Board of Governors of the Federal Reserve System

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• The Fed - Pitfalls in Tests for Changes in Correlations

  pricing and hedging derivatives whose payoff depends on more than one ...and, in particular, whose correlation coefficient is constant. We make

  URL: https://www.federalreserve.gov/econres/ifdp/pitfalls-in-tests-for-changes-in-correlations.htm
  



• The Fed - Evaluating a Global Vector Autoregression for Forecasting

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/ifdp/evaluating-a-global-vector-autoregression-for-forecasting.htm
  



• The Fed - What Determines Public Support for Affirmative Action?

  compared to the opportunity cost of not acquiring education, and the majority

  URL: https://www.federalreserve.gov/econres/ifdp/what-determines-public-support-for-affirmative-action.htm
  



• The Fed - Corporate Debt Maturity Matters for Monetary Policy

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  URL: https://www.federalreserve.gov/econres/ifdp/corporate-debt-maturity-matters-for-monetary-policy.htm
  



• The Fed - Distributions of Error Correction Tests for Cointegration

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  URL: https://www.federalreserve.gov/econres/ifdp/distributions-of-error-correction-tests-for-cointegration.htm
  



• The Fed - Estimating Elasticities for U.S. Trade in Services

  price elasticities for U.S. trade in services and evaluate the importance...price elasticity, general-to-specific, automated specification PDF: Full

  URL: https://www.federalreserve.gov/econres/ifdp/estimating-elasticities-for-us-trade-in-services.htm
  



• The Fed - SONOMA: a Small Open ecoNOmy for MAcrofinance

  prices, financial flows, and economic activity. DOI: https://doi.org/10.17016

  URL: https://www.federalreserve.gov/econres/ifdp/sonoma-a-small-open-economy-for-macrofinance.htm
  



• The Fed - Correcting for Endogeneity in Models with Bunching

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  URL: https://www.federalreserve.gov/econres/feds/correcting-for-endogeneity-in-models-with-bunching.htm
  



• The Fed - Sequential Monte Carlo Sampling for DSGE Models

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  URL: https://www.federalreserve.gov/econres/feds/sequential-monte-carlo-sampling-for-dsge-models.htm
  



• The Fed - A State-Dependent Model for Inflation Forecasting

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  URL: https://www.federalreserve.gov/econres/ifdp/a-state-dependent-model-for-inflation-forecasting.htm
  

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