Search Results
Documents are displayed in order of relevance.
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The Fed - An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?
data for Freddie Mac Participation Certificates, and find that the effect
URL: https://www.federalreserve.gov/econres/feds/an-empirical-test-of-a-two-factor-mortgage-valuation-model-how-much-do-house-prices-matter.htm
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The Fed - Finite-State Markov-Chain Approximations: A Hidden Markov Approach
data-generating process. We provide sufficient conditions under which
URL: https://www.federalreserve.gov/econres/feds/finite-state-markov-chain-approximations-a-hidden-markov-approach.htm
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The Fed - Implied Interest Rate Skew, Term Premiums, and the "Conundrum"
data well and actually better "explain" variation in the term premium
URL: https://www.federalreserve.gov/econres/feds/implied-interest-rate-skew-term-premiums-and-the-quotconundrumquot.htm
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The Fed - More than Words: Twitter Chatter and Financial Market Sentiment
data. We find that the Twitter Financial Sentiment Index (TFSI) correlates
URL: https://www.federalreserve.gov/econres/feds/more-than-words-twitter-chatter-and-financial-market-sentiment.htm
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The Fed - The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior
data from individual U.S. banks over the period 1980-2000. We employ over
URL: https://www.federalreserve.gov/econres/feds/the-institutional-memory-hypothesis-and-the-procyclicality-of-bank-lending-behavior.htm
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The Fed - The Role of Wages in Trend Inflation: Back to the 1980s?
data in a dynamic factor model of disaggregated prices and wages for the
URL: https://www.federalreserve.gov/econres/feds/the-role-of-wages-in-trend-inflation-back-to-the-1980s.htm
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The Fed - Achievement Gap Estimates and Deviations from Cardinal Comparability
data from several commonly employed surveys. The results of this empirical
URL: https://www.federalreserve.gov/econres/feds/achievement-gap-estimates-and-deviations-from-cardinal-comparability.htm
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The Fed - How House Price Dynamics and Credit Constraints affect the Equity Extraction of Senior Homeowners
data from the New York Federal Reserve/Equifax Consumer Credit Panel,
URL: https://www.federalreserve.gov/econres/feds/how-house-price-dynamics-and-credit-constraints-affect-the-equity-extraction-of-senior-homeowners.htm
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Speech by Vice Chairman for Supervision Quarles on charting a course for the Financial Stability Board - Federal Reserve Board
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/newsevents/speech/quarles20190210a.htm
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The Fed - Why isn't Investment More Sensitive to Interest Rates: Evidence from Surveys
data on the "hurdle rates" firms report using to make new investments
URL: https://www.federalreserve.gov/econres/feds/why-isn39t-investment-more-sensitive-to-interest-rates-evidence-from-surveys.htm
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