RPA Working Paper Series
Risk and Policy Analysis (RPA) Working Papers, formerly known as Quantitative Analysis Unit (QAU) Working Papers, present economic, financial and policy related research conducted by staff in the Federal Reserve Bank of Boston’s Risk and Policy Analysis Unit and are intended for publication in professional journals.
Latest Papers
| No. RPA12-4 “Knightian Uncertainty and Interbank Lending” by Matthew Pritsker |
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| No. RPA12-3 “The Stability of Prime Money Market Mutual Funds: Sponsor Support from 2007 to 2011” by Steffanie A. Brady, Ken E. Anadu, Nathaniel R. Cooper |
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| No. QAU12-2 “Bank Diversification, Market Structure and Bank Risk Taking: Theory and Evidence from U.S. Commercial Banks” by Martin Goetz |
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| No. QAU12-1 “Evaluating the Impact of Fair Value Accounting on Financial Institutions: Implications for Accounting Standards Setting and Bank Supervision” by Sanders Shaffer |
No 2011 papers were published.
2010 Papers
| No. QAU10-7 “Branching of Banks and Union Decline” by Alexey Levkov |
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| No. QAU10-6 “Financing Constraints and Unemployment: Evidence from the Great Recession” by Burcu Duygan-Bump, Alexey Levkov, and Judit Montoriol-Garriga (Revised in December 2011) |
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| No. QAU10-5 “Risk, Returns, and Multinational Production” by José L. Fillat and Stefania Garetto (Revised in April 2011) |
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| No. QAU10-4 “Addressing the Pro-cyclicality of Capital Requirements with a Dynamic Loan Loss Provision System” by José L. Fillat and Judit Montoriol-Garriga |
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| No. QAU10-3 “How Effective Were the Federal Reserve Emergency Liquidity Facilities? Evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility” by Burcu Duygan-Bump, Patrick M. Parkinson, Eric S. Rosengren, Gustavo A. Suarez, Paul S. Willen |
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No. QAU10-2 |
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No. QAU10-1 |
2009 Papers
| No. QAU09-5 “Your House or Your Credit Card, Which Would You Choose? Personal Delinquency Tradeoffs and Precautionary Liquidity Motives” by Ethan Cohen-Cole and Jonathan Morse (Revised in January 2010) |
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| No. QAU09-4 “A Question of Liquidity: The Great Banking Run of 2008?” by Judit Montoriol-Garriga and Evan Sekeris |
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| No. QAU09-3 “Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique” by Todd Prono |
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| No. QAU09-2 “Forgive and Forget: Who Gets Credit after Bankruptcy and Why?” by Ethan Cohen-Cole, Burcu Duygan-Bump, and Judit Montoriol-Garriga |
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| No. QAU09-1 “The Option Value of Consumer Bankruptcy” by Ethan Cohen-Cole |
2008 Papers
No. QAU08-7 |
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| No. QAU08-6 “Household Bankruptcy Decision: The Role of Social Stigma vs. Information Sharing” by Ethan Cohen-Cole and Burcu Duygan-Bump |
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No. QAU08-5 |
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| No. QAU08-4 “GARCH-Based Identification and Estimation of Triangular Systems” by Todd Prono |
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| No. QAU08-3 “Household Debt Repayment Behaviour: What Role Do Institutions Play?” by Burcu Duygan-Bump and Charles Grant |
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| No. QAU08-2 “Is Obesity Contagious? Social Networks vs. Environmental Factors in the Obesity Epidemic” by Ethan Cohen-Cole and Jason M. Fletcher Forthcoming in Journal of Health Economics. |
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| No. QAU08-1 “Credit Card Redlining” by Ethan Cohen-Cole |
2007 Papers
No. QAU07-8 |
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| No. QAU07-7 “Demonstration Effects in Preventive Care” by Ritesh Banerjee, Ethan Cohen-Cole, and Giulio Zanella |
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| No. QAU07-6 “Information Diffusion Based Explanations of Asset Pricing Anomalies” by Athanasios Bolmatis and Evan G. Sekeris |
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| No. QAU07-5 “Asset Liquidity, Debt Valuation and Credit Risk” by Ethan Cohen-Cole |
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| No. QAU07-4 “Unpacking Social Interactions” by Ethan Cohen-Cole and Giulio Zanella Subsequent version of this paper forthcoming in Economic Inquiry |
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No. QAU07-3 |
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| No. QAU07-2 “The Relative Efficiency of Endogenous Proxies : Still Living with the Roll Critique” by Todd Prono Also listed as FRBB Research Department Working Paper 07-01 (Revised in March 2008) |
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| No. QAU07-1 “In Noise We Trust? Optimal Monetary Policy with Random Targets” by Ethan Cohen-Cole and Bogdan Cosmaciuc Also listed as FRBB Research Department Working Paper 06-14 |
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