Board of Governors of the Federal Reserve System

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• e2

  33.5 26.9 75.5 11.5 6. Zero interval 3.26 13,837 241 516 58.1 14.1 60.1...29.5 .1 67.4 28.6 5.5 28. Low risk 5.03 179 150 75 74.8 26.5 25.8 59.4

  URL: https://www.federalreserve.gov/releases/e2/200906/e2.pdf
  



• The Fed - Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps: Application to Risk Analysis

  S&P500 daily returns. I find that models with Levy alpha-stable jumps

  URL: https://www.federalreserve.gov/econres/feds/bayesian-analysis-of-stochastic-volatility-models-with-l233vy-jumps-application-to-risk-analysis.htm
  



• The Fed - Do Behavioral Biases Adversely Affect the Macro-Economy?

  U.S. states in which investors have higher cognitive abilities and exhibit

  URL: https://www.federalreserve.gov/econres/feds/do-behavioral-biases-adversely-affect-the-macro-economy.htm
  



• The Fed - Monetary Policy Evaluation with Noisy Information

  U.S. economy, I show that failing to account for the actual level of information

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-evaluation-with-noisy-information.htm
  



• The Fed - Property Taxes and Elderly Labor Supply

  U.S. has caused sharp increases in residential property taxes. Anecdotal

  URL: https://www.federalreserve.gov/econres/feds/property-taxes-and-elderly-labor-supply.htm
  



• The Fed - The Geography of Stock Market Participation: The Influence of Communities and Local Firms

  U.S. market value headquartered within the community are significantly

  URL: https://www.federalreserve.gov/econres/feds/the-geography-of-stock-market-participation-the-influence-of-communities-and-local-firms.htm
  



• The Fed - Duration Risk versus Local Supply Channel in Treasury Yields: Evidence from the Federal Reserve's Asset Purchase Announcements

  S. Sears Abstract: The FOMC's announcements of Treasury purchase programs

  URL: https://www.federalreserve.gov/econres/feds/duration-risk-versus-local-supply-channel-in-treasury-yields.htm
  



• The Fed - Politicians Avoid Tax Increases Around Elections

  U.S. states to analyze whether politicians avoid tax increases in election

  URL: https://www.federalreserve.gov/econres/feds/politicians-avoid-tax-increases-around-elections.htm
  



• The Fed - Inflation Targeting under Imperfect Knowledge

  U.S. economy, we show that monetary policy rules that would perform well

  URL: https://www.federalreserve.gov/econres/feds/inflation-targeting-under-imperfect-knowledge.htm
  



• The Fed - A Theory of Safe Asset Creation, Systemic Risk, and Aggregate Demand

  s power to tax allows it to better absorb losses. The level of systemic

  URL: https://www.federalreserve.gov/econres/feds/a-theory-of-safe-asset-creation-systemic-risk-and-aggregate-demand.htm
  

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