Board of Governors of the Federal Reserve System

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• The Fed - When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood

  improving the efficiency of the quasi-maximum likelihood estimator. Accessible

  URL: https://www.federalreserve.gov/econres/feds/when-simplicity-offers-a-benefit-not-a-cost.htm
  



• The Fed - A Comprehensive Empirical Evaluation of Biases in Expectation Formation

  improve forecasts with access only to available information. We do find

  URL: https://www.federalreserve.gov/econres/feds/a-comprehensive-empirical-evaluation-of-biases-in-expectation-formation.htm
  



• The Fed - Corporate Mergers and Acquisitions Under Lender Scrutiny

  improved credit quality for newly originated M&A-related loans under enhanced

  URL: https://www.federalreserve.gov/econres/feds/corporate-mergers-and-acquisitions-under-lender-scrutiny.htm
  



• The Fed - More Tax, Less Refi? The Mortgage Interest Deduction and Monetary Policy Pass-Through

  improve the pass-through of monetary policy when rates fall. Keywords:

  URL: https://www.federalreserve.gov/econres/feds/more-tax-less-refi-the-mortgage-interest-deduction-and-monetary-policy-pass-through.htm
  



• FRB: Press Release -- New weekly publication listing applications and notices filed under the Bank Holding Company Act or Change in Bank Control Act -- April 30, 1997

  improve the effectiveness and timeliness of public notices of merger and

  URL: https://www.federalreserve.gov/boarddocs/press/general/1997/19970430/default.htm
  



• The Fed - Should Fixed Coefficients be Reestimated Every Period for Extrapolation?

  improved when fixed coefficient models are sequentially reestimated, and

  URL: https://www.federalreserve.gov/econres/ifdp/should-fixed-coefficients-be-reestimated-every-period-for-extrapolation.htm
  



• The Fed - International Cross-listing, Firm Performance and Top Management Turnover: A Test of the Bonding Hypothesis

  improving the corporate governance of cross-listed firms. We find that

  URL: https://www.federalreserve.gov/econres/ifdp/international-cross-listing-firm-performance-and-top-management-turnover-a-test-of-the-bonding-hypothesis.htm
  



• The Fed - Real Exchange Rate Movements in High Inflation Countries

  improved by not negtecting real shocks. PDF: Full Paper Disclaimer: The

  URL: https://www.federalreserve.gov/econres/ifdp/real-exchange-rate-movements-in-high-inflation-countries.htm
  



• The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984

  improve our methodology by implementing a new test of out-of-sample fit

  URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
  



• The Fed - South Africa's Post-Apartheid Two-Step: Social Demands versus Macro Stability

  improved public services for the majority of its citizens while at the

  URL: https://www.federalreserve.gov/econres/ifdp/south-africa39s-post-apartheid-two-step-social-demands-versus-macro-stability.htm
  

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