Board of Governors of the Federal Reserve System

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• The Fed - Introduction

  including modeled loss rates on pools of loans and loss rates associated

  URL: https://www.federalreserve.gov/publications/2024-march-supervisory-stress-test-methodology-introduction.htm
  



• The Fed - Does the Fed Act Gradually? A VAR Analysis

  including an ad-hoc interest rate smoothing argument in the objective

  URL: https://www.federalreserve.gov/econres/feds/does-the-fed-act-gradually-a-var-analysis.htm
  



• The Fed - Do Provisional Estimates of Output Miss Economic Turning Points?

  including additional data appears to be quite small. Keywords: Business

  URL: https://www.federalreserve.gov/econres/feds/do-provisional-estimates-of-output-miss-economic-turning-points.htm
  



• The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

  including both the current Basel Accord and its proposed revision, assign

  URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
  



• The Fed - Changes in REIT Liquidity 1990-94: Evidence from Intra-day Transactions

  including whether spreads are determined by return variability, share

  URL: https://www.federalreserve.gov/econres/feds/changes-in-reit-liquidity-1990-94-evidence-from-intra-day-transactions.htm
  



• The Fed - Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach

  including those of FOMC participants. Second, different forecasters have

  URL: https://www.federalreserve.gov/econres/feds/gauging-the-uncertainty-of-the-economic-outlook-using-historical-forecasting-errors-the-federal-reserves-approach.htm
  



• The Fed - The Extreme Bounds of the Cross-Section of Expected Stock Returns

  including explicit consideration of possible multicollinearity, which

  URL: https://www.federalreserve.gov/econres/feds/the-extreme-bounds-of-the-cross-section-of-expected-stock-returns.htm
  



• The Fed - Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation

  including flexible kinds of nonstationarity and correlation patterns and

  URL: https://www.federalreserve.gov/econres/feds/signal-extraction-for-nonstationary-multivariate-time-series-with-illustrations-for-trend-inflation.htm
  



• The Fed - Aggregate Implications of Deviations from Modigliani-Miller: A Sufficient Statistics Approach

  including endogenous firm entry. This result does not depend on the microfoundation

  URL: https://www.federalreserve.gov/econres/feds/aggregate-implications-of-deviations-from-modigliani-miller-a-sufficient-statistics-approach.htm
  



• The Fed - Forecast combination for euro area inflation - A cure in times of crisis?

  including the global financial crisis with its extraordinary volatility...and, second, that performance-based weighting tends to outperform simple

  URL: https://www.federalreserve.gov/econres/feds/forecast-combination-for-euro-area-inflation-a-cure-in-times-of-crisis.htm
  

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