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: | |||
2014
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Macroeconomics and Growth |
Stefania Albanesi “Maternal Health and the Baby Boom,” with Claudia Olivetti. Quantitative Economics 5, no. 2 (July): 225-69. |
Domenico Giannone “Short-Term Inflation Projections: A Bayesian Vector Autoregressive Approach,” with Michele Lenza, Daphne Momferatou, and Luca Onorante. International Journal of Forecasting 30, no. 3 (July-September): 635-44. |
Marc Giannoni “Optimal Interest Rate Rules and Inflation Stabilization versus Price-Level Stabilization.”Journal of Economic Dynamics and Control 41, April: 110-29. |
Argia Sbordone “The Macroeconomics of Trend Inflation,” with Guido Ascari. Journal of Economic Literature 52, no. 3 (September): 679-739. |
International |
Mary Amiti “Importers, Exporters, and Exchange Rate Disconnect,” with Oleg Itshoki and Josef Konings. American Economic Review 104, no. 7 (July): 1942-78. |
Jan Groen “Discussion on Forecasting Commodity Price Indexes Using Macroeconomic and Financial Predictors.” International Journal of Forecasting 30, no. 3 (July-September): 844-6. Read the full text in ScienceDirect›› ![]() |
Andrea Tambalotti “The Effects of the Saving and Banking Glut on the U.S. Economy,” with Giorgio Primiceri and Alejandro Justiniano. Journal of International Economics 92, suppl. 1 (April): S52-S67. Papers presented at the Thirty-Sixth Annual NBER International Seminar on Macroeconomics. Read the full text in ScienceDirect›› ![]() |
Microeconomics |
Jaison Abel “Skills across the Urban-Rural Hierarchy,” with Todd M. Gabe and Kevin Stolarick. Growth and Change 45, no. 4 (December): 499-517. |
Rajashri Chakrabarti “Incentives and Responses under No Child Left Behind: Credible Threats and the Role of Competition.” Journal of Public Economics 110, February: 124-46. |
Adam Copeland “Intertemporal Substitution and New Car Purchases.” RAND Journal of Economics 45, no. 3 (Fall): 624-44. |
Giacomo De Giorgi “Understanding Social Interactions: Evidence from the Classroom,” with Michele Pellizzari. Economic Journal 124, no. 579 (September): 917-53. |
Andreas Fuster “The Endowment Effect,” with Keith M. Marzilli Ericson. Annual Review of Economics 6, August: 555-79. |
Andrew Haughwout and Wilbert van der Klaauw “Land Use Regulation and Welfare,” with Matthew A. Turner. Econometrica 82, no. 4 (July): 1341-1403. |
Maxim Pinkovskiy “Africa Is on Time,” with Xavier Sala-i-Martin. Journal of Economic Growth 19, no. 3 (September): 311-38. |
Benjamin Pugsley “Are Household Surveys Like Tax Forms? Evidence from Income Underreporting of the Self-Employed,” with Erik Hurst and Geng Li. Review of Economics and Statistics 96, no. 1 (March): 19-33. |
Ayşegül Şahin and Giorgio Topa “Mismatch Unemployment,” with Joseph Song and Giovanni L. Violante. American Economic Review 104, no. 11 (November): 3529-64. |
Basit Zafar “Do We Follow Others When We Should outside the Lab? Evidence from the AP Top 25,” with Daniel F. Stone. Journal of Risk and Uncertainty 49, no. 1 (August): 73-102. |
Banking and Finance |
Tobias Adrian “Financial Intermediaries and the Cross-Section of Asset Returns,” with Erkko Etula and Tyler Muir. Journal of Finance 69, no. 6 (December): 2557-96. |
“Procyclical Leverage and Value-at-Risk,” with Hyun Song Shin. Review of Financial Studies 27, no. 2 (February): 373-403. |
Tobias Adrian, Adam Copeland, and Antoine Martin “Repo and Securities Lending,” with Brian Begalle.In Markus K. Brunnermeier and Arvind Krishnamurthy, eds., Risk Topography: Systemic Risk and Macro Modeling: 131-48. NBER conference volume. Chicago: University of Chicago Press. |
Dong Beom Choi “Heterogeneity and Stability: Bolster the Strong, Not the Weak.” Review of Financial Studies 27, no. 6 (April): 1830-67. |
Nicola Cetorelli “Surviving Credit Market Competition.” Economic Inquiry 52, no. 1 (January): 320-40. |
Marco Cipriani “Estimating a Structural Model of Herd Behavior in Financial Markets,” with Antonio Guarino. American Economic Review 104, no. 1 (January): 224-51. |
Adam Copeland and Antoine Martin “Repo Runs: Evidence from the Tri-Party Repo Market,” with Michael Walker. Journal of Finance 69, no. 6 (December): 2343-80. |
Stefano Eusepi “When Does Determinacy Imply E-Stability?” with James Bullard. International Economic Review 55, no. 1 (February): 1-22. |
Rodney Garratt “The Role of Counterparty Risk in CHAPS Following the Collapse of Lehman Brothers,” with Evangelos Benos and Peter Zimmerman. International Journal of Central Banking, December: 143-71. |
“The Great Entanglement: The Contagious Capacity of the International Banking Network Just before the 2008 Crisis,” with Lavan Mahadeva and Katsiaryna Svirydenska. Journal of Banking and Finance 49, December: 367-85. |
David Lucca “Inconsistent Regulators: Evidence from Banking,” with Sumit Agarwal, Amit Seru, and Francesco Trebbi. Quarterly Journal of Economics 129, no. 2 (May): 889-938. Read the full text in ScienceDirect›› ![]() |
“The Revolving Door and Worker Flows in Banking Regulation,” with Amit Seru and Francesco Trebbi.
Journal of Monetary Economics 65, July: 17-32. Proceedings of A Century of Money, Banking, and Financial Instability, Carnegie-Rochester-NYU Conference Series on Public Policy. Read the full text in ScienceDirect›› ![]() |
Antoine Martin “The Fragility of Short-Term Secured Funding Markets,” with David Skeie and Ernst Ludwig Von Thadden. Journal of Economic Theory 149, January: 15-42. |
“Repo Runs,” with Ernst-Ludwig Von Thadden. Review of Financial Studies 27, no. 4 (April): 957-89. |
Donald Morgan and Stavros Peristiani “The Information Value of the Stress Test and Bank Opacity,” with Vanessa Savino. Journal of Money, Credit, and Banking 46, no. 7 (October): 1479-1500. |
João Santos “Banks’ Liquidity and the Cost of Liquidity to Corporations,” with Vitaly Bord. Journal of Money, Credit, and Banking, suppl. 1 (February): 13-45. |
“Do Banks Propagate Debt Market Shocks?” with Galina Hale. Journal of Financial and Economic Policy 6, no. 3 (April): 270-310. |
“The Introduction of Market-Based Pricing in Corporate Lending,” with Ivan Ivanov and Thu Vo. Journal of Financial Perspectives 2, no. 1 (March): 155-59. |
Ernst Schaumburg “A Closer Look at the Short-Term Return Reversal,” with Zhi Da and Qianqiu Liu. Management Science 60, no. 3 (March): 658-74. |
“A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity,” with Torben Andersen and Dobrislav Dobrev. Econometric Theory 30, no. 1 (February): 3-59. |
Quantitative Methods |
Richard Crump “Bootstrapping Density-Weighted Average Derivatives,” with Matias Cattaneo and Michael Jansson. Econometric Theory 30, no. 6 (December): 1135–64. |
“Small Bandwidth Asymptotics for Density-Weighted Average Derivatives,” with Matias Cattaneo and Michael Jansson. Econometric Theory 30, no. 1 (February): 176-200. |
Marco Del Negro “Rare Shocks, Great Recessions,” with Vasco Cúrdia and Daniel Greenwald. Journal of Applied Econometrics 29, no. 7 (November-December): 1031-52. |