Board of Governors of the Federal Reserve System

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• The Fed - Reading the Minds of Investors: An Empirical Term Structure Model for Policy Analysis

  yield curve over time. An interest rate accounting framework based on

  URL: https://www.federalreserve.gov/econres/feds/reading-the-minds-of-investors-an-empirical-term-structure-model-for-policy-analysis.htm
  



• The Fed - The Role of Transfer Prices in Profit-Shifting by U.S. Multinational Firms: Evidence from the 2004 Homeland Investment Act

  yields a measure of the transfer-price wedge at a point in time. A difference-in-difference

  URL: https://www.federalreserve.gov/econres/feds/the-role-of-transfer-prices-in-profit-shifting-by-us-multinational-firms-evidence-from-the-2004-homeland-investment-act.htm
  



• The Fed - Averaging Forecasts from VARs with Uncertain Instabilities

  yield the most accurate forecasts of these variables. We use forecasts

  URL: https://www.federalreserve.gov/econres/feds/averaging-forecasts-from-vars-with-uncertain-instabilities.htm
  



• The Fed - Expected Stock Returns and Variance Risk Premia

  yield, the default spread, and the consumption-wealth ratio (CAY). Moreover

  URL: https://www.federalreserve.gov/econres/feds/expected-stock-returns-and-variance-risk-premia.htm
  



• The Fed - Exchange Rates and Fundamentals: A Generalization

  yields an unobserved components (UC) models that we estimate using Bayesian

  URL: https://www.federalreserve.gov/econres/ifdp/exchange-rates-and-fundamentals-a-generalization.htm
  



• The Fed - Determining Foreign Exchange Risk and Bank Capital Requirements

  yield capital requirements that are too small relative to the nonparametric

  URL: https://www.federalreserve.gov/econres/ifdp/determining-foreign-exchange-risk-and-bank-capital-requirements.htm
  



• The Fed - Optimal Monetary and Fiscal Policy: A Linear-Quadratic Approach

  yields a correct linear approximation to the optimal policy rules from

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-monetary-and-fiscal-policy-a-linear-quadratic-approach.htm
  



• The Fed - New Keynesian, Open-Economy Models and Their Implications for Monetary Policy

  yielded fresh insights for what Alan Blinder has called the "dark art"

  URL: https://www.federalreserve.gov/econres/ifdp/new-keynesian-open-economy-models-and-their-implications-for-monetary-policy.htm
  



• The Fed - Optimal Public Debt with Life Cycle Motives

  yields an optimal policy that reduces average welfare by more than 0.6%

  URL: https://www.federalreserve.gov/econres/feds/optimal-public-debt-with-life-cycle-motives.htm
  



• The Fed - Allocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs

  yields somewhat higher estimates of the resource losses--about 3.5 percent

  URL: https://www.federalreserve.gov/econres/feds/allocation-and-financial-market-frictions-some-direct-evidence-from-the-dispersion-in-borrowing-costs.htm
  

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