Wayne Passmore : Citation Profile


Are you Wayne Passmore?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

10

H index

12

i10 index

433

Citations

RESEARCH PRODUCTION:

26

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1986 - 2017). See details.
   Cites by year: 13
   Journals where Wayne Passmore has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 23 (5.04 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1157
   Updated: 2018-06-16    RAS profile: 2017-02-27    
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Relations with other researchers


Works with:

Hancock, Diana (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wayne Passmore.

Is cited by:

Frame, W (41)

Wall, Larry (17)

White, Lawrence (14)

Quigley, John (13)

Eisenbeis, Robert (12)

Fuster, Andreas (11)

Bostic, Raphael (11)

Gabriel, Stuart (9)

Mertens, Karel (8)

Ravn, Morten (8)

Rosengren, Eric (7)

Cites to:

Hancock, Diana (12)

Frame, W (11)

Campbell, John (9)

Sherlund, Shane (9)

Lehnert, Andreas (8)

Schreft, Stacey (7)

Lagunoff, Roger (7)

Schmeidler, David (7)

Shiller, Robert (7)

White, Lawrence (7)

Ambrose, Brent (6)

Main data


Where Wayne Passmore has published?


Journals with more than one article published# docs
Federal Reserve Bulletin8
The Journal of Real Estate Finance and Economics5
Real Estate Economics4
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)30
Proceedings / Federal Reserve Bank of Chicago15

Recent works citing Wayne Passmore (2018 and 2017)


YearTitle of citing document
2017The Interest Rate Elasticity of Mortgage Demand: Evidence from Bunching at the Conforming Loan Limit. (2017). DeFusco, Anthony ; Paciorek, Andrew . In: American Economic Journal: Economic Policy. RePEc:aea:aejpol:v:9:y:2017:i:1:p:210-40.

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2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

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2017Monetary policy transmission and trade-offs in the United States: Old and new. (2017). Peersman, Gert ; Hofmann, Boris. In: BIS Working Papers. RePEc:bis:biswps:649.

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2017Do Banks Lend Less in Uncertain Times?. (2017). Sindermann, Friedrich ; Scharler, Johann ; Raunig, Burkhard. In: Economica. RePEc:bla:econom:v:84:y:2017:i:336:p:682-711.

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2017Pricing in the Norwegian Interbank Market – the Effects of Liquidity and Implicit Government Support. (2017). Christophersen, Casper ; Akram, Qaisar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:165-204.

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2017Monetary policy spillovers and currency crisis in comparative perspective: East Asia before the 1997 crisis and Eastern Europe after tapering. (2017). Kim, Jong-Hee. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2752-2770.

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2017Monetary Policy Transmission and Trade-offs in the United States: Old and New. (2017). Peersman, Gert ; Hofmann, Boris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6745.

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2017The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: Discussion Papers. RePEc:cfm:wpaper:1707.

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2017The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11830.

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2017Modeling euro area bond yields using a time-varying factor model. (2017). Adam, Toma ; lo Duca, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172012.

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2017Fair valuation of mortgage insurance under stochastic default and interest rates. (2017). Wu, Yang-Che ; Chuang, Ming-Che ; Lin, Shih-Kuei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:433-447.

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2018The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs. (2018). Österholm, Pär ; Osterholm, Par. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:186-192.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2018Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124.

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2017Homeownership, housing capital gains and self-employment. (2017). Rosenthal, Stuart ; Harding, John P. In: Journal of Urban Economics. RePEc:eee:juecon:v:99:y:2017:i:c:p:120-135.

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2017Looking beyond banks’ average interest rate risk: Determinants of high exposures. (2017). Entrop, O ; Wilkens, M ; von La, L. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:204-218.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2017The macroeconomic effects of Government asset purchases: evidence from postwar US housing credit policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86167.

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2017The time-varying price of financial intermediation in the mortgage market. (2017). Fuster, Andreas ; Willen, Paul S ; Lo, Stephanie . In: Working Papers. RePEc:fip:fedbwp:16-28.

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2017The Effect of Interest Rates on Home Buying : Evidence from a Discontinuity in Mortgage Insurance Premiums. (2017). Bhutta, Neil ; Ringo, Daniel R. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-86.

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2017Improving the 30-Year Fixed-Rate Mortgage. (2017). Passmore, Wayne ; von Hafften, Alexander H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-90.

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2018Financing Affordable and Sustainable Homeownership with Fixed-COFI Mortgages. (2018). Passmore, Wayne ; von Hafften, Alexander H. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-09.

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2018US Monetary Policy and International Bond Markets. (2018). Zakrajsek, Egon ; Yue, Vivian Z ; Gilchrist, Simon . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-14.

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2017Unconventional monetary Policy and Long Yields During QE1: Learning from the Shorts. (2017). Neely, Christopher ; Planchon, Jade ; McInish, Thomas. In: Working Papers. RePEc:fip:fedlwp:2017-031.

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2017Understanding mortgage spreads. (2017). Lucca, David ; Fuster, Andreas ; Boyarchenko, Nina. In: Staff Reports. RePEc:fip:fednsr:674.

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2017The time-varying price of financial intermediation in the mortgage market. (2017). Fuster, Andreas ; Willen, Paul S ; Lo, Stephanie . In: Staff Reports. RePEc:fip:fednsr:805.

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2017The Rise in Loan-to-Deposit Ratios: Is 80 the New 60?. (2017). Johnston, Ryan ; Disalvo, James . In: Banking Trends. RePEc:fip:fedpbt:00005.

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2017The Rise in Loan-to-Deposit Ratios: Is 80 the New 60?. (2017). Johnston, Ryan ; Disalvo, James . In: Economic Insights. RePEc:fip:fedpei:00021.

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2017Quantitative Easing by the Fed and International Capital Flows. (2017). Khatiwada, Sameer . In: IHEID Working Papers. RePEc:gii:giihei:heidwp02-2017.

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2017House Prices, Home Equity, and Personal Debt Composition. (2017). Li, Jieying ; Zhang, Xin. In: Working Paper Series. RePEc:hhs:rbnkwp:0343.

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2017Valuing Vulnerable Mortgage Insurance Under Capital Forbearance. (2017). Yu, Min-Teh ; Chang, Chia-Chien . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:4:d:10.1007_s11146-015-9535-y.

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2018“Cure” Effects and Mortgage Default: A Split Population Survival Time Model. (2018). Liu, BO ; Sing, Tien Foo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:56:y:2018:i:2:d:10.1007_s11146-017-9597-0.

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2017The Macroeconomic Effects of Government Asset Purchases: Evidence from Postwar US Housing Credit Policy. (2017). Ravn, Morten ; Mertens, Karel ; Fieldhouse, Andrew . In: NBER Working Papers. RePEc:nbr:nberwo:23154.

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2017Distributional Implications of Government Guarantees in Mortgage Markets. (2017). Gete, Pedro ; Zecchetto, Franco . In: MPRA Paper. RePEc:pra:mprapa:80643.

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2017Got Hurt for What You Paid? Revisiting Government Subsidy in the U.S. Mortgage Market. (2017). Zhao, Yunhui. In: MPRA Paper. RePEc:pra:mprapa:81083.

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2017Quantitative Easing without Rational Expectations. (2017). Sergeyev, Dmitriy ; Iovino, Luigi. In: 2017 Meeting Papers. RePEc:red:sed017:1387.

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2017MONETARY POLICY TRANSMISSION AND TRADE-OFFS IN THE UNITED STATES: OLD AND NEW. (2017). Peersman, Gert ; Hofmann, Boris. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/940.

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2017The optimal conduct of central bank asset purchases. (2017). Kühl, Michael ; DARRACQ PARIES, Matthieu ; Kuhl, Michael ; Darracq-Paries, Matthieu . In: Discussion Papers. RePEc:zbw:bubdps:222017.

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Works by Wayne Passmore:


YearTitleTypeCited
2001Pragmatic monitoring of financial stability In: BIS Papers chapters.
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chapter0
2000Automated Underwriting and the Profitability of Mortgage Securitization In: Real Estate Economics.
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article2
2005The Effect of Housing Government-Sponsored Enterprises on Mortgage Rates In: Real Estate Economics.
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article42
2005The effect of housing government-sponsored enterprises on mortgage rates.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 42
paper
2005The GSE Implicit Subsidy and the Value of Government Ambiguity In: Real Estate Economics.
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article31
2005The GSE implicit subsidy and the value of government ambiguity.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 31
paper
2015How Does the Federal Reserves Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates? In: Real Estate Economics.
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article9
2009Three Initiatives Enhancing the Mortgage Market and Promoting Financial Stability In: The B.E. Journal of Economic Analysis & Policy.
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article3
2016Cost of funds indexed mortgage contracts with government-backed catastrophic insurance (COFI-Cats): A realistic alternative to the 30-year fixed-rate mortgage? In: Journal of Economics and Business.
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article0
2006Comment on: An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac In: Journal of Monetary Economics.
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article4
2011Did the Federal Reserves MBS purchase program lower mortgage rates? In: Journal of Monetary Economics.
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article74
2011Did the Federal Reserves MBS purchase program lower mortgage rates?.(2011) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 74
paper
2007Federal Home Loan Bank advances and commercial bank portfolio composition In: FRB Atlanta Working Paper.
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paper7
2007Federal Home Loan Bank advances and commercial bank portfolio composition.(2007) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 7
paper
2012Federal Home Loan Bank Advances and Commercial Bank Portfolio Composition.(2012) In: Journal of Money, Credit and Banking.
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article
1998Is mortgage lending by savings associations special? In: Economic Review.
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article0
1998Is mortgage lending by savings associations special?.(1998) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 0
paper
1998The subsidy provided by the federal safety net: theory and measurement In: Proceedings.
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article5
1991Can retail depositories fund mortgages profitably? In: Finance and Economics Discussion Series.
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paper3
1992Market power and the pricing of mortgage securitization In: Finance and Economics Discussion Series.
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paper5
1997The Community Reinvestment Act and the Profitability of Mortgage-Oriented Banks In: Finance and Economics Discussion Series.
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paper4
1997The Community Reinvestment Act and the profitability of mortgage-oriented banks.(1997) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 4
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1997The effect of automated underwriting on the profitability of mortgage securitization In: Finance and Economics Discussion Series.
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paper0
1997The Subsidy Provided by the Federal Safety Net: Theory, Measurement, and Containment In: Finance and Economics Discussion Series.
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paper7
1998The subsidy provided by the federal safety net: theory, measurement, and containment.(1998) In: Proceedings.
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This paper has another version. Agregated cites: 7
paper
1999Pricing systemic crises: monetary and fiscal policy when savers are uncertain In: Finance and Economics Discussion Series.
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paper0
1999The banking industry and the safety net subsidy In: Finance and Economics Discussion Series.
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paper0
2000Credit scoring and mortgage securitization: do they lower mortgage rates? In: Finance and Economics Discussion Series.
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paper2
2001GSEs, mortgage rates, and the long-run effects of mortgage securitization In: Finance and Economics Discussion Series.
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paper23
2002GSEs, Mortgage Rates, and the Long-Run Effects of Mortgage Securitization..(2002) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 23
article
2002Does the Community Reinvestment Act (CRA) cause banks to provide a subsidy to some mortgage borrowers? In: Finance and Economics Discussion Series.
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paper6
2003The GSE implicit subsidy and value of government ambiguity In: Finance and Economics Discussion Series.
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paper10
2005GSEs, mortgage rates, and secondary market activities In: Finance and Economics Discussion Series.
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paper21
2006GSEs, mortgage rates, and secondary market activities.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 21
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2008GSEs, Mortgage Rates, and Secondary Market Activities.(2008) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 21
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2006The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets In: Finance and Economics Discussion Series.
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paper2
2007Bank core deposits and the mitigation of monetary policy In: Finance and Economics Discussion Series.
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paper13
2010The bank lending channel of monetary policy and its effect on mortgage lending In: Finance and Economics Discussion Series.
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paper3
2010An analysis of government guarantees and the functioning of asset-backed securities markets In: Finance and Economics Discussion Series.
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paper9
2012The Federal Reserves portfolio and its effects on mortgage markets In: Finance and Economics Discussion Series.
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paper1
2014How the Federal Reserves Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates In: Finance and Economics Discussion Series.
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paper0
2017FHA, Fannie Mae, Freddie Mac, and the Great Recession In: Finance and Economics Discussion Series.
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paper0
1992The influence of risk-adjusted capital regulations on asset allocation by savings and loans In: Finance and Economics Discussion Series.
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paper1
1993An efficiency model of deposit pricing and rate rigidity In: Finance and Economics Discussion Series.
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paper1
1994Optimal bank portfolios and the credit crunch In: Finance and Economics Discussion Series.
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paper7
1995Putting the squeeze on a market for lemons: government-sponsored mortgage securitization In: Finance and Economics Discussion Series.
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paper4
1996Putting the Squeeze on a Market for Lemons: Government-Sponsored Mortgage Securitization..(1996) In: The Journal of Real Estate Finance and Economics.
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This paper has another version. Agregated cites: 4
article
2016Government-Backed Mortgage Insurance Promoted a Speedier Recovery from the Great Recession In: FEDS Notes.
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paper0
1994Residential lending to low-income and minority families: evidence from the 1992 HMDA data In: Federal Reserve Bulletin.
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article10
1994Correction of a table appearing in the February 1994 issue in Residential lending to low-income and minority families: evidence from the 1992 HMDA data. In: Federal Reserve Bulletin.
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1994Private mortgage insurance In: Federal Reserve Bulletin.
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article6
1995Home purchase lending in low-income neighborhoods and to low-income borrowers In: Federal Reserve Bulletin.
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article7
1995Credit risk and the provision of mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin.
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article2
1996Distribution of credit risk among providers of mortgages to lower- income and minority homebuyers In: Federal Reserve Bulletin.
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article5
1999The role of specialized lenders in extending mortgages to lower-income and minority homebuyers In: Federal Reserve Bulletin.
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2002Mortgage refinancing in 2001 and early 2002 In: Federal Reserve Bulletin.
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article51
2005An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization In: Basel II White Paper.
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2006Federal Reserve research on government-sponsored enterprises In: Proceedings.
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2007A summary of Federal Home Loan Bank advances and commercial bank portfolio composition In: Proceedings.
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2010A proposal for financial institutions secured asset-backed insurance fund or FINSAIF In: Proceedings.
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2010A framework that incorporation contingent capital into the capital structure of systemically-important firms In: Proceedings.
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1986Strategic niche and the profitability of banking In: Proceedings.
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paper3
1988Loan loss reserves and stock market valuations of financial institutions In: Proceedings.
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paper0
1991Can banks profitably fund mortgages? In: Proceedings.
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paper0
1995Implementing CRA: what is the target? In: Proceedings.
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paper1
1996The relative profitability of commercial banks active in lending in lower-income borrowers In: Proceedings.
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paper0
1997The effect of automated underwriting on adverse selection and on the profitability of mortgage securitization In: Proceedings.
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paper0
2001The simple microeconomics of government-sponsored enterprises In: Proceedings.
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paper0
2002Measuring the CRA subsidy in mortgage markets In: Proceedings.
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paper0
2004An update to the GSE implicit subsidy and the value of government ambiguity In: Proceedings.
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paper0
2005Basel II competitive implications In: Proceedings.
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paper1
2009Strategic Trading in Multiple Assets and the Effects on Market Volatiliy In: International Journal of Central Banking.
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article5
2000Do Savings Associations Have a Special Commitment to Housing? In: Journal of Financial Services Research.
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article2
2001Credit Scoring and Mortgage Securitization: Implications for Mortgage Rates and Credit Availability. In: The Journal of Real Estate Finance and Economics.
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article17
1993Econometric Models of the Eleventh District Cost of Funds Index. In: The Journal of Real Estate Finance and Economics.
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article3

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