I'm sitting at the bank on this nasty, rainy morning, waiting at the drive-thru (that's how they spell it) to deposit my state tax refund when it occurs to me that there really is no reason for me to do this. Or, rather, there shouldn't be. The IRS offers direct deposit, as does NJ Unemployment. Why the state Treasury doesn't I just can't fathom.
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Not sure how you filed your taxes but last year when I lived in NJ I did it through turbotax.com and my state refund was directly deposited as well as my federal.