| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Look at Inflation in Recent Years through the Lens of a Macroeconomic Model |
0 |
1 |
7 |
36 |
2 |
5 |
25 |
50 |
| A Quantitative Analysis of Bank Lending Relationships |
0 |
0 |
1 |
25 |
4 |
9 |
28 |
78 |
| A Quantitative Analysis of Countercyclical Capital Buffers |
0 |
0 |
0 |
66 |
2 |
2 |
31 |
258 |
| A quantitative analysis of the countercyclical capital buffer |
1 |
4 |
5 |
39 |
4 |
10 |
31 |
81 |
| An Empirical Analysis of the Cost of Borrowing |
0 |
0 |
9 |
15 |
8 |
15 |
79 |
102 |
| Artificial Intelligence and Inflation Forecasts |
0 |
1 |
6 |
68 |
6 |
13 |
137 |
273 |
| Back-of-the-Envelope Estimates of Next Quarter’s Unemployment Rate |
0 |
0 |
1 |
2 |
2 |
3 |
8 |
13 |
| Central Bank Interventions, Demand for Collateral, and Sovereign Borrowing Costs |
0 |
1 |
1 |
69 |
3 |
9 |
21 |
274 |
| Commercial Real Estate Exposure and Bank Stock Returns |
0 |
0 |
0 |
9 |
0 |
0 |
9 |
18 |
| Corporate Bond Spreads and the Pandemic |
0 |
0 |
0 |
6 |
10 |
11 |
17 |
25 |
| Corporate Bond Spreads and the Pandemic II: Heterogeneity across Sectors |
0 |
0 |
0 |
0 |
2 |
3 |
10 |
10 |
| Corporate Bond Spreads and the Pandemic III: Variance across Sectors and Firms |
0 |
0 |
0 |
0 |
4 |
6 |
12 |
13 |
| Corporate Bond Spreads and the Pandemic IV: Liquidity Buffers |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
12 |
| Credit Spreads during the Financial Crisis and COVID-19 |
0 |
0 |
1 |
6 |
5 |
5 |
10 |
18 |
| Credit and Liquidity Policies during Large Crises |
0 |
0 |
0 |
57 |
1 |
3 |
19 |
105 |
| Dissecting the Great Retirement Boom |
0 |
1 |
4 |
9 |
2 |
4 |
24 |
33 |
| Domestic Debt Before and After the Pandemic Recession |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
10 |
| EBITDA Add-backs in Debt Contracting: A Step Too Far? |
0 |
0 |
6 |
15 |
7 |
19 |
51 |
96 |
| Evergreening |
0 |
0 |
0 |
10 |
6 |
13 |
24 |
49 |
| Evergreening |
1 |
2 |
3 |
120 |
5 |
9 |
30 |
281 |
| Excess Retirements Continue despite Ebbing COVID-19 Pandemic |
0 |
0 |
0 |
4 |
3 |
4 |
9 |
18 |
| Expectations on Wealth Returns: Implications for Labor Supply During the Retirement Boom |
0 |
6 |
6 |
6 |
3 |
9 |
9 |
9 |
| Fiscal Multipliers and Financial Crises |
0 |
0 |
2 |
107 |
4 |
7 |
19 |
266 |
| Fiscal Multipliers and Financial Crises |
0 |
0 |
0 |
79 |
0 |
4 |
11 |
192 |
| Fiscal Policy during a Pandemic |
0 |
0 |
1 |
611 |
2 |
9 |
96 |
1,854 |
| How Changing Interest Rates Affect Variable-Rate Loans to U.S. Firms |
0 |
1 |
1 |
1 |
1 |
2 |
8 |
12 |
| Inflation and the Accuracy of Public Debt Forecasts |
0 |
3 |
3 |
3 |
2 |
13 |
13 |
13 |
| Measuring Labor Supply and Demand Shocks during COVID-19 |
0 |
0 |
1 |
175 |
2 |
5 |
24 |
620 |
| Pandemic labor force participation and net worth fluctuations |
0 |
0 |
0 |
4 |
0 |
1 |
14 |
35 |
| Recent Trends in Banks’ Commercial Real Estate Exposure |
0 |
0 |
1 |
7 |
0 |
0 |
6 |
11 |
| Researching COVID-19’s Impact on the 'Great Retirement' |
0 |
0 |
0 |
2 |
2 |
4 |
10 |
18 |
| Retirements, Net Worth, and the Fall and Rise of Labor Force Participation |
0 |
0 |
0 |
5 |
3 |
4 |
10 |
19 |
| Runs versus Lemons: Information Disclosure and Fiscal Capacity |
0 |
0 |
0 |
45 |
0 |
1 |
13 |
174 |
| Runs versus Lemons: Information Disclosure and Fiscal Capacity |
0 |
0 |
0 |
36 |
4 |
9 |
18 |
212 |
| Runs versus Lemons: Information Disclosure and Fiscal Capacity |
0 |
0 |
0 |
27 |
0 |
0 |
5 |
112 |
| Runs versus Lemons: Information Disclosure and Fiscal Capacity |
0 |
0 |
0 |
22 |
2 |
3 |
12 |
126 |
| Stabilization vs. Growth |
10 |
10 |
10 |
10 |
14 |
14 |
14 |
14 |
| Stabilization vs. Growth |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| The (Unintended?) Consequences of the Largest Liquidity Injection Ever |
0 |
0 |
0 |
61 |
1 |
19 |
63 |
148 |
| The (Unintended?) Consequences of the Largest Liquidity Injection Ever |
0 |
0 |
0 |
43 |
2 |
2 |
17 |
283 |
| The (Unintended?) Consequences of the Largest Liquidity Injection Ever |
0 |
0 |
0 |
55 |
5 |
27 |
61 |
233 |
| The (unintended?) consequences of the largest liquidity injection ever |
0 |
0 |
0 |
39 |
5 |
12 |
19 |
128 |
| The Comovement between Credit Spreads, Corporate Debt and Liquid Assets in Recent Crises |
0 |
0 |
0 |
3 |
4 |
4 |
10 |
17 |
| The Cost of Capital and Misallocation in the United States |
0 |
0 |
8 |
8 |
4 |
7 |
44 |
44 |
| The Effects of Extra Unemployment Benefits on Household Delinquencies |
0 |
0 |
1 |
2 |
1 |
2 |
5 |
6 |
| The Evolution of Household Net Worth during COVID-19 |
0 |
0 |
0 |
1 |
3 |
7 |
11 |
17 |
| The Fed’s Remittances to the Treasury: Explaining the 'Deferred Asset' |
0 |
0 |
4 |
10 |
18 |
30 |
48 |
62 |
| The Nonlinear Effects of Fiscal Policy |
0 |
0 |
0 |
23 |
1 |
3 |
22 |
91 |
| The Nonlinear Effects of Fiscal Policy |
0 |
0 |
1 |
74 |
1 |
2 |
13 |
227 |
| The Portuguese real exchange rate, 1995-2010: competitiveness or price effects? |
0 |
0 |
0 |
72 |
1 |
4 |
15 |
155 |
| The St. Louis Fed DSGE Model |
1 |
2 |
9 |
40 |
7 |
11 |
60 |
126 |
| U.S. Retirement Normalization following the COVID-19 Pandemic |
0 |
1 |
7 |
7 |
1 |
2 |
13 |
13 |
| What Are the Characteristics of Banks with Large Unrealized Losses? |
0 |
0 |
8 |
8 |
2 |
4 |
10 |
10 |
| When Liquidity Matters: Firm Balance Sheets during Large Crises |
0 |
0 |
6 |
6 |
5 |
12 |
38 |
38 |
| Total Working Papers |
13 |
33 |
113 |
2,149 |
178 |
378 |
1,323 |
7,102 |
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