Board of Governors of the Federal Reserve System

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• The Fed - Market Conditions and Hedge Fund Survival

  data on individual funds and industry aggregates. We find that market

  URL: https://www.federalreserve.gov/econres/feds/market-conditions-and-hedge-fund-survival.htm
  



• The Fed - Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities

  data. The calibrated model generates hedging `violations' of one-factor

  URL: https://www.federalreserve.gov/econres/feds/option-prices-with-uncertain-fundamentals-theory-and-evidence-on-the-dynamics-of-implied-volatilities.htm
  



• The Fed - Relative prices and pure inflation since the mid-1990s

  data set of 146 monthly disaggregated prices from 1995 to 2019. We find

  URL: https://www.federalreserve.gov/econres/feds/relative-prices-and-pure-inflation-since-the-mid-1990s.htm
  



• The Fed - Sacrifice Ratios and Monetary Policy Credibility: Do Smaller Budget Deficits, Inflation-Indexed Debt, and Inflation Targets Lower Disinflation Costs?

  data do support the hypothesis that governments with an incentive, rather

  URL: https://www.federalreserve.gov/econres/feds/sacrifice-ratios-and-monetary-policy-credibility-do-smaller-budget-deficits-inflation-indexed-debt-and-inflation-targets-lo.htm
  



• The Fed - Stock Market Participation, Portfolio Choice and Pensions over the Life-Cycle

  data. We present three realistic extensions to the basic framework: per

  URL: https://www.federalreserve.gov/econres/feds/stock-market-participation-portfolio-choice-and-pensions-over-the-life-cycle.htm
  



• The Fed - The Ability of Banks to Lend to Informationally Opaque Small Businesses

  data set on Argentinean banks, firms, and loans. We also test hypotheses

  URL: https://www.federalreserve.gov/econres/feds/the-ability-of-banks-to-lend-to-informationally-opaque-small-businesses.htm
  



• The Fed - The Production-Side Approach to Estimating Embodied Technological Change

  data on current output and input choices along with histories on their

  URL: https://www.federalreserve.gov/econres/feds/the-production-side-approach-to-estimating-embodied-technological-change.htm
  



• The Fed - The Effects of the Federal Reserve's Date-Based Forward Guidance

  data surprises--is confounded by the zero lower bound on nominal interest

  URL: https://www.federalreserve.gov/econres/feds/the-effects-of-the-federal-reserve39s-date-based-forward-guidance.htm
  



• The Fed - The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic

  data on cross-county flu mortality rates and state-charter bank balance

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-the-central-bank-liquidity-support-during-pandemics-evidence-from-the-1918-spanish-influenza-pandemic.htm
  



• The Fed - Which Output Gap Estimates Are Stable in Real Time and Why?

  data; trend-cycle decomposition; unobserved components model DOI: https

  URL: https://www.federalreserve.gov/econres/feds/which-output-gap-estimates-are-stable-in-real-time-and-why.htm
  

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