Search Results
Documents are displayed in order of relevance.
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Federal Reserve Board - Official Staff
Data Officer Deborah Prespare, Deputy Chief Data Officer Rajasekhar R.
URL: https://www.federalreserve.gov/aboutthefed/officialstaff.htm
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The Fed - Latent Variables Analysis in Structural Models: A New Decomposition of the Kalman Smoother
data on latent variables, like the data decomposition. However, by taking...data and the latent variables. We demonstrate the usefulness of this approach
URL: https://www.federalreserve.gov/econres/feds/latent-variables-analysis-structural-models-new-decomposition-kalman-smoother.htm
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The Fed - Inflation, Volatility, and Growth
data for the past 30 years. With regard to the level of inflation, we ...data reveals a strong negative correlation between inflation and income
URL: https://www.federalreserve.gov/econres/feds/inflation-volatility-and-growth.htm
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The Fed - Introducing the Distributional Financial Accounts of the United States
data. The DFAs build on two existing Federal Reserve Board statistical...data on the wealth distribution by using a more comprehensive measure
URL: https://www.federalreserve.gov/econres/feds/introducing-the-distributional-financial-accounts-of-the-united-states.htm
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The Fed - William F. Treacy
data for policy purposes Adviser Board of Governors of the Federal Reserve...Data to Corroborate Corporate Identity: Case Study of the Legal Entity
URL: https://www.federalreserve.gov/econres/william-f-treacy.htm
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Linear Factor Models and the Estimation of Expected Returns
1 1 Introduction Estimating expected returns on individual assets or portfolios...data does not help much, if at all. There is a long history of papers
URL: https://www.federalreserve.gov/econres/feds/files/2024014pap.pdf
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Beige Book - December 4, 2024
1 Federal Reserve Bank of Boston ........................................1 Prices Prices rose only at a modest pace across Federal Reserve Districts
URL: https://www.federalreserve.gov/monetarypolicy/files/BeigeBook_20241204.pdf
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The Fed - News and Noise in G-7 GDP Announcements
data revisions. Previous work suggests that U.S. GDP revisions are largely...data, preliminary data, final data, revision, GDP PDF: Full Paper Disclaimer
URL: https://www.federalreserve.gov/econres/ifdp/news-and-noise-in-g-7-gdp-announcements.htm
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The Fed - Predicting Global Stock Returns
data set analyzed so far, using four common forecasting variables: the...data contain over 20,000 monthly observations from 40 international markets
URL: https://www.federalreserve.gov/econres/ifdp/predicting-global-stock-returns.htm
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The Fed - A Robust Neighborhood Truncation Approach to Estimation of Integrated Quarticity
data. IQ is the key ingredient enabling inference about volatility and...data imperfections and set forth three complementary approaches for improving
URL: https://www.federalreserve.gov/econres/ifdp/a-robust-neighborhood-truncation-approach-to-estimation-of-integrated-quarticity.htm
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