Board of Governors of the Federal Reserve System

Y_t$$, government transfers $$T_t$$, and household wealth $$W_t$$: $$$...Y_t-T_t}=\alpha+\beta\frac{W_t}{Y_t-T_t}+\ \widetilde{\epsilon_t}\ (2)

A. Volcker Lifetime Achievement Award for Economic Policy on me, thereby...A.W. Phillips--who was a New Zealander, an LSE faculty member, and a statistician

y^{\$}_t) = (1+y^{\ast}_t + x_t) S_t/F_t, $$$$ where $$(1 + y^{\$}_t)$...y-axis.8 When CIP deviations widen over the syndication period (a leftward

A: Data AppendixAppendix B: Abbreviations Appendix A: Data Appendix Definition...Y-9C data and not based on 2052a reporting data. Loan Modifications under

Y (12 CFR part 225, appendix F) unless it is a consolidated subsidiary...Y (12 CFR part 225, appendix F) unless it is a consolidated subsidiary

2A—Monetary Policy Objectives SECTION 2B—Appearances Before and Reports...9A—Participation in Lotteries Prohibited SECTION 9B—Resolution of Clearing

2A—Monetary Policy Objectives SECTION 2B—Appearances Before and Reports...9A—Participation in Lotteries Prohibited SECTION 9B—Resolution of Clearing

y^{40}_t – y^8_t $$$$ where $$2s10s_t$$ is the 2-10 spread and $$ y^{40...y^8_t $$ are the zero-coupon yields on Treasury securities at 40- and

Y = DELTA*LAG(Y, 2) + BETA*LEAD(IS, 3) + K OR Y - DELTA*LAG(Y, 2) - BETA...A: scriptA <- stochMats[1][[1]] get the matrix B: scriptB <- stochMats

y_{t+h,t} = \frac{y_{t+h}-y_{t-1}}{y_{t-1}} = \alpha^h + \nu_q^h + \eta...y_{t-j} + \gamma^hX_{t-1} + \varepsilon_t$$$$ $$\Delta y_{t+h,t}$$, is