Board of Governors of the Federal Reserve System

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• The Fed - Macroeconomic Volatility, Predictability and Uncertainty in the Great Moderation: Evidence from the Survey of Professional Forecasters

  has played a significant role in the Great Moderation. Prior to the Great

  URL: https://www.federalreserve.gov/econres/feds/macroeconomic-volatility-predictability-and-uncertainty-in-the-great-moderation-evidence-from-the-survey-of-professional-fo.htm
  



• The Fed - Modeling the Whole Firm: The Effect of Multiple Inputs and Financial Intermediation on Bank Deposit Rates

  has been applied widely to studies of bank deposit rates. However, the

  URL: https://www.federalreserve.gov/econres/feds/modeling-the-whole-firm-the-effect-of-multiple-inputs-and-financial-intermediation-on-bank-deposit-rates.htm
  



• The Fed - The COVID-19 Pandemic and Family Economic Well-being: Evidence from the Survey of Consumer Finances

  new divides. Keywords: COVID-19, Survey of Consumer Finances, Family economic

  URL: https://www.federalreserve.gov/econres/feds/the-covid-19-pandemic-and-family-economic-well-being-evidence-from-the-survey-of-consumer-finances.htm
  



• The Fed - A Quantitative Reassessment of the Purchasing Power Parity Hypothesis: Evidence From Norway and the United Kingdom

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  URL: https://www.federalreserve.gov/econres/ifdp/a-quantitative-reassessment-of-the-purchasing-power-parity-hypothesis-evidence-from-norway-and-the-united-kingdom.htm
  



• The Fed - Tests of the Foreign Exchange Risk Premium Using the Expected Second Moments Implied by Option Pricing

  new method to investigate the foreign exchange risk premium. The method...currency option pricing. The vast empirical literature on the risk premium

  URL: https://www.federalreserve.gov/econres/ifdp/tests-of-the-foreign-exchange-risk-premium-using-the-expected-second-moments-implied-by-option-pricing.htm
  



• The Fed - The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle

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  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-monetary-policy-on-housing-tenure-choice-as-an-explanation-for-the-price-puzzle.htm
  



• The Fed - The Structure and Properties of the FRB Multicountry Model Part I: Model Description and Simulation Results

  has equations for trade in goods and services, investment income flows

  URL: https://www.federalreserve.gov/econres/ifdp/the-structure-and-properties-of-the-frb-multicountry-model-part-i-model-description-and-simulation-results.htm
  



• The Fed - Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area, and Japan

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  URL: https://www.federalreserve.gov/econres/ifdp/inflation-dynamics-and-international-linkages-a-model-of-the-united-states-the-euro-area-and-japan.htm
  



• The Fed - Excess Returns and Risk at the Long End of the Treasury Market: An Egarch-M Approach

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/ifdp/excess-returns-and-risk-at-the-long-end-of-the-treasury-market-an-egarch-m-approach.htm
  



• Meeting Between Governor Waller and Staff of the Federal Reserve Board and the Representatives of Member Banking Organizations of the Bank Policy Institute

  Federal Reserve Board and the Representatives of Member Banking Organizations...Federal Reserve Board) Darryl White (BMO); Rene Jones (M&T Bank); Jose

  URL: https://www.federalreserve.gov/regreform/rr-commpublic/bpi-meeting-20240508.pdf
  

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