Board of Governors of the Federal Reserve System

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• The Fed - On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models

  rate of our optimization algorithm can increase substantially when we

  URL: https://www.federalreserve.gov/econres/ifdp/on-the-application-of-automatic-differentiation-to-the-likelihood-function-for-dynamic-general-equilibrium-models.htm
  



• The Fed - Monetary Policy and the Cyclicality of Risk

  rate, and in line with empirical evidence generates a decline in the equity

  URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy-and-the-cyclicality-of-risk.htm
  



• The Fed - Monetary Policy Implementation and Private Repo Displacement: Evidence from the Overnight Reverse Repurchase Facility

  rates in their remaining private repo transactions. Accessible materials

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-implementation-and-private-repo-displacement-evidence-from-the-overnight-reverse-repurchase-facility.htm
  



• The Fed - Is the Information Technology Revolution Over?

  rate of decline in prices in recent years. Finally, we develop projections

  URL: https://www.federalreserve.gov/econres/feds/is-the-information-technology-revolution-over.htm
  



• The Fed - Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?

  Rate. Using the same nowcasting framework, we then decompose this intrinsic

  URL: https://www.federalreserve.gov/econres/feds/is-the-intrinsic-value-of-macroeconomic-news-announcements-related-to-their-asset-price-impact.htm
  



• The Fed - Monetary Policy, Housing Rents, and Inflation

  rate decline. This combination of results suggests that monetary policy

  URL: https://www.federalreserve.gov/econres/ifdp/monetary-policy-housing-rents-and-inflation.htm
  



• The Fed - What is the Statement on Longer-Run Goals and Monetary Policy Strategy, and why does the Federal Open Market Committee publish it?

  Rates, and Monetary PolicyCredit, Loans, and MortgagesCurrency and CoinEconomy

  URL: https://www.federalreserve.gov/faqs/statement-on-longer-run-goals-monetary-policy-strategy-FOMC.htm
  



• The Fed - The Rise in Mortgage Defaults

  rates, does not appear to be a significant factor in defaults through

  URL: https://www.federalreserve.gov/econres/feds/the-rise-in-mortgage-defaults.htm
  



• The Fed - An Output Gap Measure for the Euro Area: Exploiting Country-Level and Cross-Sectional Data Heterogeneity

  rate for each member state; on the other hand, it jointly considers this

  URL: https://www.federalreserve.gov/econres/feds/an-output-gap-measure-for-the-euro-area-exploiting-country-level-and-cross-sectional-data-heterogeneity.htm
  



• The Fed - Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom

  rate drop generates 20 quarters of price growth whilst capturing the full

  URL: https://www.federalreserve.gov/econres/ifdp/can-learning-explain-boom-bust-cycles-in-asset-prices-an-application-to-the-us-housing-boom.htm
  

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