Details about Pablo N. D'Erasmo

Access statistics for papers by Pablo N. D'Erasmo.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pde385

Working Papers

2021

1. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
   Working Papers, Federal Reserve Bank of Minneapolis View citations (18)
2. Capital Buffers in a Quantitative Model of Banking Industry Dynamics
   Working Papers, Federal Reserve Bank of Philadelphia View citations (2)

2020

3. Reorganization or Liquidation: Bankruptcy Choice and Firm Dynamics
   Working Papers, Federal Reserve Bank of Minneapolis
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2017) View citations (13)
   NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (21)
4. Rising Bank Concentration
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (8)
   Also in Staff Report, Federal Reserve Bank of Minneapolis (2020) View citations (6)
   See also Journal Article Rising bank concentration, Journal of Economic Dynamics and Control, Elsevier (2020) View citations (8) (2020)

2019

5. BANKING REGULATION WITH RISK OF SOVEREIGN DEFAULT
   Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration View citations (1)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2019) View citations (1)
6. Capital Requirements in a Quantitative Model of Banking Industry Dynamics
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (40)
   Also in 2014 Meeting Papers, Society for Economic Dynamics (2014)
   Working Papers, Federal Reserve Bank of Philadelphia (2014) View citations (10)
   2018 Meeting Papers, Society for Economic Dynamics (2018) View citations (9)
7. History Remembered: Optimal Sovereign Default on Domestic and External Debt
   Working Papers, Federal Reserve Bank of Philadelphia View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (5)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2018) View citations (5)
   See also Journal Article History remembered: Optimal sovereign default on domestic and external debt, Journal of Monetary Economics, Elsevier (2021) View citations (10) (2021)
8. Relationship Banking, Network Dynamics and Sovereign Default
   2019 Meeting Papers, Society for Economic Dynamics
9. Relationship Networks in Banking Around a Sovereign Default and Currency Crisis
   School of Economics Working Paper Series, LeBow College of Business, Drexel University
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2019)
   See also Journal Article Relationship Networks in Banking Around a Sovereign Default and Currency Crisis, IMF Economic Review, Palgrave Macmillan (2020) View citations (3) (2020)
10. The Effects of Imposing a Central Counterparty in a Network
    2019 Meeting Papers, Society for Economic Dynamics

2017

11. Optimal Domestic (and External) Sovereign Default
    Working Papers, Federal Reserve Bank of Philadelphia
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2016) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2016) View citations (2)
    Working Papers, eSocialSciences (2016) View citations (2)

2016

12. Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default
    Working Papers, Federal Reserve Bank of Philadelphia View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (12)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (1)
    See also Chapter Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default, NBER Chapters, National Bureau of Economic Research, Inc (2013) View citations (18) (2013)
    Journal Article DISTRIBUTIONAL INCENTIVES IN AN EQUILIBRIUM MODEL OF DOMESTIC SOVEREIGN DEFAULT, Journal of the European Economic Association, European Economic Association (2016) View citations (28) (2016)
13. Stress Testing in a Structural Model of Bank Behavior
    2016 Meeting Papers, Society for Economic Dynamics View citations (3)

2015

14. Foreign Competition and Banking Industry Dynamics
    2015 Meeting Papers, Society for Economic Dynamics View citations (7)
15. Foreign competition and banking industry dynamics: an application to Mexico
    Working Papers, Federal Reserve Bank of Philadelphia View citations (8)
    See also Journal Article Foreign Competition and Banking Industry Dynamics: An Application to Mexico, IMF Economic Review, Palgrave Macmillan (2015) View citations (10) (2015)
16. What is a Sustainable Public Debt?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
    Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (16)

2014

17. Market exposure and endogenous firm volatility over the business cycle
    Working Papers, Federal Reserve Bank of Philadelphia View citations (22)
    See also Journal Article Market Exposure and Endogenous Firm Volatility over the Business Cycle, American Economic Journal: Macroeconomics, American Economic Association (2016) View citations (21) (2016)
18. Misallocation, informality, and human capital: understanding the role of institutions
    Working Papers, Federal Reserve Bank of Philadelphia View citations (10)
    See also Journal Article Misallocation, informality, and human capital: Understanding the role of institutions, Journal of Economic Dynamics and Control, Elsevier (2014) View citations (14) (2014)
19. Sovereign Risk and Bank Balance Sheets: The Role of Macroprudential Policies
    2014 Meeting Papers, Society for Economic Dynamics View citations (14)

2013

20. Access to Credit and the Size of the Formal Sector in Brazil
    Research Department Publications, Inter-American Development Bank, Research Department
    Also in IDB Publications (Working Papers), Inter-American Development Bank (2013)
21. Intangibles and Endogenous Firm Volatility over the Business Cycle
    2013 Meeting Papers, Society for Economic Dynamics View citations (7)
    Also in Virginia Economics Online Papers, University of Virginia, Department of Economics (2011) View citations (17)
22. Sovereign Default Risk and Bank Balance Sheets
    2013 Meeting Papers, Society for Economic Dynamics View citations (1)

2012

23. Misallocation, Informality, and Human Capital
    Virginia Economics Online Papers, University of Virginia, Department of Economics
    Also in 2011 Meeting Papers, Society for Economic Dynamics (2011) View citations (3)

2011

24. Entrepreneurship and Endogenous Volatility
    2011 Meeting Papers, Society for Economic Dynamics

2010

25. A Quantitative Model of Banking Industry Dynamics
    2010 Meeting Papers, Society for Economic Dynamics View citations (10)
26. Financial Structure, Informality and Development
    2010 Meeting Papers, Society for Economic Dynamics View citations (6)
    Also in Virginia Economics Online Papers, University of Virginia, Department of Economics (2009) View citations (54)
    See also Journal Article Financial structure, informality and development, Journal of Monetary Economics, Elsevier (2012) View citations (96) (2012)

2008

27. Government Reputation and Debt Repayment in Emerging Economies
    2008 Meeting Papers, Society for Economic Dynamics View citations (9)
28. Reorganization or Exit: Bankruptcy Decisions and Firm Dynamics
    2008 Meeting Papers, Society for Economic Dynamics

2007

29. Investment and firm dynamics
    MPRA Paper, University Library of Munich, Germany

2006

30. Politico economic consequences of rising income inequality
    2006 Meeting Papers, Society for Economic Dynamics View citations (1)

Journal Articles

2021

1. History remembered: Optimal sovereign default on domestic and external debt
   Journal of Monetary Economics, 2021, 117, (C), 969-989 View citations (10)
   See also Working Paper History Remembered: Optimal Sovereign Default on Domestic and External Debt, Working Papers (2019) View citations (1) (2019)

2020

2. Relationship Networks in Banking Around a Sovereign Default and Currency Crisis
   IMF Economic Review, 2020, 68, (3), 584-642 View citations (3)
   See also Working Paper Relationship Networks in Banking Around a Sovereign Default and Currency Crisis, School of Economics Working Paper Series (2019) (2019)
3. Rising bank concentration
   Journal of Economic Dynamics and Control, 2020, 115, (C) View citations (8)
   See also Working Paper Rising Bank Concentration, NBER Working Papers (2020) View citations (8) (2020)

2019

4. Banking Trends: Estimating Today's Commercial Real Estate Risk
   Economic Insights, 2019, 4, (1), 9-15
   Also in Banking Trends, 2019, (Q1), 9-15 (2019)

2018

5. Are Higher Capital Requirements Worth It?
   Economic Insights, 2018, 3, (2), 1-8 View citations (2)

2016

6. Access to Credit and the Size of the Formal Sector
   Economía Journal, 2016, Volume 16 Number 2, (Spring 2016), 143-199
7. DISTRIBUTIONAL INCENTIVES IN AN EQUILIBRIUM MODEL OF DOMESTIC SOVEREIGN DEFAULT
   Journal of the European Economic Association, 2016, 14, (1), 7-44 View citations (28)
   Also in Journal of the European Economic Association, 2016, 14, (1), 7-44 (2016) View citations (22)
   See also Chapter Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default, NBER Chapters, 2013 (2013) View citations (18) (2013)
   Working Paper Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default, Working Papers (2016) View citations (25) (2016)
8. Market Exposure and Endogenous Firm Volatility over the Business Cycle
   American Economic Journal: Macroeconomics, 2016, 8, (1), 148-98 View citations (21)
   See also Working Paper Market exposure and endogenous firm volatility over the business cycle, Working Papers (2014) View citations (22) (2014)

2015

9. Foreign Competition and Banking Industry Dynamics: An Application to Mexico
   IMF Economic Review, 2015, 63, (4), 830-867 View citations (10)
   See also Working Paper Foreign competition and banking industry dynamics: an application to Mexico, Working Papers (2015) View citations (8) (2015)

2014

10. Misallocation, informality, and human capital: Understanding the role of institutions
    Journal of Economic Dynamics and Control, 2014, 42, (C), 122-142 View citations (14)
    See also Working Paper Misallocation, informality, and human capital: understanding the role of institutions, Working Papers (2014) View citations (10) (2014)

2012

11. Financial structure, informality and development
    Journal of Monetary Economics, 2012, 59, (3), 286-302 View citations (96)
    See also Working Paper Financial Structure, Informality and Development, 2010 Meeting Papers (2010) View citations (6) (2010)

2009

12. Politico-economic consequences of rising wage inequality
    Journal of Monetary Economics, 2009, 56, (1), 43-61 View citations (41)

Chapters

2013

1. Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default
   A chapter in Sovereign Debt and Financial Crises, 2013 View citations (18)
   See also Journal Article DISTRIBUTIONAL INCENTIVES IN AN EQUILIBRIUM MODEL OF DOMESTIC SOVEREIGN DEFAULT, European Economic Association (2016) View citations (28) (2016)
   Working Paper Distributional Incentives in an Equilibrium Model of Domestic Sovereign Default, Federal Reserve Bank of Philadelphia (2016) View citations (25) (2016)