Board of Governors of the Federal Reserve System

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• The Fed - Introduction

  including modeled loss rates on pools of loans and loss rates associated

  URL: https://www.federalreserve.gov/publications/2023-june-supervisory-stress-test-methodology-introduction.htm
  



• The Fed - Introduction

  including modeled loss rates on pools of loans and loss rates associated

  URL: https://www.federalreserve.gov/publications/2024-march-supervisory-stress-test-methodology-introduction.htm
  



• The Fed - Does the Fed Act Gradually? A VAR Analysis

  including an ad-hoc interest rate smoothing argument in the objective

  URL: https://www.federalreserve.gov/econres/feds/does-the-fed-act-gradually-a-var-analysis.htm
  



• The Fed - Do Provisional Estimates of Output Miss Economic Turning Points?

  including additional data appears to be quite small. Keywords: Business

  URL: https://www.federalreserve.gov/econres/feds/do-provisional-estimates-of-output-miss-economic-turning-points.htm
  



• 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
  

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