 items
Del Negro, Marco 5 items
Eyigungor, Burcu 5 items
Fuentes-Albero, Cristina 5 items
Fuster, Andreas 5 items
Giannone, Domenico 5 items
Giannoni, Marc 5 items
Justiniano, Alejandro 5 items
Kozlowski, Julian 5 items
Lee, Seung Jung 5 items
Liu, Zheng 5 items
Miao, Jianjun 5 items
Nakajima, Makoto 5 items
Ozdagli, Ali K. 5 items
Primiceri, Giorgio E. 5 items
Ratti, Ronald A. 5 items
Vespignani, Joaquin L. 5 items
Wang, Pengfei 5 items
Yue, Vivian Z. 5 items
Arseneau, David M. 4 items
Cascaldi-Garcia, Danilo 4 items
Copeland, Adam 4 items
Fernández-Villaverde, Jesús 4 items
Gelain, Paolo 4 items
Goldberg, Linda S. 4 items
Kang, Wensheng 4 items
Kiley, Michael T. 4 items
Lester, Benjamin 4 items
Marsh, W. Blake 4 items
Martin, Antoine 4 items
McInish, Thomas H. 4 items
Mendoza, Enrique G. 4 items
Planchon, Jade 4 items
Rudebusch, Glenn D. 4 items
Sim, Jae W. 4 items
Adrian, Tobias 3 items
Ajello, Andrea 3 items
Anbil, Sriya 3 items
Bekaert, Geert 3 items
Bengui, Julien 3 items
Benigno, Gianluca 3 items
Benzoni, Luca 3 items
Bocola, Luigi 3 items
Bodenstein, Martin 3 items
Bräuning, Falk 3 items
Buera, Francisco J. 3 items
Carlstrom, Charles T. 3 items
Carriero, Andrea 3 items
Cetorelli, Nicola 3 items
Chang, Jin-Wook 3 items
Christensen, Jens H. E. 3 items
Clark, Todd E. 3 items
Coulibaly, Louphou 3 items
Crosignani, Matteo 3 items
Crump, Richard K. 3 items
Darst, Matt 3 items
Fernald, John G. 3 items
Fleming, Michael J. 3 items
Fuerst, Timothy S. 3 items
Guerrieri, Luca 3 items
Gupta, Arun 3 items
Hanes, Christopher 3 items
Kim, Yun Jung 3 items
King, Thomas B. 3 items
Kiyotaki, Nobuhiro 3 items
Liao, Gordon Y. 3 items
Lopez, Pierlauro 3 items
López-Salido, J. David 3 items
Mandelman, Federico S. 3 items
Moench, Emanuel 3 items
Mohaddes, Kamiar 3 items
Olivei, Giovanni P. 3 items
Peek, Joe 3 items
Phan, Toan 3 items
Pintus, Patrick A. 3 items
Raissi, Mehdi 3 items
Ringo, Daniel R. 3 items
Rios-Rull, Jose-Victor 3 items
Scotti, Chiara 3 items
Shin, Hyun Song 3 items
Stebunovs, Viktors 3 items
Ueda, Kozo 3 items
Ulate, Mauricio 3 items
Van den Heuvel, Skander J. 3 items
Vardoulakis, Alexandros 3 items
Wei, Min 3 items
Willen, Paul S. 3 items
Xing, Xiaochuan 3 items
Young, Eric R. 3 items
Zhang, Jing 3 items
Acharya, Viral V. 2 items
Ahmed, Shaghil 2 items
Altinoglu, Levent 2 items
Amaral, Pedro S. 2 items
Andolfatto, David 2 items
Arellano, Cristina 2 items
Armenter, Roc 2 items
Ayres, Joao Luiz 2 items
Bai, Yan 2 items
Bassetto, Marco 2 items
Bhattarai, Saroj 2 items
Bigio, Saki 2 items
Borio, Claudio 2 items
Breach , Tomas 2 items
Caldara, Dario 2 items
Caramp, Nicolas 2 items
Chatterjee, Arpita 2 items
Chen, Kaiji 2 items
Chudik, Alexander 2 items
Chyruk, Olena 2 items
Cocco, Alessandro 2 items
Cohen, Gregory J. 2 items
Cooper, Daniel H. 2 items
Corsetti, Giancarlo 2 items
David, Joel M. 2 items
Dong, Feng 2 items
Drautzburg, Thorsten 2 items
Durdu, Bora 2 items
Ebsim, Mahdi 2 items
Eisert, Tim 2 items
Ermolov, Andrey 2 items
Eusepi, Stefano 2 items
Favara, Giovanni 2 items
Ferrante, Francesco 2 items
Ferreira, Thiago Revil T. 2 items
Fischer, Eric 2 items
Friedrichs, Melanie 2 items
Gertler, Mark 2 items
Gorton, Gary 2 items
Gospodinov, Nikolay 2 items
Gourio, François 2 items
Gu, Shijun 2 items
Guerrón-Quintana, Pablo 2 items
Gupta, Kamran 2 items
Hayes, William 2 items
Hirakata, Naohisa 2 items
Hsu, Alex 2 items
Hubrich, Kirstin 2 items
Iacoviello, Matteo 2 items
Inklaar, Robert 2 items
Ivashina, Victoria 2 items
Jaremski, Matthew 2 items
Jia, Chengcheng 2 items
Kalemli-Ozcan, Sebnem 2 items
Kehoe, Patrick J. 2 items
Kim, Don H. 2 items
Kim, Kyungmin 2 items
Koby, Yann 2 items
Kornejew, Martin 2 items
Kuhn, Moritz 2 items
Lakdawala, Aeimit K. 2 items
Liu, Haoyang 2 items
Liu, Lucy Qian 2 items
Lo, Stephanie 2 items
Ma, Jun 2 items
Marcellino, Massimiliano 2 items
Martin, Fernando M. 2 items
Melcangi, Davide 2 items
Mertens, Elmar 2 items
Mislang, Nathan 2 items
Mitra, Indrajit 2 items
Modugno, Michele 2 items
Natvik, Gisele J. 2 items
Navarro, Gaston 2 items
Nechio, Fernanda 2 items
Niepmann, Friederike 2 items
Orphanides, Athanasios 2 items
Palomino, Francisco J. 2 items
Park, Woong Yong 2 items
Paustian, Matthias 2 items
Podjasek, Rich 2 items
Prestipino, Andrea 2 items
Quintin, Erwan 2 items
Rappoport, David 2 items
Refayet, Ehraz 2 items
Rivers, David A. 2 items
Rosengren, Eric S. 2 items
Sanches, Daniel R. 2 items
Sapriza, Horacio 2 items
Schmidt-Eisenlohr, Tim 2 items
Schoenle, Raphael 2 items
Schurmeier, Jake 2 items
Senyuz, Zeynep 2 items
Shaton, Maya 2 items
Sicilian, Martin 2 items
Siemer, Michael 2 items
Skeie, David R. 2 items
Smith, Andrew Lee 2 items
Steins, Ulrike I. 2 items
Sudo, Nao 2 items
Tallman, Ellis W. 2 items
Tam, Xuan S. 2 items
Tanaka, Hiroatsu 2 items
Teeple, Keisuke 2 items
Teles, Pedro 2 items
Topa, Giorgio 2 items
Vazquez-Grande, Francisco 2 items
Vega, Clara 2 items
Waggoner, Daniel F. 2 items
Winkler, Fabian 2 items
Xu, Yu 2 items
Yankov, Vladimir 2 items
Yu, Yang 2 items
Zanetti, Francesco 2 items
Zhong, Molin 2 items
von Thadden, Ernst-Ludwig 2 items
Abadi, Joseph 1 items
Abrahams, Michael 1 items
Adam, Klaus 1 items
Afanasyeva, Elena 1 items
Afonso, Gara 1 items
Altavilla, Carlo 1 items
Alvarez, Nahiomy 1 items
Amador, Manuel 1 items
Amiti, Mary 1 items
Anderson, Alyssa G. 1 items
Andreasen, Martin M. 1 items
Aramonte, Sirio 1 items
Ashcraft, Adam B. 1 items
Assa, Hirbod 1 items
Atkeson, Andrew 1 items
Baele, Lieven 1 items
Baklanova, Viktoria 1 items
Balke, Nathan S. 1 items
Balloch, Cynthia 1 items
Balteanu, Irina 1 items
Banegas, Ayelen 1 items
Banerjee, Ryan N. 1 items
Barnes, Michelle L. 1 items
Barone, Jordan 1 items
Barro, Robert J. 1 items
Barsky, Robert 1 items
Bartolini, Leonardo 1 items
Bartscher, Alina K. 1 items
Bassett, William F. 1 items
Baughman, Garth 1 items
Beauregard, Remy 1 items
Beetz Fenske, Caroline 1 items
Berentsen, Aleksander 1 items
Berka, Martin 1 items
Bi, Huixin 1 items
Biswas, Siddhartha 1 items
Bluedorn, John C. 1 items
Bluwstein, Kristina 1 items
Bogusz, Theodore 1 items
Boivin, Jean 1 items
Bowdler, Christopher 1 items
Bowman, Robert G. 1 items
Brunnermeier, Markus K. 1 items
Brzoza-Brzezina, Michal 1 items
Bush, Ryan 1 items
Caggese, Andrea 1 items
Caglio, Cecilia R. 1 items
Cai, Michael 1 items
Caines, Colin C. 1 items
Cairó, Isabel 1 items
Campbell, Jeffrey R. 1 items
Cao, Yongquan 1 items
Carapella, Francesca 1 items
Cette, Gilbert 1 items
Chaboud, Alain P. 1 items
Chakraborty, Suparna 1 items
Chan, Kam Fong 1 items
Chang, Chun 1 items
Chauvet, Marcelle 1 items
Chodorow-Reich, Gabriel 1 items
Cipriani, Marco 1 items
Cook, Thomas R. 1 items
Coroneo, Laura 1 items
Covas, Francisco 1 items
Craig, Ben R. 1 items
Cui, Wei 1 items
Curdia, Vasco 1 items
D'Avernas, Adrien 1 items
Davis, J. Scott 1 items
Dedola, Luca 1 items
Dell'Ariccia, Giovanni 1 items
Dempsey, Kyle 1 items
Demyanyk, Yuliya 1 items
Dinger, Valeriya 1 items
Doerr, Sebastian 1 items
Doh, Taeyoung 1 items
Dong, Wei 1 items
Drechsel, Thomas 1 items
Driscoll, John C. 1 items
Duca, John V. 1 items
Duffie, Darrell 1 items
Dunne, Peter G. 1 items
Durdu, Ceyhun Bora 1 items
Duygan-Bump, Burcu 1 items
Easton, Matthew 1 items
Eggertsson, Gauti B. 1 items
Eisenbach, Thomas M. 1 items
Eisfeldt, Andrea L. 1 items
Emmons, William R. 1 items
Engel, Charles 1 items
Engstrom, Eric 1 items
Engstrom, Eric C. 1 items
Erce, Aitor 1 items
Eufinger, Christian 1 items
Fecht, Falko 1 items
Ferrero, Andrea 1 items
Foley-Fisher, Nathan 1 items
Fornaro, Luca 1 items
Francis, Neville 1 items
Fuhrer, Jeffrey C. 1 items
Fujiwara, Ippei 1 items
Galvao, Ana Beatriz 1 items
Garcia, Daniel I. 1 items
Gardner, Benjamin 1 items
Garga, Vaishali 1 items
Gavazza, Alessandro 1 items
Gilbert, Thomas 1 items
Glancy, David P. 1 items
Glick, Reuven 1 items
Glover, Andrew 1 items
Goldberg, Jonathan 1 items
Goodman, Laurie 1 items
Graczyk, Andrew 1 items
Grant, Everett 1 items
Greenwald, Daniel L. 1 items
Grishchenko, Olesya V. 1 items
Grisse, Christian 1 items
Groen, Jan J. J. 1 items
Gupta, Abhi 1 items
Güntner, Jochen 1 items
Haas, Jacob 1 items
Haddad, Valentin 1 items
Hall, George J. 1 items
Hamilton, James D. 1 items
Hanson, Andrew 1 items
Hayashi, Fumiko 1 items
Henderson, Christopher 1 items
Higgins, Patrick C. 1 items
Howes, Cooper 1 items
Hubbard, R. Glenn 1 items
Huo, Zhen 1 items
Ikeda, Daisuke 1 items
Inghelbrecht, Koen 1 items
Ionescu, Felicia 1 items
Jackson, Laura E. 1 items
Jackson, William E. 1 items
Jahan-Parvar, Mohammad 1 items
James, Harold 1 items
Jiao, Yang 1 items
Joaquim, Gustavo 1 items
Joergensen, Kasper 1 items
Jovanovic, Boyan 1 items
Jung, Hyeyoon 1 items
Kadyrzhanova, Dalida 1 items
Kahn, James A. 1 items
Kamber, Gunes 1 items
Karabarbounis, Loukas 1 items
Karabarbounis, Marios 1 items
Kashyap, Anil K. 1 items
Kavoussi, Cullen 1 items
Kay, Benjamin S. 1 items
Keane, Frank M. 1 items
Keating, John W. 1 items
Kekre, Rohan 1 items
Kelley, David 1 items
Kirk, Adam 1 items
Knoll, Katharina 1 items
Koch, Christoffer 1 items
Kolasa, Marcin 1 items
Kollmann, Robert 1 items
Krainer, John 1 items
Kuttner, Kenneth N. 1 items
Kuvshinov, Dmitry 1 items
LaBriola, Joe 1 items
Lang, William W. 1 items
Larkin, Kieran 1 items
Laubach, Thomas 1 items
LeRoy, Stephen F. 1 items
Leduc, Sylvain 1 items
Lee, Donggyu 1 items
Lee, Michael Junho 1 items
Lee, Stephen M. 1 items
Legal, Diego 1 items
Lewis, Daniel J. 1 items
Leykov, Alexey 1 items
Li, Erica X. N. 1 items
Li, Pearl 1 items
Lincoln, William F. 1 items
Liu, Emily 1 items
Lopez, Pier 1 items
Lorenzoni, Guido 1 items
Lorusso, Marco 1 items
Loutskina, Elena 1 items
Lubik, Thomas A. 1 items
Lucca, David O. 1 items
Luengo-Prado, Maria Jose 1 items
Lunsford, Kurt Graden 1 items
Ma, Sai 1 items
Maccini, Louis J. 1 items
Macnamara, Patrick 1 items
Madar, Laurel 1 items
Marcet, Albert 1 items
Markiewicz, Agnieszka 1 items
Martin, Alex 1 items
Martinez-Garcia, Enrique 1 items
Massimiliano, Marcellino 1 items
Matschke, Johannes 1 items
McCallum, Andrew H. 1 items
Meldrum, Andrew C. 1 items
Midrigan, Virgiliu 1 items
Miller, David S. 1 items
Minoiu, Camelia 1 items
Mitchell, James 1 items
Mitchener, Kris James 1 items
Moen, Jon R. 1 items
Mojon, Benoit 1 items
Molloy, Linsey 1 items
Mongey, Simon 1 items
Monnet, Cyril 1 items
Montoriol-Garriga, Judit 1 items
Morais, Bernardo 1 items
Morelli, Juan M. 1 items
Moszkowski, Erica 1 items
Mouabbi, Sarah 1 items
Mueller, Philippe 1 items
Murphy, Daniel P. 1 items
Nakata, Taisuke 1 items
Narajabad, Borghan N. 1 items
Nattinger, Michael 1 items
Netto, Felipe 1 items
Neuhann, Daniel 1 items
Noble, Adam I. 1 items
Nuguer, Victoria 1 items
Oet, Mikhail V. 1 items
Ong, Stephen J. 1 items
Ongena, Steven 1 items
Orlik, Anna 1 items
Ornelas, José Renato Haas 1 items
Otrok, Christopher 1 items
Owen, Ann L. 1 items
Owyang, Michael T. 1 items
Palia, Darius N. 1 items
Pastorino, Elena 1 items
Patel, Ketan B. 1 items
Pelin, Serra 1 items
Perez, Ander 1 items
Pesaran, M. Hashem 1 items
Pesenti, Paolo 1 items
Peydro, Jose Luis 1 items
Phelan, Gregory 1 items
Pierri, Nicola 1 items
Plosser, Matthew 1 items
Poon, Aubrey 1 items
Potter, Simon M. 1 items
Prasad, Eswar S. 1 items
Prati, Alessandro 1 items
Preston, Bruce 1 items
Priebsch, Marcel A. 1 items
Qian, Charles 1 items
Rappoport, David E. 1 items
Ratnovski, Lev 1 items
Ravikumar, B. 1 items
Rebucci, Alessandro 1 items
Renne, Jean-Paul 1 items
Richardson, Gary 1 items
Richter, Björn 1 items
Rigobon, Roberto 1 items
Rigon, Lorenzo 1 items
Ruiz-Ortega, Claudia 1 items
Sack, Brian P. 1 items
Sarte, Pierre-Daniel G. 1 items
Schlusche, Bernd 1 items
Schwartzman, Felipe 1 items
Searls, Seth 1 items
show more (495)
show less
FILTER BY Jel Classification
G21 118 items
E32 114 items
E52 107 items
G12 85 items
E43 82 items
E58 63 items
G01 45 items
E21 31 items
G32 31 items
G28 26 items
F41 25 items
G15 22 items
C32 20 items
G11 19 items
E37 18 items
E42 18 items
E51 18 items
E24 17 items
E22 16 items
E47 16 items
F34 16 items
G18 16 items
F42 15 items
E31 14 items
D31 13 items
E23 13 items
G14 13 items
D83 11 items
F31 11 items
F32 11 items
G10 11 items
G20 11 items
G23 11 items
C11 10 items
C55 10 items
E50 10 items
F44 10 items
G33 10 items
C53 9 items
D53 9 items
N20 9 items
D58 8 items
E30 8 items
E61 8 items
F33 8 items
F36 8 items
D52 7 items
E60 7 items
E62 7 items
G24 7 items
E63 6 items
G1 6 items
K35 6 items
L11 6 items
N10 6 items
N21 6 items
N22 6 items
R21 6 items
C68 5 items
C78 5 items
D82 5 items
D84 5 items
D91 5 items
E01 5 items
E12 5 items
F30 5 items
F40 5 items
G13 5 items
G34 5 items
H63 5 items
N11 5 items
O41 5 items
O47 5 items
C13 4 items
C63 4 items
D24 4 items
E4 4 items
E40 4 items
F45 4 items
G00 4 items
G30 4 items
J64 4 items
Q43 4 items
C14 3 items
C33 3 items
C38 3 items
C51 3 items
C58 3 items
D60 3 items
D62 3 items
D80 3 items
D81 3 items
E10 3 items
E20 3 items
E27 3 items
E6 3 items
F62 3 items
J20 3 items
L25 3 items
N12 3 items
O16 3 items
C54 2 items
C81 2 items
C82 2 items
C88 2 items
D43 2 items
D85 2 items
E13 2 items
E59 2 items
E66 2 items
F10 2 items
F65 2 items
G17 2 items
G2 2 items
G51 2 items
H12 2 items
J23 2 items
J63 2 items
O40 2 items
O43 2 items
Q54 2 items
R31 2 items
A12 1 items
C1 1 items
C15 1 items
C22 1 items
C23 1 items
C24 1 items
C30 1 items
C31 1 items
C43 1 items
C52 1 items
D14 1 items
D22 1 items
D51 1 items
D61 1 items
D8 1 items
E14 1 items
E17 1 items
E3 1 items
E41 1 items
E53 1 items
E65 1 items
F00 1 items
F11 1 items
F13 1 items
F21 1 items
F23 1 items
F3 1 items
F37 1 items
F43 1 items
F55 1 items
G19 1 items
G22 1 items
G3 1 items
G31 1 items
G35 1 items
G38 1 items
H21 1 items
H24 1 items
H43 1 items
H56 1 items
H57 1 items
J2 1 items
J24 1 items
J30 1 items
J31 1 items
J38 1 items
J41 1 items
K12 1 items
K22 1 items
L13 1 items
L14 1 items
M20 1 items
M21 1 items
N2 1 items
N32 1 items
O24 1 items
O30 1 items
O31 1 items
O33 1 items
O53 1 items
Q20 1 items
Q35 1 items
show more (180)
show less
FILTER BY Keywords
monetary policy 55 items
financial frictions 24 items
COVID-19 21 items
liquidity 21 items
business cycles 16 items
financial crisis 16 items
Great Recession 14 items
Bankruptcy 12 items
bank lending 12 items
leverage 12 items
quantitative easing 12 items
Financial Distress 11 items
Financial crises 11 items
asset prices 10 items
Default 9 items
financial stability 9 items
Banking 8 items
Debt 8 items
Mortgage 8 items
misallocation 8 items
credit card debt 8 items
firm dynamics 8 items
Consumption 7 items
Delinquency 7 items
Learning 7 items
DSGE models 7 items
Financial shocks 7 items
Interest rates 7 items
collateral constraints 7 items
heterogeneous firms 7 items
Foreclosure 6 items
Treasury securities 6 items
financial intermediation 6 items
household debt 6 items
zombie firms 6 items
Bank runs 6 items
Bargaining 6 items
Consumer credit 6 items
Credit 6 items
Credit crunch 6 items
Employment 6 items
Inequality 6 items
Macroprudential policy 6 items
Unconventional monetary policy 6 items
evergreening 6 items
investment 6 items
Forward guidance 6 items
emerging markets 6 items
Banks 5 items
Federal Reserve System 5 items
Incomplete markets 5 items
Recession 5 items
federal funds rates 5 items
Capital requirements 5 items
Convenience yields 5 items
Credit constraints 5 items
Credit supply 5 items
Search 5 items
adverse selection 5 items
banking panics 5 items
collateral 5 items
excess bond premium 5 items
exchange rates 5 items
money markets 5 items
repo 5 items
shadow banking 5 items
asset pricing 5 items
Agency securities 4 items
Geography 4 items
Great Moderation 4 items
Large-Scale Asset Purchases (LSAP) 4 items
Over-the-counter market 4 items
Sovereign default 4 items
TIPS 4 items
Treasury bond short interest 4 items
Welfare 4 items
bond risk premia 4 items
global financial cycle 4 items
interbank markets 4 items
local projections 4 items
public debt 4 items
systemic risk 4 items
Consumer bankruptcy 4 items
Financial markets 4 items
Lending Channel 4 items
Survey Forecasts 4 items
Unemployment 4 items
contagion 4 items
federal funds market 4 items
financial conditions 4 items
Bank Profitability 3 items
Bank regulation 3 items
Bayesian VARs 3 items
Bayesian methods 3 items
Credit Card 3 items
Fed funds market 3 items
Federal Reserve 3 items
Heterogeneous agents 3 items
Home ownership 3 items
Liquidity requirements 3 items
Liquidity trap 3 items
Ricardian equivalence 3 items
Startup rates 3 items
Structural breaks 3 items
Sufficient statistics 3 items
Syndicated loans 3 items
U.S. monetary policy spillovers 3 items
Yield curve 3 items
financial fragility 3 items
heterogeneity 3 items
inflation 3 items
interbank networks 3 items
internal capital markets 3 items
international finance 3 items
liquidity risk 3 items
monetary policy transmission 3 items
mortgage finance 3 items
mortgages 3 items
risk premia 3 items
stochastic volatility 3 items
zero lower bound 3 items
zombie lending 3 items
Asymmetric Information 3 items
Bank Credit 3 items
Business cycle 3 items
Credit easing 3 items
Effective lower bound 3 items
bank loans 3 items
bubbles 3 items
call loan rate 3 items
credit channel 3 items
event study 3 items
fiscal policy 3 items
Agency costs 2 items
Banking conditions 2 items
Bayesian VAR 2 items
Bayesian estimation 2 items
Belief-driven business cycles 2 items
Beliefs 2 items
CDS 2 items
CGE models 2 items
Capital Reallocation 2 items
Chinese economy 2 items
Collateral channel 2 items
Covered interest rate parity 2 items
Credit Spreads 2 items
ELB 2 items
Endogenous security markets 2 items
Equity and bond yields 2 items
Equity premium 2 items
European crisis 2 items
Financial constraints 2 items
Fire sales 2 items
Firm heterogeneity 2 items
Forecasting 2 items
Great Inflation 2 items
Identification 2 items
Immoderation 2 items
Information asymmetry 2 items
International spillovers 2 items
Lending standards 2 items
Liquidity traps 2 items
Macroeconomic volatility 2 items
Minnesota Prior 2 items
Money 2 items
National Banking system 2 items
Negative Interest Rates 2 items
Optimal monetary policy 2 items
Present bias 2 items
Price discovery 2 items
Reallocation 2 items
Sovereign debt crises 2 items
Structural VAR 2 items
Structural shocks 2 items
TRACE 2 items
Temptation and self-control 2 items
Term Premium 2 items
Term Structure of Interest Rates 2 items
Uncertainty 2 items
Uncertainty shocks 2 items
Volatility 2 items
World Interest Rate 2 items
agency mortgage-backed securities 2 items
aggregate fluctuations 2 items
ambiguity aversion 2 items
asset purchases 2 items
bank 2 items
bank closures 2 items
bargaining shocks 2 items
corporate debt 2 items
currency premium 2 items
debt crisis 2 items
economic development 2 items
economic reform 2 items
endogenous TFP 2 items
expectation formation 2 items
financial development 2 items
financial market frictions 2 items
financial spillovers 2 items
firm debt 2 items
foreign debt 2 items
global 2 items
global banks 2 items
global financial risk 2 items
haircut 2 items
historical narrative 2 items
house prices 2 items
housing 2 items
housing boom 2 items
housing prices 2 items
inflation expectations 2 items
inflation risk premium 2 items
input-output linkages 2 items
intermediary asset pricing 2 items
international business cycles 2 items
investment banking 2 items
liquidity premium 2 items
macro-finance 2 items
macroeconomic announcements 2 items
macroprudential regulations 2 items
monetary policy shocks 2 items
natural rate of interest 2 items
net interest margins 2 items
nominal rigidities 2 items
optimal contracting 2 items
over-the-counter 2 items
pandemics 2 items
quantitative tightening 2 items
rational bubbles 2 items
real estate 2 items
recessions 2 items
repurchase agreements 2 items
reserves 2 items
return predictability 2 items
risk 2 items
runs 2 items
securities dealers 2 items
securities lending 2 items
securitization 2 items
sovereign bonds 2 items
sovereign defaults 2 items
spillovers 2 items
sudden stops 2 items
term premiums 2 items
term structure modeling 2 items
threshold effects 2 items
time-varying uncertainty 2 items
transmission 2 items
tri-party repos 2 items
wholesale funding 2 items
yield curves 2 items
Balance Sheet Policy 2 items
Bank Capital 2 items
Bond Return Predictability 2 items
Borrowing Constraint 2 items
Borrowing Constraints 2 items
Central Bank Communication 2 items
Company Level Matching 2 items
Federal Funds Futures 2 items
Adaptive expectations 1 items
Aggregate matching efficiency 1 items
Anchoring of inflation expectations 1 items
Animal spirits 1 items
Asset directed search 1 items
Asset price 1 items
Asset price volatility 1 items
Asset return predictability 1 items
Bailouts 1 items
Balance sheet management 1 items
Balance sheet policy surprises 1 items
Balance sheet recession 1 items
Bank and nonbank financial institutions 1 items
Bank concentration 1 items
Bank credit allocation 1 items
Bank financial position 1 items
Bank financial soundness 1 items
Bank lending channel 1 items
Bank leverage 1 items
Bank losses 1 items
Bank risk 1 items
Bank size distribution 1 items
Bank valuation 1 items
Banking industry dynamics 1 items
Banking panic 1 items
Bayesian maximum likelihood 1 items
Big Data 1 items
Bilateral matching 1 items
Bond term premium 1 items
Borrowing premia 1 items
Breakeven 1 items
Bretton Woods II 1 items
Broker-dealers 1 items
Business Cycle Fluctuations 1 items
CMBS 1 items
Capital 1 items
Capital Controls 1 items
Capital Search 1 items
Capital flow management 1 items
Capital flows 1 items
Capital structure 1 items
Capital tax 1 items
Central Banking 1 items
Central bank lending authority 1 items
Changes in cyclical volatilities 1 items
China 1 items
Climate 1 items
Cointegration 1 items
Collateralized loan obligations 1 items
Commercial and industrial loans 1 items
Commercial loans 1 items
Commercial real estate 1 items
Commodity prices 1 items
Constant conditional correlation model. 1 items
Consumer Debt 1 items
Convenience Yield 1 items
Convergence 1 items
Corporate bond market 1 items
Corporate intangible capital 1 items
Corporate investment 1 items
Corporate profits 1 items
Cost Of Capital 1 items
Costly state verification 1 items
Credit Cycles 1 items
Credit Default Swaps 1 items
Credit Lines 1 items
Credit Reallocation 1 items
Credit channel of monetary policy 1 items
Credit frictions 1 items
Credit market segmentation 1 items
Credit policies 1 items
Credit risk 1 items
Credit standards 1 items
Credit-market sentiment 1 items
Cross-Sectional 1 items
Cross-Sectional Skewness 1 items
Cross-country analysis 1 items
Currency misalignments 1 items
Currency options 1 items
Current account 1 items
Current account adjustment 1 items
DSGE Model 1 items
Debt dilution 1 items
Debt maturity 1 items
Default Risk 1 items
Deflation floor 1 items
Density Forecasts 1 items
Directed search 1 items
Disaster Probability 1 items
Dividend policy 1 items
Dollar convenience yield 1 items
Dollarization 1 items
Downside risk 1 items
Dynamic Factor Models 1 items
Dynamic Financial Oligopoly 1 items
Dynamic Stochastic General Equilibrium (DSGE) models 1 items
Dynamic Term Structure Model 1 items
Dynamic factor model 1 items
Economic Research 1 items
Endogenous Borrowing Constraints 1 items
Endogenous Collateral Constraints 1 items
Endogenous Dispersion of rmsTFP 1 items
Endogenous Financial Markups 1 items
Endogenous Total Factor Productivity 1 items
Entry 1 items
Equity prices 1 items
Equity risk premium 1 items
Euro area 1 items
European debt crisis 1 items
Excess Volatility 1 items
Exchange rate 1 items
Exit 1 items
Expectations 1 items
Expected inflation 1 items
Exporter Behavior 1 items
Exports 1 items
External instruments 1 items
FAVAR 1 items
FX risk management 1 items
Factor rotations 1 items
Fed balance sheet 1 items
Federal Reserve Bank of St. Louis 1 items
Federal funds rate 1 items
FinTech 1 items
Finance 1 items
Financial Accelerator 1 items
Financial Channel 1 items
Financial markets and the macro economy 1 items
Financial variables 1 items
Firm borrowing constraints 1 items
Firms 1 items
Flight to Liquidity 1 items
Flight to Quality 1 items
Flight-to-safety 1 items
Fore- closure 1 items
Forecasting error variance 1 items
Forecasts 1 items
Foreclosures 1 items
Foreign exchange rate hedge 1 items
Foreign reserves 1 items
Forward 1 items
Fragmented Markets 1 items
GARCH 1 items
GDP 1 items
GDP growth target 1 items
Global Warming 1 items
show more (495)
show less