| Academic papers | Federal Reserve Bank of New York papers (peer reviewed) |
|---|---|
|
Nonlinear Pricing and the Market for Settling Payments
Rodney Garratt Journal of Money, Credit, and Banking (forthcoming) |
A Primer on the GCF Repo Service
Paul Agueci, Leyla Alkan, Isaac Davis, Antoine Martin, Kate Pingitore, Caroline Prugar, and Tyisha Rivas Economic Policy Review (December 2015) vol. 21(2), pp. 1-38. |
|
Price Setting and Rapid Technology Adoption: the case of the PC industry
with Adam H. Shapiro Review of Economics and Statistics (July 2016) vol. 98(3), pp. 601-616. Also circulated as: "The Impact of Competition on Technology Adoption: An Apples-to-PCs Analysis" |
Challenges In Identifying Interbank Loans
with Olivier Armantier Economic Policy Review (October 2015) vol. 21(1), pp. 1-18. Also circulated as: "What do we know about Federal Funds Activity?" and "Assessing the Quality of 'Furfine-based' Algorithms", |
|
Repo Runs: Evidence from the Tri-Party Repo Market
with Antoine Martin and Michael Walker Journal of Finance (December 2014) vol. 69(6), pp. 2343-2380 |
Key Mechanics of the U.S. Tri-Party Repo Market
with Darrell Duffie, Antoine Martin, and Susan McLaughlin Economic Policy Review (November 2012) vol. 18(3), pp. 17-28. |
|
Intertemporal Substitution and New Car Purchases
Rand Journal of Economics (Fall 2014) vol. 45(3), pp. 624-644 Online Appendix |
Evolution and Heterogeneity among Larger Bank Holding Companies: 1994 to 2010
Economic Policy Review (July 2012) vol. 18(2), pp. 83-93 |
|
Repo and Securities Lending
with Tobias Adrian, Brian Begalle, and Antoine Martin Risk Topography: Systemic Risk and Macro Modeling. Ed. Markus Brunnermeier and Arvind Krishnamurthy. Chicago: University of Chicago Press, 2013 |
|
|
Seasonality, Consumer Heterogeneity and Price Indexes: The Case of Prepackaged Software
Journal of Productivity Analysis (February 2013) vol. 39(1), pp.47-59 |
|
|
The Production Impact of `Cash-for-Clunkers': Implications for Stabilization Policy
with Jim Kahn Economic Inquiry (January 2013) vol. 51(1), pp.288-303 |
|
|
Measuring the Price of Research and Development Output
with Dennis Fixler Review of Income and Wealth (March 2012) vol. 58(1), pp. 166-182. |
|
|
Inventories and the Automobile Market
with George Hall and Wendy Dunn Rand Journal of Economics (Spring 2011) vol. 42(1), pp. 121-149. |
|
|
The Response of Prices, Sales, and Output to Temporary Changes in Demand
with George Hall Journal of Applied Econometrics (March 2011) vol. 26(2), pp. 232-269. |
|
| The Welfare Effects of Incentive Schemes
with Cyril Monnet Review of Economic Studies (January 2009) vol. 76(1), pp. 93-113. |
|
| Learning Dynamics with Private and Public Signals
Economic Theory (June 2007) vol. 31(3), pp. 523-538. |