Beta-Sorted Portfolios
Matias D. Cattaneo, Richard K. Crump, and Weining Wang
Federal Reserve Bank of New York Staff Reports, July 2023, Revised November 2024
Nonlinear Firm Dynamics
Davide Melcangi and Silvia Sarpietro
Federal Reserve Bank of New York Staff Reports, March 2024, Revised October 2024
Corporate Bond Market Distress
Nina Boyarchenko, Richard K. Crump, Anna Kovner, and Or Shachar
Federal Reserve Bank of New York Staff Reports, January 2021, Revised September 2024
Deconstructing the Yield Curve
Richard K. Crump and Nikolay Gospodinov
Federal Reserve Bank of New York Staff Reports, April 2019, Revised August 2024
Financing Private Credit
Nina Boyarchenko and Leonardo Elias
Federal Reserve Bank of New York Staff Reports, August 2024
Nonlinear Binscatter Methods
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, and Yingjie Feng
Federal Reserve Bank of New York Staff Reports, August 2024
The Global Credit Cycle
Nina Boyarchenko and Leonardo Elias
Federal Reserve Bank of New York Staff Reports, March 2024
On Binscatter
Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, and Yingjie Feng
Federal Reserve Bank of New York Staff Reports, February 2019, Revised November 2023
Estimating HANK for Central Banks
Sushant Acharya, William Chen, Marco Del Negro, Keshav Dogra, Aidan Gleich, Shlok Goyal, Ethan Matlin, Donggyu Lee, Reca Sarfati, and Sikata Sengupta
Federal Reserve Bank of New York Staff Reports, August 2023
The Dollar’s Imperial Circle
Ozge Akinci, Gianluca Benigno, Serra Pelin , and Jonathan Turek
Federal Reserve Bank of New York Staff Reports, December 2022
Online Estimation of DSGE Models
Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati, and Frank Schorfheide
Federal Reserve Bank of New York Staff Reports, August 2019