TheEconomists
202-452-3760
sean.d.campbell@frb.gov
sean.d.campbell@frb.gov
Education
- Ph.D., Economics, University of Pennsylvania, 2002
- B.A., Economics, University of Massachusetts, 1995
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2004 - present
Assistant Professor
Department of Economics, Brown University
- 2002 - 2004
Publications
- Campbell, Sean, Daniel Covitz, William Nelson, and Karen Pence (forthcoming). "Securitization Markets and Central Banking: An Evaluation of the Term Asset-Backed Securities Loan Facility," Journal of Monetary Economics.
- Campbell, Sean D., and Francis X. Diebold (2009). "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," Journal of Business and Economic Statistics, vol. 27, no. 2, pp. 266-278.
- Campbell, Sean D., and Steven A. Sharpe (2009). "Anchoring Bias in Consensus Forecasts and its Effect on Market Prices," Journal of Financial and Quantitative Analysis, vol. 44, no. 2, pp. 369-390.
- Campbell, Sean D., Morris A. Davis, Joshua Gallin, and Robert F. Martin (2009). "What Moves Housing Markets: A Variance Decomposition of the Rent-Price Ratio," Journal of Urban Economics, vol. 66, no. 2, pp. 90-102.
- Campbell, Sean D., and George M. Korniotis (2008). "The Human Capital that Matters: Expected Returns and the Income of Affluent Households," Finance and Economics Discussion Series 2008-09. Board of Governors of the Federal Reserve System (U.S.).
- Campbell, Sean D. (2007). "Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters," Journal of Business and Economic Statistics, vol. 25, no. 2, pp. 191-200.
- Campbell, Sean D. (2006). "A Review of Backtesting and Backtesting Procedures," Journal of Risk, vol. 9, no. 2, pp. 1-17.
- Campbell, Sean D. (2005). "Stock Market Volatility and the Great Moderation," Finance and Economics Discussion Series 2005-47. Board of Governors of the Federal Reserve System (U.S.).
- Campbell, Sean D., and Francis X. Diebold (2005). "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, vol. 100, no. 469, pp. 6-16.
- Campbell, Sean D., and Canlin Li (2004). "Alternative Estimates of the Presidential Premium," Finance and Economics Discussion Series 2004-69. Board of Governors of the Federal Reserve System (U.S.).
Other Activities
Last update:
March 30, 2012