Board of Governors of the Federal Reserve System

« Previous 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 Next »

• The Fed - A Primer on the Economics and Time Series Econometrics of Wealth Effects

  rate of consumer spending. We show how simple economic theory is used

  URL: https://www.federalreserve.gov/econres/feds/a-primer-on-the-economics-and-time-series-econometrics-of-wealth-effects.htm
  



• The Fed - Equilibrium Yield Curves with Imperfect Information

  Rates, Yield Curve, DSGE Model, Imperfect Information, Learning DOI: https

  URL: https://www.federalreserve.gov/econres/feds/equilibrium-yield-curves-with-imperfect-information.htm
  



• The Fed - Monetary Policy Rules Based on Real-Time Data

  rate, Taylor rule, real-time data PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-rules-based-on-real-time-data.htm
  



• The Fed - P* Revisited: Money-Based Inflation Forecasts with a Changing Equilibrium Velocity

  rates were at their long-run average (equilibrium) value. We simulate

  URL: https://www.federalreserve.gov/econres/feds/p-revisited-money-based-inflation-forecasts-with-a-changing-equilibrium-velocity.htm
  



• The Fed - Uncertainty and Disagreement in Economic Forecasting

  rates. Full paper (Screen Reader Version) Keywords: Survey expectations

  URL: https://www.federalreserve.gov/econres/feds/uncertainty-and-disagreement-in-economic-forecasting.htm
  



• The Fed - How have banks been managing the composition of high-quality liquid assets?

  rate risk. And, our data indicate that banks have indeed adopted a range

  URL: https://www.federalreserve.gov/econres/feds/how-have-banks-been-managing-the-composition-of-high-quality-liquid-assets.htm
  



• The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

  rates of convergence to asymptotic VaR leads to a simple and accurate

  URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
  



• The Fed - Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements

  rates, and the reaction of equity prices to news depends on the FOMC sentiment

  URL: https://www.federalreserve.gov/econres/feds/central-bank-communication-and-the-response-of-equity-prices-to-macroeconomic-announcements.htm
  



• The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

  rate follows a jump-diffusion process are difficult to solve, and the

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
  



• The Fed - Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

  rates and convenience yield (the adjusted spot-futures spread), confirming

  URL: https://www.federalreserve.gov/econres/feds/why-and-when-do-spot-prices-of-crude-oil-revert-to-futures-price-levels.htm
  

« Previous 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 Next »