Members of the Research and Statistics Group publish in a wide range of economic and finance journals, conference volumes, and scholarly books. |
Browse outside journals: | |||
2005
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Macroeconomics and Growth |
Arturo Estrella "Productivity, Monetary Policy, and Financial Indicators." In Investigating the Relationship between the Financial and Real Economy, 166-76. BIS Papers, no. 22, April. |
"Why Does the Yield Curve Predict Output and Inflation?" Economic Journal 115, no. 505 (July): 722-44. |
"The Yield Curve and Recessions." International Economy, summer:8-9,38. |
Stefano Eusepi "The Design of Monetary and Fiscal Policy: A Global Perspective" with JessBenhabib. Journal of Economic Theory123, no.1 (July):40-73. Read the full text in ScienceDirect›› |
"Did the Great Inflation Occur despite Policymaker Commitment to a Taylor Rule?" with JamesBullard. Review of Economic Dynamics8, no.2 (April):324-59. Read the full text in ScienceDirect›› |
Andrew F. Haughwout "Evidence from Real Estate Markets of the Long-Term Impact of 9/11 on the New York City Economy." In Howard Chernick, ed., Resilient City: The Economic Impact of 9/11, 97-121. New York: Russell Sage Foundation. |
Charles Himmelberg "Do Stock Price Bubbles Influence Corporate Investment?" with SimonGilchrist and GurHuberman. Journal of Monetary Economics52, no.4 (May): 805-27. Read the full text in ScienceDirect›› |
Amartya Lahiri "A Two-Country Model of Endogenous Growth," with RogerE. Farmer. Review of Economic Dynamics 8, no. 1 (January): 68-88. Read the full text in ScienceDirect›› |
Antoine Martin "Heterogeneity, Redistribution, and the Friedman Rule," with Joydeep Bhattacharya and JosephH. Haslag. International Economic Review46, no.2 (May): 437-54. Read the full text in JSTOR›› |
Argia Sbordone "Do Expected Future Marginal Costs Drive Inflation Dynamics?" Journal of Monetary Economics52, no.6 (September): 1183-97. Read the full text in ScienceDirect›› |
Charles Steindel "Future Public Debt Accumulation and Saving in the United States." In Daniele Franco, ed., Public Debt. Rome: Bank of Italy. |
Kevin Stiroh "Growth of U.S. Industries and Investments in Information Technology and Higher Education," with Dale W. Jorgenson and MunS.Ho. In Carol Corrado, John Haltiwanger, and Daniel Sichel, eds., Measuring Capital in the New Economy, 403-72. NBER conference volume. Chicago: University of Chicago Press. |
Information Technology and the American Growth Resurgence, with DaleW.Jorgenson and MunS.Ho. Vol. 3 of Productivity. Cambridge, Mass.: MITPress. |
International |
Christian Broda |
Linda Goldberg |
James Harrigan |
"Lost Decade in Translation: Did the United States Learn from Japan's Post-Bubble Mistakes?" with Kenneth N. Kuttner. In Takatoshi Ito, Hugh Patrick, and David E. Weinstein, eds., Reviving Japan's Economy: Problems and Prescriptions, 79-106. Cambridge, Mass.: MIT Press. |
"Tight Clothing: How the MFA Affects Asian Apparel Exports," with CarolynL.Evans. In TakatoshiIto and AndrewK.Rose, eds., International Trade in East Asia, 367-90. NBER conference volume. Chicago: University of Chicago Press. |
Paolo Pesenti |
Cédric Tille |
Microeconomics |
Ayşegül Şahin |
"Repeated Moral Hazard with Persistence," with Toshihiko Mukoyama. Economic Theory25, no.4 (June): Read the full text in JSTOR›› |
Banking and Finance |
Adam Ashcraft |
Morten Bech |
"Systemic Risk in a Netting System Revisited," with Kimmo Soramaki. In Harry Leinonen, ed. Liquidity, Risks, and Speed in Payment and Settlement Systems—A Simulation Approach, |
Michele Braun |
Astrid Dick |
Michael Fleming "U.S. Treasury and Agency Securities," with Frank J. Fabozzi. In Frank J. Fabozzi, ed., The Handbook of Fixed Income Securities, 7thed., 229-50. New York: McGraw-Hill. |
Michael Fleming and Kenneth Garbade "Anomalous Bidding in Short-Term Treasury Bill Auctions," with Frank Keane. Journal of Financial Research 28, no. 2 (summer): 165-76. |
Charles Himmelberg "Assessing High House Prices: Bubbles, Fundamentals, and Misperceptions," with Christopher Mayer and Todd Sinai. Journal of Economic Perspectives19, no.4 (fall): 67-92. Read the full text in JSTOR›› |
Antoine Martin "Recent Evolution of Large-Value Payment Systems: Balancing Liquidity and Risk." Federal Reserve Bank of Kansas City Economic Review 90, no. 1 (first quarter): 33-57. |
James McAndrews "Money Is Privacy," with CharlesM.Kahn and WilliamRoberds. International Economic Review46, no.2 (May): 377-99. |
Hamid Mehran "Regulatory Incentives and Consolidation: The Case of Commercial Bank Mergers and the Community Reinvestment Act," with Raphael Bostic, Anna L. Paulson, and Marc Saidenberg. B.E. Journals in Economic Analysis and Policy 5, no. 1 (March): 1-27. |
João Santos |
"Banking and Commerce: A Liquidity Approach," with Joseph Haubrich. Journal of Banking and Finance 29, no.2 (February): |
Asani Sarkar "An Empirical Analysis of Stock and Bond Market Liquidity," with Tarun Chordia and Avanidhar Subrahmanyam. Review of Financial Studies 18, no.1 (spring): 85-129. |
Til Schuermann "Capital Regulation for Position Risk in Banks, Securities Firms, and Insurance Companies," with Richard Herring. In HalS.Scott, ed., Capital Adequacy beyond Basel: Banking, Securities, and Insurance: 15-86. Oxford: Oxford University Press. |
"Deposit Insurance and Risk Management of the U.S. Banking System: What Is the Loss Distribution Faced by the FDIC?" with Andrew Kuritzkes and ScottM. Weiner. Journal of Financial Services Research27, no.3 (September): 217-42. |
"A Review of Recent Books on Credit Risk." Journal of Applied Econometrics 20, no. 1 (January-February): 123-30. |
"What Do We Know about Loss given Default?" In Edward I. Altman, Andrea Resti, and Andrea Sironi, eds., Recovery Risk: The Next Challenge in Credit Risk Management, 3-24. London: Risk Publications. |
Zhenyu Wang "A Shrinkage Approach to Model Uncertainty and Asset Allocation." Review of Financial Studies 18, no. 2 (summer): 673-705. |
George Zanjani "Insurance, Self-Protection, and the Economics of Terrorism," with Darius Lakdawalla. Journal of Public Economics 89, no. 9-10 (September): 1891-905. Read the full text in ScienceDirect›› |
Quantitative Methods |
Simon Potter |
Robert Rich, Jason Bram, Andrew Haughwout, and James Orr "Using Regional Economic Indexes to Forecast Tax Bases: Evidence from New York," with RaeRosen and RebeccaSela. Review of Economics and Statistics87, no.4 (November): 627-34. |