Staff Reports

Technical working papers intended for publication in leading finance and economics journals. The Research Papers series predated StaffReports and was discontinued in 1998. Both series are available only online.
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2014 Staff Reports

The FRBNY Staff Underlying Inflation Gauge: UIG
Marlene Amstad, Simon Potter, and Robert Rich
April  Number 672

A Primer on the GCF Repo® Service
Paul Agueci, Leyla Alkan, Adam Copeland, Isaac Davis, Antoine Martin, Kate Pingitore, Caroline Prugar, and Tyisha Rivas
April  Number 671

Gates, Fees, and Preemptive Runs
Marco Cipriani, Antoine Martin, Patrick McCabe, and Bruno M. Parigi
April  Number 670

Lights, Camera,...Income! Estimating Poverty Using National Accounts, Survey Means, and Lights
Maxim Pinkovskiy and Xavier Sala-i-Martin
April  Number 669

Measuring Student Debt and Its Performance
Donghoon Lee, Wilbert van der Klaauw, Andrew Haughwout, Meta Brown, and Joelle Scally
April  Number 668

LIBOR: Origins, Economics, Crisis, Scandal, and Reform
David Hou and David Skeie
March  Number 667

Bank Holding Company Dividends and Repurchases during the Financial Crisis
Beverly Hirtle
March  Number 666

Arbitrage-free Affine Models of the Forward Price of Foreign Currency
J. Benson Durham
February  Number 665

Financial Stability Policies for Shadow Banking
Tobias Adrian
February  Number 664

The Capital and Loss Assessment under Stress Scenarios (CLASS) Model
Beverly Hirtle, Anna Kovner, James Vickery, and Meru Bhanot
February  Number 663