Board of Governors of the Federal Reserve System

« Previous 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 Next »

• The Fed - Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility

  rates, GMM Estimation PDF: Full Paper Disclaimer: The economic research

  URL: https://www.federalreserve.gov/econres/feds/estimating-stochastic-volatility-diffusion-using-conditional-moments-of-integrated-volatility.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 - Borrowers in Search of Feedback: Evidence from Consumer Credit Markets

  rate l evels. Our findings point to a potentially important role for financial

  URL: https://www.federalreserve.gov/econres/feds/borrowers-in-search-of-feedback-evidence-from-consumer-credit-markets.htm
  



• The Fed - Consumption, Debt and Portfolio Choice: Testing the Effect of Bankruptcy Law

  rates, (2) households that are more likely to simultaneously hold low-return

  URL: https://www.federalreserve.gov/econres/feds/consumption-debt-and-portfolio-choice-testing-the-effect-of-bankruptcy-law.htm
  



• The Fed - Does the Labor Share of Income Drive Inflation?

  rates in response to increases in the labor share. We show that the empirical

  URL: https://www.federalreserve.gov/econres/feds/does-the-labor-share-of-income-drive-inflation.htm
  



• The Fed - Housing, House Prices, and the Equity Premium Puzzle

  rate the model can generate is 11 percent. Keywords: House prices, housing

  URL: https://www.federalreserve.gov/econres/feds/housing-house-prices-and-the-equity-premium-puzzle.htm
  



• The Fed - Labor Market Effects of the Oxycodone-Heroin Epidemic

  rates, particularly for white, young, and less educated groups, consistent

  URL: https://www.federalreserve.gov/econres/feds/labor-market-effects-of-the-oxycodone-heroin-epidemic.htm
  



• The Fed - The GSE Implicit Subsidy and the Value of Government Ambiguity

  rates, securitization PDF: Full Paper Disclaimer: The economic research

  URL: https://www.federalreserve.gov/econres/feds/the-gse-implicit-subsidy-and-the-value-of-government-ambiguity.htm
  



• The Fed - When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance

  rate in equilibrium. Our empirical analysis shows that the equity premium

  URL: https://www.federalreserve.gov/econres/feds/when-uncertainty-and-volatility-are-disconnected.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
  

« Previous 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 Next »