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TheEconomists

Photo of Sean D. Campbell
202-452-3760
sean.d.campbell@frb.gov
Education
  • Ph.D., Economics, University of Pennsylvania, 2002
  • B.A., Economics, University of Massachusetts, 1995
    • Economist

      Board of Governors of the Federal Reserve System

    • 2004 - present
    • Assistant Professor

      Department of Economics, Brown University

    • 2002 - 2004
  • Campbell, Sean D., Stefanos Delikouras, Danling Jiang, and George M. Korniotis (2016). "The Human Capital That Matters: Expected Returns and High-Income Households," Review of Financial Studies, vol. 29, no. 9, pp. 2523-2563.
  • Campbell, Sean (2014). "Estimating the Effect of Central Clearing on Credit Derivative Exposures," FEDS Notes 2014-02-26. Board of Governors of the Federal Reserve System (U.S.).
  • Campbell, Sean D., and Joshua Hojvat Gallin (2014). "Risk Transfer Across Economic Sectors using Credit Default Swaps," FEDS Notes 2014-09-03. Board of Governors of the Federal Reserve System (U.S.).
  • Campbell, Sean D., Canlin Li, and Jay Im (2014). "Measuring Agency MBS Market Liquidity with Transaction Data," FEDS Notes 2014-01-31. Board of Governors of the Federal Reserve System (U.S.).
  • Campbell, Sean D. (2006). "A Review of Backtesting and Backtesting Procedures," Journal of Risk, vol. 9, no. 2, pp. 1-17.
  • Campbell, Sean, Daniel Covitz, William Nelson, and Karen Pence (2011). "Securitization Markets and Central Banking: An Evaluation of the Term Asset-Backed Securities Loan Facility," Journal of Monetary Economics, vol. 58, no. 5, pp. 518-531.
  • Campbell, Sean D., and Francis X. Diebold (2009). "Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence," Journal of Business and Economic Statistics, vol. 27, no. 2, pp. 266-278.
  • Campbell, Sean D., and Steven A. Sharpe (2009). "Anchoring Bias in Consensus Forecasts and its Effect on Market Prices," Journal of Financial and Quantitative Analysis, vol. 44, no. 2, pp. 369-390.
  • Campbell, Sean D., Morris A. Davis, Joshua Gallin, and Robert F. Martin (2009). "What Moves Housing Markets: A Variance Decomposition of the Rent-Price Ratio," Journal of Urban Economics, vol. 66, no. 2, pp. 90-102.
  • Campbell, Sean D., and George M. Korniotis (2008). "The Human Capital that Matters: Expected Returns and the Income of Affluent Households," Finance and Economics Discussion Series 2008-09. Board of Governors of the Federal Reserve System (U.S.).
  • Campbell, Sean D. (2007). "Macroeconomic Volatility, Predictability, and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters," Journal of Business and Economic Statistics, vol. 25, no. 2, pp. 191-200.
  • Campbell, Sean D., and Erik Heitfield (2014). "The Regulation of Counterparty Risk in Over-the-Counter Derivatives Markets," in Canabarro, Eduardo, Michael Pythkin eds., Counterparty Risk Management: Measurement, Pricing and Regulation. London: Risk Books.
  • Campbell, Sean D. (2005). "Stock Market Volatility and the Great Moderation," Finance and Economics Discussion Series 2005-47. Board of Governors of the Federal Reserve System (U.S.).
  • Campbell, Sean D., and Francis X. Diebold (2005). "Weather Forecasting for Weather Derivatives," Journal of the American Statistical Association, vol. 100, no. 469, pp. 6-16.
  • Campbell, Sean D., and Canlin Li (2004). "Alternative Estimates of the Presidential Premium," Finance and Economics Discussion Series 2004-69. Board of Governors of the Federal Reserve System (U.S.).
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Last update: December 5, 2016