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: | |||
2023
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Macroeconomics and Growth |
Mary Amiti and Sebastian Heise “Inflation Strikes Back: The Role of Import Competition and the Labor Market,” with Fatih Karahan and Aysegul Sahin. NBER Macroeconomics Annual 38 (2023). |
Richard Crump “The Term Structure of Expectations,” with Stefano Eusepi, Emanuel Moench, and Bruce Preston. Handbook of Economic Expectations 2023: 647-75. |
Marco Del Negro “The Forward Guidance Puzzle,” with Marc Giannoni and Christina Patterson. Journal of Political Economy 1, no. 1 (March): 43-79. |
Julian di Giovanni “Quantifying the Inflationary Impact of Fiscal Stimulus under Supply Constraints,” with Sebnem Kalemli-Ozcan, Alvaro Silva, and Muhammed Yildirim. American Economic Association (Papers and Proceedings) 113 (May): 76-80. |
Hyeyoon Jung “Climate Stress Testing,” with Viral Acharya, Richard Berner, Robert Engle, Johannes Stroebel, Xuran Zeng, and Yihao Zhao. Annual Review of Financial Economics 15 (November): 291-326. |
Danial Lashkari “Measuring Growth in Consumer Welfare with Income-Dependent Preferences,” with Xavier Jaravel. Quarterly Journal of Economics (September). |
Davide Melcangi “Subsidizing Startups under Imperfect Information,” with Javier Turen. Journal of Monetary Economics 139 (October): 93-109. |
International |
Matteo Crosignani “Pirates without Borders: The Propagation of Cyberattacks Through Firms' Supply Chains,” with Marco Macchiavelli and Andre Silva. Journal of Financial Economics 147, no. 2 (February): 432-48. |
Marco Cipriani, Linda Goldberg, and Gabriele La Spada “Financial Sanctions, SWIFT, and the Architecture of the International Payments System,” Journal of Economic Perspectives 37, no. 1 (Winter): 31-52. |
Julian di Giovanni “The Impact of U.S. Monetary Policy on Foreign Firms,” with John Rogers. IMF Economic Review (September). |
Linda Goldberg “International Capital Flow Pressures and Global Factors,” with Signe Krogstrup. Journal of International Economics 146 (March) 103749. |
Linda Goldberg “Global Liquidity: Drivers, Volatility and Toolkits,” IMF Economic Review (June). |
Microeconomics |
Olivier Armantier “Insurance and Portfolio Decisions: Two Sides of the Same Coin?,” with Jerome Foncel and Nicolas Treich. Journal of Financial Economics 148, no. 3 (June): 201-19. |
Natalia Emanuel “State-level Variation in the Cumulative Prevalence of Child Welfare System Contact, 2015–2019,” with Youngmin Yi, Frank Edwards, Hedwig Lee, John M. Leventhal, Jane Waldfogel, and Christopher Wildeman. Children and Youth Services Review 147 (April): 106832. |
Gizem Kosar “Expectations Data in Structural Microeconomic Models,” with Cormac O'Dea. Handbook of Economic Expectations (2023): 647-75. |
Gizem Kosar “The Impact of COVID-19 on Workers' Expectations and Preferences for Remote Work,” with Yuting Chen, Patricia Cortes, Jessica Pan, and Basit Zafar. American Economic Association (Papers and Proceedings) 113 (May): 556-61. |
Wilbert Van Der Klaauw “Household Surveys and Probabilistic Questions,” with Wandi Bruine de Bruin, Alycia Chin, and Jeff Dominitz. Handbook of Economic Expectations (2023): 3-31. |
Banking and Finance |
Olivier Armantier “Endogenous Reference Price Auctions for a Diverse Set of Commodities: An Experimental Analysis,” with Charles Holt. Experimental Economics published 30 March 2023. |
Nina Boyarchenko and Or Shachar “The Overnight Drift,” with Anna Kovner. Review of Financial Studies 36, no. 9 (September): 3502-47. |
Adam Copeland “Information Management in Time of Crisis,” with Haelim Anderson. Journal of Monetary Economics 136 (May): 35-49. |
Wenxin Du “Are Intermediary Constraints Priced?,” with Benjamin Hebert and Amy Huber. Review of Financial Studies 36, no. 4 (April): 1464–1507. |
Wenxin Du “Counterparty Risk and Counterparty Choice in the Credit Default Swap Market,” with Salil Gadgil, Michael Gordy, and Clara Vega. Management Science (August). |
Michael J. Fleming “Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market,” with Francisco Ruela and Giang Nguyen. Management Science (January). |
Michael Lee “Collateral Quality and Intervention Traps,” with Daniel Neuhann Journal of Financial Economics 147, no. 1 (January): 159-71. |
Michael Lee “Cyber Risk Definition and Classification for Financial Risk Management,” with Filippo Curti, Jeffrey Gerlach, Sophia Kazinnik, and Atanas Mihov Journal of Operational Risk 18, no. 2 (June): 37-58. |
Matthew C. Plosser and João A.C. Santos “The Cost of Bank Regulatory Capital,” Review of Financial Studies (October). |
Stephan Luck “Inefficient Liquidity Creation,” Journal of Financial Intermediation 53 (January) 100996. |
Stephan Luck “Digitizing Historical Balance Sheet Data: A Practitioner’s Guide,” Explorations in Economic History 87 (January): 101475. |
Stephan Luck and João A.C. Santos “The Valuation of Collateral in Bank Lending,” Journal of Financial and Quantitative Analysis (first view): 1-30. |
João A.C. Santos “The Importance of Deposit Insurance Credibility,” with Diana Bonfirm Journal of Banking and Finance 154 (September) 106916. |
João A.C. Santos “Investor Diversity and Liquidity in the Secondary Loan Market,” with Pei Shao Journal of Financial Services Research 63 (2023): 249-72. |
Asani Sarkar and Or Shachar “Liquidity Regulations, Bank Lending and Fire-Sale Risk,” with Daniel Roberts Journal of Banking and Finance 156 (November) 107007. |
Quantitative Methods |
Keshav Dogra “Optimal Monetary Policy According to HANK,” with Sushant Acharya and Edouard Challe. American Economic Review 113, no. 7 (July): 1741-82. |
Davide Melcangi “Approximating Grouped Fixed Effects Estimation via Fuzzy Clustering Regression,” with Daniel J. Lewis, Laura Pilossoph, and Aidan Toner-Rodgers. Journal of Applied Econometrics (July). |