Board of Governors of the Federal Reserve System

« Previous 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 Next »

• The Fed - Continuous Time Extraction of a Nonstationary Signal with Illustrations in Continuous Low-pass and Band-pass Filtering

  stock and flow data, irregularly spaced data, and changing frequency of

  URL: https://www.federalreserve.gov/econres/feds/continuous-time-extraction-of-a-nonstationary-signal-with-illustrations-in-continuous-low-pass-and-band-pass-filtering.htm
  



• The Fed - Have Distressed Neighborhoods Recovered? Evidence from the Neighborhood Stabilization Program

  stock and the initial levels of distress. Analysis of housing market outcomes

  URL: https://www.federalreserve.gov/econres/feds/have-distressed-neighborhoods-recovered-evidence-from-the-neighborhood-stabilization-program.htm
  



• The Fed - From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors

  stock prices. Accessible materials (.zip) Original: Full paper | Accessible

  URL: https://www.federalreserve.gov/econres/feds/from-which-consumption-based-asset-pricing-models-can-investors-profit-evidence-from-model-based-priors.htm
  



• The Fed - Convergence in Neoclassical Vintage Capital Growth Models

  stock. Classic papers from the late 1950's and 1960's show that non-optimization

  URL: https://www.federalreserve.gov/econres/ifdp/convergence-in-neoclassical-vintage-capital-growth-models.htm
  



• The Fed - Regulation and the Cost of Capital in Japan: A Case Study

  stock at its current price. Keywords: Convertible bond, Japanese banks

  URL: https://www.federalreserve.gov/econres/ifdp/regulation-and-the-cost-of-capital-in-japan-a-case-study.htm
  



• FRB: Federal Reserve Supervisory Stress Test Results, Dodd-Frank Act Stress Test 2013: Supervisory Stress Test Methodology and Results March-2013

  stock dividend payments at the same level as the previous year; scheduled...stock is assumed to be zero. As a result, the Federal Reserve's projections

  URL: https://www.federalreserve.gov/bankinforeg/stress-tests/stress-test-results.htm
  



• The Fed - Research and development, profits and firm value: A structural estimation

  stock. The parameter estimates imply a mean return to R&D of 3.7-5.5%,

  URL: https://www.federalreserve.gov/econres/feds/research-and-development-profits-and-firm-value-a-structural-estimation.htm
  



• The Fed - Household Portfolios in the United States

  stock. We use pooled data from the Survey of Consumer Finances to investigate

  URL: https://www.federalreserve.gov/econres/feds/household-portfolios-in-the-united-states.htm
  



• The Fed - Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates

  stock prices by about 2% on average, compared to a 1% increase in normal

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-and-bank-equity-values-in-a-time-of-low-and-negative-interest-rates.htm
  



• The Fed - Supply Constraints and Housing Market Dynamics

  stock, leaving less scope for the supply response to attenuate the effects

  URL: https://www.federalreserve.gov/econres/feds/supply-constraints-and-housing-market-dynamics.htm
  

« Previous 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 Next »