Board of Governors of the Federal Reserve System

« Previous 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 Next »

• The Fed - Empirical Exchange Rate Models of the Seventies: Are Any Fit to Survive?

  Rate Models of the Seventies: Are Any Fit to Survive? Richard Meese and

  URL: https://www.federalreserve.gov/econres/ifdp/empirical-exchange-rate-models-of-the-seventies-are-any-fit-to-survive.htm
  



• The Fed - The Role of the Current Account in Exchange Rate Determination: A Comment on Rodriguez

  Rate Determination: A Comment on Rodriguez Michael P. Dooley and Peter

  URL: https://www.federalreserve.gov/econres/ifdp/the-role-of-the-current-account-in-exchange-rate-determination-a-comment-on-rodriguez.htm
  



• The Fed - Time Series Model of Interest Rates With the Effective Lower Bound

  rate''---a notional rate that is less than the ELB during the period in...rates as well as expected future interest rates in recent years. Accessible

  URL: https://www.federalreserve.gov/econres/feds/time-series-model-of-interest-rates-with-the-effective-lower-bound.htm
  



• The Fed - Nonparametric Estimation of Multifactor Continuous-Time Interest Rate Models

  Rate Models Chris Downing Abstract: This paper studies the finite sample...rate, multifactor, nonparametric PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/feds/nonparametric-estimation-of-multifactor-continuous-time-interest-rate-models.htm
  



• The Fed - Modeled Loss Rates

  Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th

  URL: https://www.federalreserve.gov/publications/2022-supervisory-stress-test-methodology-modeled-loss-rates.htm
  



• The Fed - Modeled Loss Rates

  Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th

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



• The Fed - Modeled Loss Rates

  RatesAppendix A: Model Changes for DFAST 2019 Modeled Loss Rates Corporate...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th

  URL: https://www.federalreserve.gov/publications/2019-march-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
  



• The Fed - Modeled Loss Rates

  Rates The loss rates provided in this section are based on portfolio data...rates (percent) Portfolio-level loss rates (percent) 25th Median 75th

  URL: https://www.federalreserve.gov/publications/april-2021-dodd-frank-act-supervisory-stress-test-methodology-modeled-loss-rates.htm
  



• The Fed - The Effect of Exchange Rate Changes Upon International Price Discrimination

  Rate Changes Upon International Price Discrimination Eliot R.J. Kalter

  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-exchange-rate-changes-upon-international-price-discrimination.htm
  



• The Fed - Nominal Interest Rate Pegging Under Alternative Expectations Hypotheses

  Rate Pegging Under Alternative Expectations Hypotheses Joseph E. Gagnon...rate smoothing is introduced, and interest rate pegging is viewed as the

  URL: https://www.federalreserve.gov/econres/ifdp/nominal-interest-rate-pegging-under-alternative-expectations-hypotheses.htm
  

« Previous 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 Next »