Search Results
Documents are displayed in order of relevance.
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The Fed - Options on Interbank Rates and Implied Disaster Risk
Rates and Implied Disaster Risk Hitesh Doshi, Hyung Joo Kim, and Sang ...rate options, interbank rates, maximum likelihood estimation, time-varying
URL: https://www.federalreserve.gov/econres/feds/options-on-interbank-rates-and-implied-disaster-risk.htm
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The Fed - The Optimal Inflation Rate with Discount Factor Heterogeneity
Rate with Discount Factor Heterogeneity Antoine Lepetit Abstract: This...rate. In that case, a monetary authority acting under commitment will
URL: https://www.federalreserve.gov/econres/feds/the-optimal-inflation-rate-with-discount-factor-heterogeneity.htm
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The Fed - GSEs, Mortgage Rates, and Secondary Market Activities
Rates, and Secondary Market Activities Andreas Lehnert, Wayne Passmore...rates paid by mortgage borrowers. We find that both portfolio purchases
URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-secondary-market-activities.htm
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The Fed - Macro Risks and the Term Structure of Interest Rates
Rates Geert Bekaert, Eric Engstrom, and Andrey Ermolov Abstract: We use
URL: https://www.federalreserve.gov/econres/feds/macro-risks-and-the-term-structure-of-interest-rates.htm
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The Fed - Monetary Policy in a Low Interest Rate World
Rate World Michael T. Kiley and John M. Roberts Abstract: Nominal interest...rate experienced over this period. Persistently low nominal interest rates
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-in-a-low-interest-rate-world.htm
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The Fed - Monetary Policy Strategies for a Low-Rate Environment
Low-Rate Environment Ben S. Bernanke, Michael T. Kiley, and John M. Roberts...low-rate environments, policy strategies that involve holding rates “lower
URL: https://www.federalreserve.gov/econres/feds/monetary-policy-strategies-for-a-low-rate-environment.htm
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The Fed - In Search of Dominant Drivers of the Real Exchange Rate
rate variances. Dominant drivers of the real exchange rate are orthogonal...rate. Keywords: international business cycles, real exchange rate, uncovered
URL: https://www.federalreserve.gov/econres/ifdp/in-search-of-dominant-drivers-of-the-real-exchange-rate.htm
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The Fed - Virtue or Mirage? Complexity in Exchange Rate Prediction
Rate Prediction Rehim Kilic Abstract: This paper investigates whether ...rate, Exchange rate disconnect puzzle, predictability, complexity, machine
URL: https://www.federalreserve.gov/econres/feds/virtue-or-mirage-complexity-in-exchange-rate-prediction.htm
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The Fed - A Note on Recent Dynamics of Consumer Delinquency Rates
Rates Note: Delinquency rate measures the fraction of balances at least...Rates Note: Delinquency rate measures the fraction of balances that are
URL: https://www.federalreserve.gov/econres/notes/feds-notes/a-note-on-recent-dynamics-of-consumer-delinquency-rates-20251124.html
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The Fed - Senior Credit Officer Opinion Survey, March 2026
funding of high-grade bonds (see the exhibit “Measures of Demand for Funding...rate outlook. Other factors reported by a majority of respondents as at
URL: https://www.federalreserve.gov/data/scoos/scoos-202603.htm
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