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