Research


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Published papers

Working & preliminary papers





Academic papers Federal Reserve Bank of New York papers (peer reviewed)
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"
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.
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
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",
Intertemporal Substitution and New Car Purchases
Rand Journal of Economics (Fall 2014) vol. 45(3), pp. 624-644
Online Appendix
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.
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
Evolution and Heterogeneity among Larger Bank Holding Companies: 1994 to 2010
Economic Policy Review
(July 2012) vol. 18(2), pp. 83-93
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.