Board of Governors of the Federal Reserve System

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• The Fed - A Non-Random Walk Revisited: Short- and Long-Term Memory in Asset Prices

  markets with a poor Sharpe ratio are more likely to reject the random ...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/a-non-random-walk-revisited-short-and-long-term-memory-in-asset-prices.htm
  



• The Fed - Exact and Approximate Multi-Period Mean-Square Forecast Errors For Dynamic Econometric Models

  policy makers. PDF: Full Paper Disclaimer: The economic research that ...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/exact-and-approximate-multi-period-mean-square-forecast-errors-for-dynamic-econometric-models.htm
  



• The Fed - How Consistent Are Credit Ratings? A Geographic and Sectoral Analysis of Default Risk

  policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/how-consistent-are-credit-ratings-a-geographic-and-sectoral-analysis-of-default-risk.htm
  



• The Fed - Information Costs and Home Bias: An Analysis of U.S. Holdings of Foreign Equities

  asymmetries—the portion of a country's market that has a public U.S. listing—is...policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/ifdp/information-costs-and-home-bias-an-analysis-of-us-holdings-of-foreign-equities.htm
  



• The Fed - Real Exchange Rates and Inflation in Exchange-Rate Based Stabilizations: An Empirical Examination

  market for non-traded goods, and (2) persistence effects of past inflation...and about half reflected the correction of the initial undervaluation

  URL: https://www.federalreserve.gov/econres/ifdp/real-exchange-rates-and-inflation-in-exchange-rate-based-stabilizations-an-empirical-examination.htm
  



• The Fed - Gender-Related Differences in Credit Use and Credit Scores

  market and other contexts, relatively little is known regarding gender-related...Markets Studies on gender-related differences in credit markets have been

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/gender-related-differences-in-credit-use-and-credit-scores-20180622.html
  



• The Fed - Report on the Economic Well-Being of U.S. Households in 2024 - May 2025 - Care Work and Living Arrangements

  and/or children under the age of 18 and no one else. Yet, 18 percent of...and/or children under age 18. Finally, young adults under age 45 were

  URL: https://www.federalreserve.gov/publications/2025-economic-well-being-of-us-households-in-2024-care-work-and-living-arrangements.htm
  



• The Fed - Report on the Economic Well-Being of U.S. Households in 2024 - May 2025 - Higher Education and Student Loans

  policies such as in-school deferments, not all borrowers are required

  URL: https://www.federalreserve.gov/publications/2025-economic-well-being-of-us-households-in-2024-higher-education-and-student-loans.htm
  



• The Fed - Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and their Orthogonal Complements

  policy community, and the broader public are important to sharpening our

  URL: https://www.federalreserve.gov/econres/feds/likelihood-ratio-tests-on-cointegrating-vectors-disequilibrium-adjustment-vectors-and-their-orthogonal-complements.htm
  



• The Fed - Human Capital and Unemployment Dynamics: Why More Educated Workers Enjoy Greater Employment Stability

  on-the-job training, being complementary to formal education, is the reason...on-the-job training, specific human capital PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/human-capital-and-unemployment-dynamics-why-more-educated-workers-enjoy-greater-employment-stability.htm
  

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