Forthcoming Papers

Estimating the Ideas' Production Function Using Macro-Economic Persistence

XIAOHAN MA,  ROBERTO SAMANIEGO


Financial Liberalization, Credit Market Dynamism, and Allocative Efficiency

ANA MARÍA HERRERA,  RAOUL MINETTI,  MATTHEW SCHAFFER


Optimal Monetary and Transfer Policy in a Liquidity Trap

STEFANO MARIA CORBELLINI


A Divisia Measure of the Money Supply for Mexico

LUIS FERNANDO COLUNGA-RAMOS,  VICTOR J. VALCARCEL


Banking Panic Risk and Macroeconomic Uncertainty

JOHANNES POESCHL,  JAKOB G. MIKKELSEN


Precision of Public Information Disclosures, Banks' Stability, and Welfare

DIEGO MORENO,  TUOMAS TAKALO


Does Dividend Policy Lead the Economy?


What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs

CHRISTOPH GÖRTZ,  CHRISTOPHER GUNN,  THOMAS A. LUBIK


Asymmetric Effects of Monetary Policy on Firms

EZGI KURT


Market-Triggered Contingent Capital with Incomplete Information

TOBIAS BERG,  EVA SCHLIEPHAKE


Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?

RASHAD AHMED,  MENZIE D. CHINN


Social Media Emotions and IPO Returns

DOMONKOS F. VAMOSSY


Aggregate Risk and Lending Decisions in the Interbank Market

ANUAR BECHARA,  ALEJANDRO BERNALES,  CARLOS CAÑÓN,  NICOLÁS GARRIDO


Earn More Tomorrow: Overconfidence, Income Expectations, and Consumer Indebtedness

ANTONIA GROHMANN,  LUKAS MENKHOFF,  CHRISTOPH MERKLE,  RENKE SCHMACKER


Monetary Policy and Welfare with Heterogeneous Firms and Endogenous Entry

DUDLEY COOKE,  TATIANA DAMJANOVIC


Reconsidering the Fed's Inflation Forecasting Advantage

AMY Y. GUISINGER,  MICHAEL W. MCCRACKEN,  MICHAEL T. OWYANG


Political Uncertainty and the Geographic Allocation of Credit: Evidence from Small Businesses

GERALDO CERQUEIRO,  ANA MÃO-DE-FERRO,  MARÍA FABIANA PENAS


The Global Transmission of Real Economic Uncertainty

JUAN M. LONDONO,  SAI MA,  BETH ANNE WILSON


The Macroeconomic Expectations of U.S. Managers

ETHAN M.L. McCLURE,  VITALIIA YAREMKO,  OLIVIER COIBION,  YURIY GORODNICHENKO


Moral Constraints, Social Norm Enforcement, and Strategic Default in Weak and Strong Economic Conditions

MARTIN BROWN,  JAN SCHMITZ,  CHRISTIAN ZEHNDER


Fiscal Policy, Government Ideology, and Economic Activity: Evidence from OECD Countries

RAPHAELLE G. COULOMBE


On the Welfare Costs of Perceptions Biases


The Effects of Fiscal Measures during COVID-19

PRAGYAN DEB,  DAVIDE FURCERI,  JONATHAN D. OSTRY,  NOUR TAWK,  NAIHAN YANG


Correspondent Banking, Systemic Risk, and the Panic of 1893

CHRISTOPHER COTTER,  PETER L. ROUSSEAU


The Case for Flexible Exchange Rates in 1953 and 1969: Friedman versus Johnson

George S. Tavlas


Aggregate Dynamics with Sectoral Price Stickiness Heterogeneity and Aggregate Real Shocks

ALESSANDRO FLAMINI,  IFTEKHAR HASAN


Proximity to Bank Headquarters and Branch Efficiency: Evidence from Mortgage Lending

IVAN LIM,  DUC DUY NGUYEN,  LINH NGUYEN,  JOHN O.S. WILSON


Oil Strikes Back: Trend Factors and Exchange Rates

LIYAN HAN,  YANG XU,  QUNZI ZHANG,  XIAONENG ZHU


Determinants of the Credit Cycle: A Flow Analysis of the Extensive Margin

VINCENZO CUCINIELLO,  NICOLA DI IASIO


The Interaction between Credit Constraints and Uncertainty Shocks

PRATITI CHATTERJEE,  DAVID GUNAWAN,  ROBERT KOHN


Household Income, Portfolio Choice, and Heterogeneous Consumption Responses to Monetary Policy Shocks

FUMITAKA NAKAMURA


Inflation—Who Cares? Monetary Policy in Times of Low Attention

OLIVER PFÄUTI


Measuring Monetary Policy Shocks in Emerging Economies: Evidence from India

AEIMIT LAKDAWALA,  RAJESWARI SENGUPTA


Intensive and Extensive Margins of Labor Supply in HANK: Aggregate and Disaggregate Implications


Price Stickiness Heterogeneity and Equilibrium Determinacy

JAE WON LEE,  WOONG YONG PARK


Social Learning and Monetary Policy at the Effective Lower Bound

JASMINA ARIFOVIC,  ALEX GRIMAUD,  ISABELLE SALLE,  GAUTHIER VERMANDEL


Foreign Exchange Intervention: A Data Set of Official Data and Estimates

GUSTAVO ADLER,  KYUN SUK CHANG,  RUI C. MANO,  YUTING SHAO


The Role of Macro-Economic Policy in Explaining China's Current Account Surplus

NALINI PRASAD


The Deflationary Bias of the ZLB and the FED's Strategic Response

ADRIAN PENALVER,  DANIELE SIENA


Caution: Do Not Cross! Distance to Regulatory Capital Buffers and Corporate Lending in a Downturn

CYRIL COUAILLIER,  MARCO LO DUCA,  ALESSIO REGHEZZA,  COSTANZA RODRIGUEZ D'ACRI


The Rationality Bias

TIM HAGENHOFF,  JOEP LUSTENHOUWER,  MIKE TSIONAS


Identifying the Depreciation Rate of Durables from Marginal Spending Responses

JIN CAO,  CHAO CUI,  VALERIYA DINGER,  MARTIN B. HOLM,  SHULONG KANG


The Effects of Regulatory Office Closures on Bank Behavior

IVAN LIM,  JENS HAGENDORFF,  SETH ARMITAGE


The Effect of Job Loss on Bank Account Ownership

RYAN M. GOODSTEIN,  MARK J. KUTZBACH


Trade-Off Theory for Dual Holders

SNORRE LINDSET,  GUTTORM NYGÅRD,  SVEIN-ARNE PERSSON


Digging Deeper—Evidence on the Effects of Macroprudential Policies from a New Database

ZOHAIR ALAM,  ADRIAN ALTER,  JESSE EISEMAN,  GASTON GELOS,  HEEDON KANG,  MACHIKO NARITA,  ERLEND NIER,  NAIXI WANG


Determinacy and E-Stability with Interest Rate Rules at the Zero Lower Bound

YUNJONG EO,  NIGEL MCCLUNG


Forward Guidance under Imperfect Information


Precautionary Money Demand in a Cash-in-Advance Model


A Test of the Permanent Income Hypothesis When Households are Less Constrained

EMMA AISBETT,  MARKUS BRUECKNER,  RALF STEINHAUSER,  RHETT WILCOX


Unconventional Monetary Policy and Long-Term Interest Rates

Financial Development and Innovation: The Role of Market Structure

XIAOYANG ZHU,  JAEBEOM KIM


How Well Does Uncertainty Forecast Economic Activity?

JIAWEN XU,  JOHN ROGERS


What Do (and Don't) Forecasters Know About U.S. Inflation?

JANE RYNGAERT


Contingent Contracts in Banking: Insurance or Risk Magnification?

HANS GERSBACH


Gross Worker Flows over the Life Cycle

TOMAZ CAJNER,  İLHAN GÜNER,  TOSHIHIKO MUKOYAMA


Forbearance versus Foreclosure in a General Equilibrium Model

BIANCA BARBARO,  PATRIZIO TIRELLI


Estimating a Behavioral New Keynesian Model with the Zero Lower Bound

YASUO HIROSE,  HIROKUNI IIBOSHI,  MOTOTSUGU SHINTANI,  KOZO UEDA


The Matching Function and Nonlinear Business Cycles

JOSHUA BERNSTEIN,  ALEXANDER W. RICHTER,  NATHANIEL A. THROCKMORTON


Can Repatriation Tax Holidays Teach Us Something About Monetary Policy Transmission?

ESTEBAN ARGUDO


From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts

GERGELY GANICS,  BARBARA ROSSI,  TATEVIK SEKHPOSYAN


Flight to Safety or Liquidity? Dissecting Liquidity Shortages in the Financial Crisis

FENG DONG,  YI WEN


Geopolitical Risk and Investment

XINJIE WANG,  YANGRU WU,  WEIKE XU


Money and Credit Coexistence, Excess Capacity, and the Size of Monetary Aggregates

ALESSANDRO MENNUNI


The Impact of Credit Market Sentiment Shocks

MAXIMILIAN BOECK,  THOMAS O. ZÖRNER


Reservation Rates in Interbank Money Markets

EDOARDO RAINONE


The Effects of Fiscal Policy When Planning Horizons are Finite

JOEP LUSTENHOUWER,  KOSTAS MAVROMATIS


Spatial Dependence via the Internal Capital Markets of U.S. Global Banks

CARMELA D'AVINO,  MIMOZA SHABANI


Monetary Policy and Mispricing in Stock Markets

BENJAMIN BECKERS,  KERSTIN BERNOTH


Real Interest Rates and Population Growth across Generations

LUCAS FUHRER,  NILS HERGER


Media Treatment of Monetary Policy Surprises and Their Impact on Firms' and Consumers' Expectations

JULIEN PINTER,  EVŽEN KOČENDA


Oil Shocks, External Adjustment, and Country Portfolio

LIUGANG SHENG,  HONGYAN ZHAO


Monetary and Macroprudential Policy and Welfare in an Estimated Four-Agent New Keynesian Model

GEORGE J. BRATSIOTIS,  KASUN D. PATHIRAGE


Housing Boom-Bust Cycles and Asymmetric Macroprudential Policy


R&D, Market Power, and the Cyclicality of Employment

ULUC AYSUN,  MELANIE GULDI,  ADAM HONIG,  ZEYNEP YOM


Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?

KATHARINA BERGANT,  FRANCESCO GRIGOLI,  NIELS-JAKOB HANSEN,  DAMIANO SANDRI


Does the Government Spending Multiplier Depend on the Business Cycle?

SEBASTIAN LAUMER,  COLLIN PHILIPPS


Countercyclical Capital Buffers: A Cautionary Tale

CHRISTOFFER KOCH,  GARY RICHARDSON,  PATRICK VAN HORN


The Size Distribution of the Banking Sector and Financial Fragility

JIAHONG GAO,  ROBERT R. REED


The Quality-Weighted Matching Function: Did the German Labor Market Reforms Trade-Off Efficiency against Job Quality?

HERMANN GARTNER,  THOMAS ROTHE,  ENZO WEBER


Owner-Occupied Housing, Inflation, and Monetary Policy

ROBERT J. HILL,  MIRIAM STEURER,  SOFIE R. WALTL


Government Spending, Debt Management, and Wealth and Income Inequality in a Growing Monetary Economy

YOICHI GOKAN,  STEPHEN J. TURNOVSKY


Wealth, Portfolios, and Nonemployment Duration

FRANÇOIS FONTAINE,  JANNE NYBORG JENSEN,  RUNE VEJLIN


How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers

KATYA KARTASHOVA,  XIAOQING ZHOU


Argument by False Analogy: The Mistaken Classification of Bitcoin as Token Money

ALISTAIR MILNE


Is Macroprudential Policy Instrument Blunt? Empirical Analysis Based on Japan's Experience from the 1970s to the 1990s

KATSURAKO SONODA,  NAO SUDO


Corruption Control, Financial Development, and Growth Volatility: Cross-Country Evidence

PHILIPP STRUTHMANN,  YABIBAL M. WALLE,  HELMUT HERWARTZ


Monetary Policy and Net Exports Externalities in the Small Open Economy


Illiquidity, R&D Investment, and Stock Returns

SHAMIM AHMED,  ZIWEN BU,  XIAOXIA YE


Competitive Effects of IPOs: Evidence from Chinese Listing Suspensions

FRANK PACKER,  MARK M. SPIEGEL


Beyond the LTV Ratio: Lending Standards, Regulatory Arbitrage, and Mortgage Default

JORGE E. GALÁN,  MATÍAS LAMAS


Portfolio Selection under Systemic Risk

WEIDONG LIN,  JOSE OLMO,  ABDERRAHIM TAAMOUTI


Competition and Bank Payout Policy

AMEDEO DE CESARI,  DUDLEY GILDER,  WINIFRED HUANG,  ENRICO ONALI


Credit Markets with Time-Inconsistent Agents and Strategic Loan Default

JOYDEEP BHATTACHARYA,  MONISANKAR BISHNU,  MIN WANG


A New Approach to Estimating the Natural Rate of Interest