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Documents are displayed in order of relevance.
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The Fed - Real-Time Global Longer-Run Neutral Rates
yield, trend of productivity growth, working age share, global spillovers...yield. Because we measure these trends using a Hodrick-Prescott filter
URL: https://www.federalreserve.gov/econres/notes/feds-notes/real-time-global-longer-run-neutral-rates-20250409.html
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.s
Treasury securities LM563061103 502.3 555.8 706.0 555.8 604.9 635.7 674.9
URL: https://www.federalreserve.gov/releases/z1/20260611/html/S124_3_s.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.t
Treasury securities FA563061103 98.5 72.0 140.3 53.1 145.9 133.6 138.3
URL: https://www.federalreserve.gov/releases/z1/20260611/html/S124_3_t.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.s
Treasury securities LM563061103 502.3 555.8 706.0 604.9 635.7 674.9 706.0
URL: https://www.federalreserve.gov/Releases/Z1/current/html/S124_3_s.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.t
Treasury securities FA563061103 98.5 72.0 140.3 145.9 133.6 138.3 143.2
URL: https://www.federalreserve.gov/Releases/Z1/current/html/S124_3_t.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.s
Treasury securities LM563061103 502.3 555.8 706.0 604.9 635.7 674.9 706.0
URL: https://www.federalreserve.gov/releases/Z1/current/html/S124_3_s.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.t
Treasury securities FA563061103 98.5 72.0 140.3 145.9 133.6 138.3 143.2
URL: https://www.federalreserve.gov/releases/Z1/current/html/S124_3_t.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.s
Treasury securities LM563061103 502.3 555.8 706.0 604.9 635.7 674.9 706.0
URL: https://www.federalreserve.gov/releases/z1/current/html/S124_3_s.htm
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The Fed - Financial Accounts of the United States - Z.1 - table S124.3.t
Treasury securities FA563061103 98.5 72.0 140.3 145.9 133.6 138.3 143.2
URL: https://www.federalreserve.gov/releases/z1/current/html/S124_3_t.htm
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Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
or, equivalently, a Dynamic Factor Model (DFM) (this is a restricted version
URL: https://www.federalreserve.gov/econres/feds/files/2024086pap.pdf
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