Board of Governors of the Federal Reserve System

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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...Stock and Watson (2002) and Bai (2003). The second is QML estimation based

  URL: https://www.federalreserve.gov/econres/feds/files/2024086pap.pdf
  



• The Fed - Optimal Monetary and Fiscal Policy under Limited Foresight

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-monetary-and-fiscal-policy-under-limited-foresight.htm
  



• The Fed - Monetary Policy Exposure of Banks and Loan Contracting

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  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-exposure-of-banks-and-loan-contracting.htm
  



• The Fed - Rates of return on private and public businesses

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  URL: https://www.federalreserve.gov/econres/feds/rates-of-return-on-private-and-public-businesses.htm
  



• The Fed - Perspectives from Main Street: Stakeholder Feedback on Modernizing the Community Reinvestment Act

  individuals, the elderly, and rural populations rely heavily on branches...Individuals offered different views on exactly how to incent this in the

  URL: https://www.federalreserve.gov/publications/stakeholder-feedback-on-modernizing-the-community-reinvestment-act-201906.htm
  



• The Federal Reserve's Balance Sheet and Financial Stability

  and, in particular, long-term asset purchases to promote liquidity and...stock of MBS, on average, and such holdings may depress mortgage rates

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20160930memo07.pdf
  



• FRB: December 2006 Statistical Supplement--Mortgage Markets, Mortgages on New Homes

  investors on fully modified pass-through securities backed by mortgages

  URL: https://www.federalreserve.gov/pubs/supplement/2006/12/table1_53.htm
  



• Section 109 Host State Loan-to-Deposit Ratios

  individual bank and is the ratio of a bank’s loans to its deposits in

  URL: https://www.federalreserve.gov/newsevents/pressreleases/files/bcreg20250512a1.pdf
  



• Modeling Commodity Prices

  and, at times, persistent errors.1 Given the disappointing performance...investors in these markets. Common proxies for investor flows are open

  URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20110615memo03.pdf
  



• FRB: FEDS Notes: Perspectives on the Recent Weakness in Investment, Accessible Data

  Stock Date Percent 1940 1.3 1941 2.0 1942 -0.5 1943 -1.2 1944 -0.2 1945...stock 1950 10.0 3.5 1951 9.8 3.5 1952 9.5 3.1 1953 9.9 3.6 1954 9.9 3.0

  URL: https://www.federalreserve.gov/econresdata/notes/feds-notes/2014/perspectives-on-the-recent-weakness-in-investments-accessible-20140521.html
  

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