Board of Governors of the Federal Reserve System

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• Supporting Documents for DSGE Models Update

  risk premium shocks and accommodative monetary policy. For inflation, ...risk premium shocks – inferred from a combination of weaker-than-expected

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20180313memo02.pdf
  



• The Fed - Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields

  risk premium is small. The calculated measure suggests that the rate of

  URL: https://www.federalreserve.gov/econres/feds/deriving-inflation-expectations-from-nominal-and-inflation-indexed-treasury-yields.htm
  



• The Fed - Do Liquidity Constraints Matter for New Entrepreneurs?

  risk aversion and differences in the types of businesses started by high-wealth

  URL: https://www.federalreserve.gov/econres/feds/do-liquidity-constraints-matter-for-new-entrepreneurs.htm
  



• The Fed - Measuring Equilibrium Real Interest Rates: What Can We Learn from Yields on Indexed Bonds?

  risk premium, monetary policy PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/feds/measuring-equilibrium-real-interest-rates-what-can-we-learn-from-yields-on-indexed-bonds.htm
  



• The Fed - Consumption-Based Asset Pricing When Consumers Make Mistakes

  risk-return relationships predicted by consumption-based asset pricing

  URL: https://www.federalreserve.gov/econres/feds/consumption-based-asset-pricing-when-consumers-make-mistakes.htm
  



• The Fed - Updates to the Sampling of Wealthy Families in the Survey of Consumer Finances

  risk identifying an outdated set of families and introducing variability

  URL: https://www.federalreserve.gov/econres/feds/updates-to-the-sampling-of-wealthy-families-in-the-survey-of-consumer-finances.htm
  



• The Fed - Acquistion Targets and Motives in the Banking Industry

  competing-risk hazard model that reveals important differences that depend

  URL: https://www.federalreserve.gov/econres/feds/acquistion-targets-and-motives-in-the-banking-industry.htm
  



• The Fed - Racial Differences in Short-Run Earnings Stability and Implications for Credit Markets

  risk, race, earnings variance, mortgages PDF: Full Paper Disclaimer: The

  URL: https://www.federalreserve.gov/econres/feds/racial-differences-in-short-run-earnings-stability-and-implications-for-credit-markets.htm
  



• The Fed - The Role of Race in Mortgage Lending: Revisiting the Boston Fed Study

  risk PDF: Full Paper Disclaimer: The economic research that is linked

  URL: https://www.federalreserve.gov/econres/feds/the-role-of-race-in-mortgage-lending-revisiting-the-boston-fed-study.htm
  



• The Fed - The Recall and New Job Search of Laid-off Workers: A Bivariate Proportional Hazard Model with Unobserved Heterogeneity

  risks model with explicitly related hazards. We find only a small negative

  URL: https://www.federalreserve.gov/econres/feds/the-recall-and-new-job-search-of-laid-off-workers-a-bivariate-proportional-hazard-model-with-unobserved-heterogeneity.htm
  

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