Board of Governors of the Federal Reserve System

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• 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

  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/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

  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/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
  



• Federal Reserve Board - The Fed Funds Market During the Quantitative Tightening of 2017-19, Accessible Data

  Federal Reserve Bank of New York, Effective Funds Rate (EFFR). Return ...Federal Reserve Board, Report of Selected Money Market Rates (FR2420)

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-fed-funds-market-during-the-quantitative-tightening-of-2017-19-accessible-20250919.htm
  



• The Fed - The impact of unconventional monetary policy on firm financing constraints: Evidence from the maturity extension program

  Federal Reserve's maturity extension program (MEP), intended to lower

  URL: https://www.federalreserve.gov/econres/feds/the-impact-of-unconventional-monetary-policy-on-firm-financing-constraints-evidence-from-the-maturity-extension-program.htm
  



• The Fed - Aggregate Supply in the United States: Recent Developments and Implications for the Conduct of Monetary Policy

  available indicators are still inconclusive, some indicators suggest that...has been during previous periods of economic recovery in the United States

  URL: https://www.federalreserve.gov/econres/feds/aggregate-supply-in-the-united-states-recent-developments-and-implications-for-the-conduct-of-monetary-policy.htm
  



• The Fed - From Wall Street to Main Street: The Impact of the Financial Crisis on Consumer Credit Supply

  new dataset that describes unique interbank relationships within the credit

  URL: https://www.federalreserve.gov/econres/feds/from-wall-street-to-main-street-the-impact-of-the-financial-crisis-on-consumer-credit-supply.htm
  



• The Fed - The Ins and Outs of Forecasting Unemployment: Using Labor Force Flows to Forecast the Labor Market

  Federal Reserve Board's Greenbook, and basic time-series models. Our model's...has a root-mean-squared error about 30 percent below that of the next-best

  URL: https://www.federalreserve.gov/econres/feds/the-ins-and-outs-of-forecasting-unemployment-using-labor-force-flows-to-forecast-the-labor-market.htm
  

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