Board of Governors of the Federal Reserve System

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• The Fed - Estimating Changes in Trend Growth of Total Factor Productivity: Kalman and H-P Filters versus a Markov-Switching Framework

  H-P Filters versus a Markov-Switching Framework Mark W. French Abstract

  URL: https://www.federalreserve.gov/econres/feds/estimating-changes-in-trend-growth-of-total-factor-productivity-kalman-and-h-p-filters-versus-a-markov-switching-framework.htm
  



• The Fed - Monetary Policy: Beige Book (Branch)

  closely. In contrast, a consulting firm serving nonprofits observed a ...holding steady, with no significant uptick in loan delinquencies. In contrast

  URL: https://www.federalreserve.gov/monetarypolicy/beigebook202607-st-louis.htm
  



• FRB: Overview, Nov 09

  U.S. Treasury, general account 31 -77 +12 U.S. Treasury, supplementary...$500 million. Return to table 1. Face value. Return to table 2. Current

  URL: https://www.federalreserve.gov/monetarypolicy/clbs_overview_200911.htm
  



• The Fed - Beige Book - July 15, 2020

  holding steady, with declines in new orders but continuing strength from

  URL: https://www.federalreserve.gov/monetarypolicy/beigebook202007.htm
  



• Comments on "Regulating the Shadow Banking System" - Federal Reserve Board

  1930s, the monopoly on securitization is intended to help offset the regulatory...1930s, however, securitization and repo lending are national--if not international

  URL: https://www.federalreserve.gov/newsevents/speech/tarullo20100917a.htm
  



• FinTech and Banks: Strategic Partnerships That Circumvent State Usury Laws

  s) to protect the tentative character of these papers. FinTech and Banks...P. Huizinga, Thomas Lambert, Geng Li, Michael Palumbo, Damjan Pfajfar,

  URL: https://www.federalreserve.gov/econres/feds/files/2023056r1pap.pdf
  



• Federal Reserve Board - Principles for Reducing the Size of the Federal Reserve's Balance Sheet

  p.m. EST Share The Federal Open Market Committee agreed that it is appropriate...holdings over time in a predictable manner primarily by adjusting the

  URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20220126c.htm
  



• Federal Reserve Board - Actions under delegated authority week ending December 13, 2025

  L.P. and WP Clipper FS II L.P., both controlled by Warburg Pincus, LLC...S&R Regulatory Capital Rules -- notice of the 2025 aggregate global indicator

  URL: https://www.federalreserve.gov/Releases/H2/20251213/delactions.htm
  



• Federal Reserve Board - Actions under delegated authority week ending December 13, 2025

  L.P. and WP Clipper FS II L.P., both controlled by Warburg Pincus, LLC...S&R Regulatory Capital Rules -- notice of the 2025 aggregate global indicator

  URL: https://www.federalreserve.gov/releases/h2/20251213/delactions.htm
  



• 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
  

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