chandlerlutz / investorsentimentdata Goto Github PK

Hi, I'm Chandler Lutz, a financial economist at the U.S. Securities and Exchange Commission in the Division of Economic and Risk Analysis (DERA). I am also a research fellow at the UCLA Ziman Center for Real Estate. My research employs machine learning, econometric, and statistical methods in the study of housing markets, labor economics, and monetary policy.

In recent work, I have developed new datasets that measure the amount of land unavailable for housing construction across the United States and causally assessed the impact of interest rate declines on distressed borrowers. My research has been published in the Review of Financial Studies, the Journal of Labor Economics, and the Journal of Urban Economics, among other outlets. My policy work at the SEC spans housing markets as well as financial risk and macroeconomic analysis.

• Publications and Working Papers
• CV, Google Scholar, and SSRN

• The Impact of Crisis-Period Interest Rate Declines on Distressed Borrowers
• Highly Disaggregated Land Unavailability
• Mortgage Innovation and House Price Booms

• The Effects of a Targeted Financial Constraint on the Housing Market
• A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession
• The Impact of Interest-Only Loans on Affordability
• Local Labor Markets in Canada and the United States
• Winners and Losers From an Announced Durable Tax Hike: Tesla in Denmark
• Mortgage Default Risk: New Evidence from Internet Search Queries
• The Asymmetric Effects of Investor Sentiment
• Systematically Important Banks and Increased Capital Requirements in the Dodd-Frank Era
• The Impact of Conventional and Unconventional Monetary Policy on Investor Sentiment