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QAU Working Paper Series

QAU Working Papers present economic or financial research conducted by Boston Fed economists from the Quantitative Analysis Unit and are intended for publication in professional journals. The intended audience is scholars and informed specialists.

QAU working paper series at SSRN

Latest Papers

No. QAU09-4 “A Question of Liquidity: The Great Banking Run of 2008?” by Judit Montoriol-Garriga and Evan Sekeris	Abstract Full Text
No. QAU09-3 “Market Proxies, Correlation, and Relative Mean-Variance Efficiency: Still Living with the Roll Critique” by Todd Prono	Abstract Full Text
No. QAU09-2 “Forgive and Forget: Who Gets Credit after Bankruptcy and Why?” by Ethan Cohen-Cole, Burcu Duygan-Bump, and Judit Montoriol-Garriga	Abstract Full Text
No. QAU09-1 “The Option Value of Consumer Bankruptcy” by Ethan Cohen-Cole	Abstract Full Text
No. QAU08-7 “The Balance Sheet Channel” by Ethan Cohen-Cole and Enrique Martinez-Garcia	Abstract Full Text
No. QAU08-6 “Household Bankruptcy Decision: The Role of Social Stigma vs. Information Sharing” by Ethan Cohen-Cole and Burcu Duygan-Bump	Abstract Full Text
No. QAU08-5 “Looking Behind the Aggregates: A Reply to 'Facts and Myths about the Financial Crisis of 2008'” by Ethan Cohen-Cole, Burcu Duygan-Bump, José Fillat, and Judit Montoriol-Garriga	Abstract Full Text
No. QAU08-4 “GARCH-Based Identification and Estimation of Triangular Systems” by Todd Prono	Abstract Full Text
No. QAU08-3 “Household Debt Repayment Behaviour: What Role Do Institutions Play?” by Burcu Duygan-Bump and Charles Grant	Abstract Full Text
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.	Abstract Full Text
No. QAU08-1 “Credit Card Redlining” by Ethan Cohen-Cole	Abstract Full Text
No. QAU07-8 “Loss Distribution Estimation, External Data and Model Averaging” by Ethan Cohen-Cole and Todd Prono Forthcoming in Journal of Financial Risk Management.	Abstract Full Text
No. QAU07-7 “Demonstration Effects in Preventive Care” by Ritesh Banerjee, Ethan Cohen-Cole, and Giulio Zanella	Abstract Full Text
No. QAU07-6 “Information Diffusion Based Explanations of Asset Pricing Anomalies” by Athanasios Bolmatis and Evan G. Sekeris	Abstract Full Text
No. QAU07-5 “Asset Liquidity, Debt Valuation and Credit Risk” by Ethan Cohen-Cole	Abstract Full Text
No. QAU07-4 “Unpacking Social Interactions” by Ethan Cohen-Cole and Giulio Zanella Subsequent version of this paper forthcoming in Economic Inquiry	Abstract Full Text
No. QAU07-3 “Model Uncertainty and the Deterrent Effect of Capital Punishment” by Ethan Cohen-Cole, Steven Durlauf, Jeffrey Fagan, Daniel Nagin Also listed as Wisconsin SSRI WPS 2007-3; Columbia Public Law Research Paper 07-138; Forthcoming in American Law and Economic Review	Abstract Full Text
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: March 2008	Abstract Full Text
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	Abstract Full Text

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