Research


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Published papers

Working & preliminary papers





Academic papers Federal Reserve Bank of New York papers (peer reviewed)
Interest Rates and the Market for New Automobiles
George Hall and Louis J. Maccini
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.
Nonlinear Pricing and the Market for Settling Payments
Rodney Garratt
Journal of Money, Credit, and Banking
(forthcoming)
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",
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"
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 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
Evolution and Heterogeneity among Larger Bank Holding Companies: 1994 to 2010
Economic Policy Review
(July 2012) vol. 18(2), pp. 83-93
Intertemporal Substitution and New Car Purchases
Rand Journal of Economics (Fall 2014) vol. 45(3), pp. 624-644
Online Appendix
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.