Christopher J. Palmer - MIT Sloan Finance

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An IV Hazard Model of Loan Default with an Application to Subprime Mortgage Cohorts
Revise and resubmit, Journal of Finance
Code. WSJ.
NBER Working Paper #32000
(replaces "Why Did So Many Subprime Borrowers Default During the Crisis: Loose Credit or Plummeting Prices?")
The Last Mile of Monetary Policy: Inattention, Reminders, and the Refinancing Channel
with Shane Byrne, Kenneth Devine, Michael King, and Yvonne McCarthy
Revise and resubmit, Journal of Finance
Slides.
NBER Working Paper #31043
Implicit Extrapolation and the Beliefs Channel of Investment Demand
with Haoyang Liu
Revise and resubmit, Journal of Financial Economics
NBER Working Paper #28926
(replaces "Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand")
Personal Bankruptcy and the Accumulation of Shadow Debt
with Bronson Argyle, Benjamin Iverson, and Taylor Nadauld
Slides. MarketWatch.
NBER Working Paper #28901
Explaining Racial Disparities in Personal Bankruptcy Outcomes
with Bronson Argyle, Sasha Indarte, and Benjamin Iverson
Race Imputation Code Readme. Race Imputation Code (828 MB). Slides. Knowledge at Wharton.
How Do Consumers Finance Increased Retirement Savings?
with Taha Choukhmane