Board of Governors of the Federal Reserve System

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• The Fed - Financial Conditions and Economic Activity: Insights from Machine Learning

  Data; Recession Prediction; Variable Selection DOI: https://doi.org/10.17016

  URL: https://www.federalreserve.gov/econres/feds/financial-conditions-and-economic-activity-insights-from-machine-learning.htm
  



• The Fed - Imperfect Knowledge, Inflation Expectations, and Monetary Policy

  data. The process of perpetual learning introduces an additional layer

  URL: https://www.federalreserve.gov/econres/feds/imperfect-knowledge-inflation-expectations-and-monetary-policy.htm
  



• The Fed - Is "Learning-by-Exporting" Important? Micro-dynamic Evidence from Colombia, Mexico, and Morocco

  data from three semi-industrialized economies. Representing export market

  URL: https://www.federalreserve.gov/econres/feds/is-quotlearning-by-exportingquot-important-micro-dynamic-evidence-from-colombia-mexico-and-morocco.htm
  



• The Fed - GSEs, Mortgage Rates, and Secondary Market Activities

  data from 1993 to 2005 we estimate a VAR model of the relationship between

  URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-secondary-market-activities-200630.htm
  



• 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
  



• 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
  



• 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
  



• 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
  



• 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
  



• 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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