Board of Governors of the Federal Reserve System

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• The Fed - Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach

  including those of FOMC participants. Second, different forecasters have

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



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

  including both the current Basel Accord and its proposed revision, assign

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



• The Fed - The Extreme Bounds of the Cross-Section of Expected Stock Returns

  including explicit consideration of possible multicollinearity, which

  URL: https://www.federalreserve.gov/econres/feds/the-extreme-bounds-of-the-cross-section-of-expected-stock-returns.htm
  



• The Fed - Changes in REIT Liquidity 1990-94: Evidence from Intra-day Transactions

  including whether spreads are determined by return variability, share

  URL: https://www.federalreserve.gov/econres/feds/changes-in-reit-liquidity-1990-94-evidence-from-intra-day-transactions.htm
  



• The Fed - Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation

  to attain more informed assessments of basic signals like underlying inflation...including flexible kinds of nonstationarity and correlation patterns and

  URL: https://www.federalreserve.gov/econres/feds/signal-extraction-for-nonstationary-multivariate-time-series-with-illustrations-for-trend-inflation.htm
  



• The Fed - Aggregate Implications of Deviations from Modigliani-Miller: A Sufficient Statistics Approach

  including endogenous firm entry. This result does not depend on the microfoundation

  URL: https://www.federalreserve.gov/econres/feds/aggregate-implications-of-deviations-from-modigliani-miller-a-sufficient-statistics-approach.htm
  



• The Fed - Forecast combination for euro area inflation - A cure in times of crisis?

  including the global financial crisis with its extraordinary volatility...and, second, that performance-based weighting tends to outperform simple

  URL: https://www.federalreserve.gov/econres/feds/forecast-combination-for-euro-area-inflation-a-cure-in-times-of-crisis.htm
  



• The Fed - Exchange-Rate Based Inflation Stabilization: The Initial Real Effects of Credible Plans

  including gestation lags) in explaining the precise character of the initial

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rate-based-inflation-stabilization-the-initial-real-effects-of-credible-plans.htm
  



• The Fed - The United States as a Heavily Indebted Country

  including the usefulness of focusing on the trade balance, rather than

  URL: https://www.federalreserve.gov/econres/ifdp/the-united-states-as-a-heavily-indebted-country.htm
  



• The Fed - Hazards in Implementing a Monetary Conditions Index

  to varying degrees) use it in conducting monetary policy. Empirically,...including its empirical constancy, cointegration, exogeneity, dynamics

  URL: https://www.federalreserve.gov/econres/ifdp/hazards-in-implementing-a-monetary-conditions-index.htm
  

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