search go 
About the FedBanking InformationCommunity DevelopmentConsumer InformationEconomic ResearchEducation ResourcesFinancial ServicesNews and EventsPublications
 
Home > Banking Information > Quantitative Analysis Unit > Research
QAU Working Paper Series
Working Papers cover

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 offsite

Latest Papers

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

 


 
Home | Contact Us | Directions | Disclaimer & Privacy | Search | Site Map | How Are We Doing?

Federal Reserve Bank of Boston | (617) 973-3000
600 Atlantic Avenue | Boston, MA 02210
Mailing Address: P.O. Box 55882 | Boston, MA 02205