Board of Governors of the Federal Reserve System

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• The Fed - Spectral backtests unbounded and folded

  data. We extend this framework to allow general Lebesgue-Stieltjes kernel

  URL: https://www.federalreserve.gov/econres/feds/spectral-backtests-unbounded-and-folded.htm
  



• The Fed - Capital Flows, Asset Prices, and the Real Economy: A "China Shock" in the U.S. Real Estate Market

  data. We document (i) a "China shock" in the U.S. real estate market after

  URL: https://www.federalreserve.gov/econres/ifdp/capital-flows-asset-prices-and-the-real-economy-a-china-shock-in-the-us-real-estate-market.htm
  



• The Fed - Cointegration Tests in the Presence of Structural Breaks

  data generation process does not have a common factor. Keywords: Cointegration

  URL: https://www.federalreserve.gov/econres/ifdp/cointegration-tests-in-the-presence-of-structural-breaks.htm
  



• The Fed - Expansionary Austerity: Reallocating Credit Amid Fiscal Consolidation

  data suggests that the mechanism behind this result is a reduction in

  URL: https://www.federalreserve.gov/econres/ifdp/expansionary-austerity-reallocating-credit-amid-fiscal-consolidation.htm
  



• The Fed - Mercantilism as Strategic Trade Policy: The Anglo-Dutch Rivalry for the East India Trade

  data from the seventeenth-century East India trade, I find that the scope

  URL: https://www.federalreserve.gov/econres/ifdp/mercantilism-as-strategic-trade-policy-the-anglo-dutch-rivalry-for-the-east-india-trade.htm
  



• The Fed - Testing the Expectations Hypothesis When Interest Rates are Near Integrated

  data on short and long interest rates from eight developed and six emerging

  URL: https://www.federalreserve.gov/econres/ifdp/testing-the-expectations-hypothesis-when-interest-rates-are-near-integrated.htm
  



• The Fed - Tests of the Foreign Exchange Risk Premium Using the Expected Second Moments Implied by Option Pricing

  data: time-varying expectations generate valuable new evidence regarding

  URL: https://www.federalreserve.gov/econres/ifdp/tests-of-the-foreign-exchange-risk-premium-using-the-expected-second-moments-implied-by-option-pricing.htm
  



• The Fed - On Risk, Rational Expectations, and Efficient Asset Markets

  data, the impact of a number of factors on the efficacy of this mechanism

  URL: https://www.federalreserve.gov/econres/ifdp/on-risk-rational-expectations-and-efficient-asset-markets.htm
  



• The Fed - Productivity, Investment, and Current Accounts: Reassessing the Evidence

  data for manufactures through 1990. Is this consensus robust to revisions

  URL: https://www.federalreserve.gov/econres/ifdp/productivity-investment-and-current-accounts-reassessing-the-evidence.htm
  



• The Fed - Self-Fulfilling Debt Crises with Long Stagnations

  data for those countries. We find that expectations-driven debt crises

  URL: https://www.federalreserve.gov/econres/ifdp/self-fulfilling-debt-crises-with-long-stagnations.htm
  

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