Board of Governors of the Federal Reserve System

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• The Fed - Changes in Monetary Policy and Banks' Net Interest Margins: A Comparison across Four Tightening Episodes

  including an abundance of deposits in the banking system and as a share

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/changes-in-monetary-policy-and-banks-net-interest-margins-a-comparison-20190419.html
  



• The Fed - A Reliable and Computationally Efficient Algorithm for Imposing the Saddle Point Property in Dynamic Models

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  URL: https://www.federalreserve.gov/econres/feds/a-reliable-and-computationally-efficient-algorithm-for-imposing-the-saddle-point-property-in-dynamic-models.htm
  



• The Fed - Does Speculation Affect Spot Price Levels? The Case of Metals with and without Futures Markets

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  URL: https://www.federalreserve.gov/econres/feds/does-speculation-affect-spot-price-levels-the-case-of-metals-with-and-without-futures-markets.htm
  



• The Fed - The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

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  URL: https://www.federalreserve.gov/econres/feds/the-information-content-of-high-frequency-data-for-estimating-equity-return-models-and-forecasting-risk.htm
  



• The Fed - Market Discipline in Banking Reconsidered: The Roles of Funding Manager Decisions and Deposit Insurance Reform

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  URL: https://www.federalreserve.gov/econres/feds/market-discipline-in-banking-reconsidered-the-roles-of-funding-manager-decisions-and-deposit-insurance-reform.htm
  



• The Fed - An Empirical Economic Assessment of the Costs and Benefits of Bank Capital in the US

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  URL: https://www.federalreserve.gov/econres/feds/an-empirical-economic-assessment-of-the-costs-and-benefits-of-bank-capital-in-the-us.htm
  



• The Fed - Lack of Signal Error (LoSE) and Implications for OLS Regression: Measurement Error for Macro Data

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  URL: https://www.federalreserve.gov/econres/feds/lack-of-signal-error-lose-and-implications-for-ols-regression-measurement-error-for-macro-data.htm
  



• The Fed - Recent Trends in the Number and Size of Bank Branches: An Examination of Likely Determinants

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  URL: https://www.federalreserve.gov/econres/feds/recent-trends-in-the-number-and-size-of-bank-branches-an-examination-of-likely-determinants.htm
  



• The Fed - Transition Dynamics in Vintage Capital Models: Explaining the Postwar Catch-Up of Germany and Japan

  including persistently high but declining rates of labor and total-factor

  URL: https://www.federalreserve.gov/econres/feds/transition-dynamics-in-vintage-capital-models-explaining-the-postwar-catch-up-of-germany-and-japan.htm
  



• The Fed - Understanding the Role of Recovery in Default Risk Models: Empirical Comarisons and Implied Recovery Rates

  and/or recovery levels. Empirical implementation of these models suggests

  URL: https://www.federalreserve.gov/econres/feds/understanding-the-role-of-recovery-in-default-risk-models-empirical-comarisons-and-implied-recovery-rates.htm
  

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