My best catch (actually my only catch)
Working Papers (.pdf and .ps reader links below)
- Credit Scoring and the Competitive Pricing of Default Risk (Preliminary) (pdf), joint with S. Chatterjee, V. Rios-Rull. Slides, SlidesAustralia,
- Mortgage Innovation and the Foreclosure Boom, joint with Erwan Quintin, slides slidesECMT Summary in Default Service News
- Capital Requirements in a Quantitative Model of Banking Industry Dynamics, joint with P. D'Erasmo, slides
- A Quantitative Model of Banking Industry Dynamics, joint with P. D'Erasmo slides
- Can Credit Market Information Improve Labor Market Outcomes?, joint with Tzu-Ying Chen, slides.video
- A Hotelling Model with Money, joint with Borghan Nezami, Slides
- Preface from An Introduction to Mathematical Analysis for Economic Theory and Econometrics joint with M. Stinchcombe and J. Zeman, Princeton University Press. List of Known Typos (Sorry)
- Politico Economic Consequences of Rising Wage Inequality, joint with P. D'Erasmo and B. Kuruscu, Journal of Monetary Economics, Vol. 56, 2009, p.43-61, slides
- A Finite-Life Private-Information Theory of Unsecured Debt (pdf), joint with S.Chatterjee and V. Rios-Rull, Journal of Economic Theory, Vol. 142, (2008), p. 149-177.
- Experiments with Network Formation (pdf), joint with J. Duffy, Games and Economic Behavior, Vol. 64, (2008), p.81-120. Technical Appendix, Instructions, Slides.
- Monetary and Financial Forces in the Great Depression, joint with S. Chatterjee, New Palgrave Dictionary of Economics, 2nd Edition.
- A Quantitative Theory of Unsecured Consumer Credit with Risk of Default (pdf), joint with S. Chatterjee, M. Nakajima, V. Rios-Rull, Econometrica, Vol. 75, (2007), p. 1525-1589, Simple Example, main, simplefun, Slides(old)
- On the Aggregate Welfare Cost of Great Depression Unemployment (pdf), joint with S. Chatterjee, Journal of Monetary Economics, Vol. 54, (2007), p. 1529-1544.
- Extracting Cycles from Nonstationary Data (pdf), joint with S. Ouliaris, Econometric Theory and Practice: Frontiers of Analysis and Applied Research, Cambridge University Press. For programs, see Sam's links: http://www.tsDbank.com/dbankw32.exe and http://www.tsdbank.com/dbexcel.htm
- Decentralized Credit and Monetary Exchange without Public Record Keeping, joint with J. Ritter, Economic Theory, (2004), p. 933-951.
- Directed Matching and Monetary Exchange (pdf), joint with T. Temzelides and R. Wright, Econometrica (2003), p.731-756.
- Financial Collapse: A Lesson from the Great Depression (pdf),joint with R. Cooper, Journal of Economic Theory, (2002), p. 159-190.
- Money and Matching (pdf), joint with T. Temzelides and R. Wright, AER:Papers&Proceeding, (2002), p.67-71.
- Band Spectral Regression with Trending Data (pdf), joint with S. Ouliaris and P.C.B. Phillips, Econometrica (2002), p. 1067-1109.
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