Board of Governors of the Federal Reserve System

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• Federal Reserve Board - Events

  including Machine Learning (December 16, 2020). Recording of Fireside

  URL: https://www.federalreserve.gov/aboutthefed/innovation-events.htm
  



• The Fed - A Dummy Test of Identification in Models with Bunching

  including linear, two-way fixed effects, and discrete choice models. We

  URL: https://www.federalreserve.gov/econres/feds/a-dummy-test-of-identification-in-models-with-bunching.htm
  



• The Fed - Treasury Inflation-Indexed Debt: A Review of the U.S. Experience

  including the difficulty for investors of adjusting to a new asset class...to reduce financing costs to the Treasury. However, there are signs that

  URL: https://www.federalreserve.gov/econres/feds/treasury-inflation-indexed-debt-a-review-of-the-us-experience.htm
  



• The Fed - Gauging the Uncertainty of the Economic Outlook from Historical Forecasting Errors

  including those of FOMC participants. Full Paper (Screen Reader Version

  URL: https://www.federalreserve.gov/econres/feds/gauging-the-uncertainty-of-the-economic-outlook-from-historical-forecasting-errors.htm
  



• The Fed - The GMM Parameter Normalization Puzzle

  including Euler equation estimation, a model parameter multiplies the

  URL: https://www.federalreserve.gov/econres/feds/the-gmm-parameter-normalization-puzzle.htm
  



• The Fed - Predicting Global Stock Returns

  including 24 developed and 16 emerging economies. In addition, I develop

  URL: https://www.federalreserve.gov/econres/ifdp/predicting-global-stock-returns.htm
  



• The Fed - Reusing Natural Experiments

  including difference-in-differences regressions, instrumental variables

  URL: https://www.federalreserve.gov/econres/ifdp/reusing-natural-experiments.htm
  



• The Fed - The Macroeconomic Implications of CBDC: A Review of the Literature

  including the possibility of bank disintermediation and associated contraction

  URL: https://www.federalreserve.gov/econres/feds/the-macroeconomic-implications-of-cbdc-a-review-of-the-literature.htm
  



• The Fed - The Inflation Persistence of Staggered Contracts

  including that for inflation, are very close to the correlograms from ...and are contained within their 90% confidence intervals). By the same

  URL: https://www.federalreserve.gov/econres/ifdp/the-inflation-persistence-of-staggered-contracts.htm
  



• The Fed - Precautionary Portfolio Behavior from a Life-Cycle Perspective

  including education, risk aversion, household heterogeneity, utility from

  URL: https://www.federalreserve.gov/econres/ifdp/precautionary-portfolio-behavior-from-a-life-cycle-perspective.htm
  

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