Search Results
Documents are displayed in order of relevance.
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Speech by Governor Cook on financial stability
vulnerabilities—the aspects of the financial system that would exacerbate...key set of vulnerabilities stems from valuation pressures. The willingness
URL: https://www.federalreserve.gov/newsevents/speech/files/cook20231108a.pdf
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The Fed - Constructing a Dictionary for Financial Stability
comparing the total number of positive and negative words in the text ...and," "the," and "of." We then sort words by frequency and extract the
URL: https://www.federalreserve.gov/econres/notes/ifdp-notes/constructing-a-dictionary-for-financial-stability-20170623.htm
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The Fed - Confidence Intervals for Long-Horizon Predictive Regressions via Reverse Regressions
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URL: https://www.federalreserve.gov/econres/feds/confidence-intervals-for-long-horizon-predictive-regressions-via-reverse-regressions.htm
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The Fed - Three Lessons for Monetary Policy in a Low Inflation Era
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URL: https://www.federalreserve.gov/econres/feds/three-lessons-for-monetary-policy-in-a-low-inflation-era.htm
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The Fed - Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry
the, respective, processes to be skewed. Skewness is considered a stylized
URL: https://www.federalreserve.gov/econres/feds/regular-variation-of-popular-garch-processes-allowing-for-distributional-asymmetry.htm
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The Fed - Volatility Puzzles: A Unified Framework for Gauging Return-Volatility Regressions
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URL: https://www.federalreserve.gov/econres/feds/volatility-puzzles-a-unified-framework-for-gauging-return-volatility-regressions.htm
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The Fed - Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs
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URL: https://www.federalreserve.gov/econres/ifdp/optimizing-credit-gaps-for-predicting-financial-crises-modelling-choices-tradeoffs.htm
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The Fed - A Residual-Based Cointegration Test for Near Unit Root Variables
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URL: https://www.federalreserve.gov/econres/ifdp/a-residual-based-cointegration-test-for-near-unit-root-variables.htm
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The Fed - Nonparametric HAC Estimation for Time Series Data with Missing Observations
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URL: https://www.federalreserve.gov/econres/ifdp/nonparametric-hac-estimation-for-time-series-data-with-missing-observations.htm
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The Fed - Do Taxes Matter for Long-Run Growth?: Harberger's Superneutrality Conjecture
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URL: https://www.federalreserve.gov/econres/ifdp/do-taxes-matter-for-long-run-growth-harberger39s-superneutrality-conjecture.htm
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