Board of Governors of the Federal Reserve System

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• The Fed - Macroeconomic Risk and Asset Pricing: Estimating the APT with Observable Factors

  U.S. equity returns, and the APT pricing restrictions cannot be rejected

  URL: https://www.federalreserve.gov/econres/ifdp/macroeconomic-risk-and-asset-pricing-estimating-the-apt-with-observable-factors.htm
  



• The Fed - Oil Efficiency, Demand, and Prices: A Tale of Ups and Downs

  U.S. activity. A pickup in foreign activity played an important role in

  URL: https://www.federalreserve.gov/econres/ifdp/oil-efficiency-demand-and-prices-a-tale-of-ups-and-downs.htm
  



• The Fed - Estimating Pass-Through: Structure and Stability

  1980s. PDF: Full Paper Disclaimer: The economic research that is linked

  URL: https://www.federalreserve.gov/econres/ifdp/estimating-pass-through-structure-and-stability.htm
  



• The Fed - International Relative Price Levels: A Look Under the Hood

  s International Comparison Program (ICP). Our examination is motivated

  URL: https://www.federalreserve.gov/econres/ifdp/international-relative-price-levels-a-look-under-the-hood.htm
  



• The Fed - Predictability of Growth in Emerging Markets: Information in Financial Aggregates

  U.S. and find that there are differences in the ability of financial markets

  URL: https://www.federalreserve.gov/econres/ifdp/predictability-of-growth-in-emerging-markets-information-in-financial-aggregates.htm
  



• The Fed - Predictable Uncertainty in Economic Forecasting

  U.S. trade account, U.K. inflation, and U.K. real national income help

  URL: https://www.federalreserve.gov/econres/ifdp/predictable-uncertainty-in-economic-forecasting.htm
  



• The Fed - Real-Time Measurement of Business Conditions

  S. Boragan Aruoba, Francis X. Diebold, and Chiara Scotti Abstract: We

  URL: https://www.federalreserve.gov/econres/ifdp/real-time-measurement-of-business-conditions.htm
  



• The Fed - Anticipatory Capital Flows and the Behavior of the Dollar

  S. Kling Abstract: In this paper, I argue that the value of the dollar

  URL: https://www.federalreserve.gov/econres/ifdp/anticipatory-capital-flows-and-the-behavior-of-the-dollar.htm
  



• The Fed - International Stock Price Spillovers and Market Liberalization: Evidence From Korea, Japan, and the United States

  U.S. on the mean and variance of Korean returns. Such spillovers have

  URL: https://www.federalreserve.gov/econres/ifdp/international-stock-price-spillovers-and-market-liberalization-evidence-from-korea-japan-and-the-united-states.htm
  



• The Fed - Long Memory Models of Interest Rates, The Term Structure, and Variance Bounds Tests

  S. Shea Abstract: Variance bounds tests of the rational expectations hypothesis

  URL: https://www.federalreserve.gov/econres/ifdp/long-memory-models-of-interest-rates-the-term-structure-and-variance-bounds-tests.htm
  

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