Board of Governors of the Federal Reserve System

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• The Fed - Machines vs. Machines: High Frequency Trading and Hard Information

  approach to measure HFT activity through limit order book data and using

  URL: https://www.federalreserve.gov/econres/feds/machines-vs-machines-high-frequency-trading-and-hard-information.htm
  



• The Fed - The Effect of Self-Reported Transitory Income Shocks on Household Spending

  approach stands in contrast to existing income shock measures in the literature

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-self-reported-transitory-income-shocks-on-household-spending.htm
  



• The Fed - Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume

  approach to measuring belief dispersions. Notably, such a relationship

  URL: https://www.federalreserve.gov/econres/feds/are-household-investors-noise-traders-evidence-from-belief-dispersion-and-stock-trading-volume.htm
  



• The Fed - Using Data on Seller Behavior to Forecast Short-run House Price Changes

  approach but for recent months uses listings data, which are available

  URL: https://www.federalreserve.gov/econres/feds/using-data-on-seller-behavior-to-forecast-short-run-house-price-changes.htm
  



• The Fed - Loan Sales and Bank Liquidity Risk Management: Evidence from a U.S. Credit Register

  approach. We find that banks with greater reliance on wholesale funding

  URL: https://www.federalreserve.gov/econres/feds/loan-sales-and-bank-liquidity-risk-management-evidence-from-a-us-credit-register.htm
  



• The Fed - Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models

  approaches towards computing yields in shadow-rate models suffer from

  URL: https://www.federalreserve.gov/econres/feds/computing-arbitrage-free-yields-in-multi-factor-gaussian-shadow-rate-term-structure-models.htm
  



• The Fed - An Evaluation of the Inflationary Pressure Associated with Short- and Long-term Unemployment

  approach, using national data, is incapable of discriminating the inflationary...short-and long-term unemployment on price inflation. We present a model

  URL: https://www.federalreserve.gov/econres/feds/an-evaluation-of-the-inflationary-pressure-associated-with-short-and-long-term-unemployment.htm
  



• The Fed - Does Realized Volatility Help Bond Yield Density Prediction?

  approach to incorporate volatility proxy information into dynamic factor

  URL: https://www.federalreserve.gov/econres/feds/does-realized-volatility-help-bond-yield-density-prediction.htm
  



• Federal Reserve Board - Federal Reserve Board issues final rule under Regulation B regarding data collection compliance requirements for motor vehicle dealers

  approach to motor vehicle dealers. The final rule will take effect upon

  URL: https://www.federalreserve.gov/newsevents/pressreleases/bcreg20110920a.htm
  



• Federal Reserve Board - Federal Reserve Board requests comment on proposed amendments to check collection and return rules

  approaches to modify the current expeditious-return and notice of nonpayment

  URL: https://www.federalreserve.gov/newsevents/pressreleases/other20131212a.htm
  

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