Board of Governors of the Federal Reserve System

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• The Fed - Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?

  U.S. policy rate was at its effective lower bound. After a conceptual

  URL: https://www.federalreserve.gov/econres/feds/are-shadow-rate-models-of-the-treasury-yield-curve-structurally-stable.htm
  



• The Fed - Bank Profitability and Debit Card Interchange Regulation: Bank Responses to the Durbin Amendment

  S. Kay, Mark D. Manuszak, and Cindy M. Vojtech Abstract: The Durbin Amendment

  URL: https://www.federalreserve.gov/econres/feds/bank-profitability-and-debit-card-interchange-regulation-bank-responses-to-the-durbin-amendment.htm
  



• The Fed - Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

  U.S. cattle cycle. Keywords: Evaluation, multivariate, frequency domain

  URL: https://www.federalreserve.gov/econres/feds/dynamic-equilibrium-economies-a-framework-for-comparing-models-and-data.htm
  



• The Fed - Identifying the Stance of Monetary Policy at the Zero Lower Bound: A Markov-switching Estimation Exploiting Monetary-Fiscal Policy Interdependence

  U.S. quarterly data spanning 1960:1-2013:4. The chosen auxiliary Markov-switching

  URL: https://www.federalreserve.gov/econres/feds/identifying-the-stance-of-monetary-policy-at-the-zero-lower-bound.htm
  



• The Fed - Rare Disaster Probability and Options-Pricing

  S&P 500 index from 1983-2018 and for analogous indices for other countries

  URL: https://www.federalreserve.gov/econres/feds/rare-disaster-probability-and-options-pricing.htm
  



• The Fed - When do low-frequency measures really measure transaction costs?

  U.S. equities and major foreign exchange rates, (i) the measures based

  URL: https://www.federalreserve.gov/econres/feds/when-do-low-frequency-measures-really-measure-transaction-costs.htm
  



• The Fed - The Evolution of Retirement Wealth

  U.S. delivering the best possible retirement-preparedness across and within

  URL: https://www.federalreserve.gov/econres/feds/the-evolution-of-retirement-wealth.htm
  



• The Fed - To Cut or Not to Cut? On the Impact of Corporate Taxes on Employment and Income

  U.S. states. Comparing contiguous counties straddling state borders over

  URL: https://www.federalreserve.gov/econres/feds/to-cut-or-not-to-cut-on-the-impact-of-corporate-taxes-on-employment-and-income.htm
  



• The Fed - Forecasting the Price of Oil

  U.S. real GDP growth be improved upon by allowing for asymmetries? Full

  URL: https://www.federalreserve.gov/econres/ifdp/forecasting-the-price-of-oil.htm
  



• The Fed - Is there a World Real Interest Rate?

  U.S. real interest rate, which exhibits large and persistent deviations

  URL: https://www.federalreserve.gov/econres/ifdp/is-there-a-world-real-interest-rate.htm
  

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