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Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
Stock and Watson, 2016 and references therein). An r-factor model is defined...market dynamics are the main drivers of the comovement in these datasets
URL: https://www.federalreserve.gov/econres/feds/files/2024086pap.pdf
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Detailed_Report Report As of Date Institution RSSD Institution ABA Institution Name Institution City Institution State
Detailed_Report Report As of Date Institution RSSD Institution ABA Institution Name Institution City Institution State Date Of Advance Date Of Maturity
URL: https://www.federalreserve.gov/publications/files/ppplf-transaction-specific-disclosures-05-10-21.xlsx
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- September 11, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080911/h41.htm
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- September 18, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080918/h41.htm
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- September 04, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080904/h41.htm
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- August 28, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080828/h41.htm
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FRB: H.4.1 Release-- Factors Affecting Reserve Balances -- July 17, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080717/h41.htm
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FRB: H.4.1 Release--Factors Affecting Reserve Balances--September 11, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080911/
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FRB: H.4.1 Release--Factors Affecting Reserve Balances--September 18, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080918/
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FRB: H.4.1 Release--Factors Affecting Reserve Balances--August 28, 2008
stock 11,041 0 0 11,041 Special drawing rights certificate account 2,200...Marketable securities held in custody for foreign official and international
URL: https://www.federalreserve.gov/releases/h41/20080828/
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