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Out-of-sample performance of recession probability models
1,๐๐๐๐(1) = ๐น๐น๐๐(1) = 0, and conversely, when ๐๐ = 0,๐๐๐๐...1, so that the ROC curve is an increasing function in [0,1] ร [0,1] space
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20190912memo02.pdf
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FRB: FOMC Minutes--March 16, 2004
a.m. Present: Mr. Greenspan, Chairman Mr. Geithner, Vice Chairman Mr. ...1 percent--about ยพ percentage point below the increase over the preceding
URL: https://www.federalreserve.gov/fomc/minutes/20040316.htm
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Inflation since the Pandemic: Lessons and Challenges
1 of 33 The analysis in this paper was presented to the Federal Open Market...1. Introduction and overview U.S. inflation surged in the aftermath of
URL: https://www.federalreserve.gov/econres/feds/files/2025070pap.pdf
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The Fed - Small-Dollar Loans in the U.S.: Evidence from Credit Bureau Data
Data1 Jessica N. Flagg and Simona M. Hannon2 Small-dollar loans were brought...1, column I and Figure 1), we note that in contrast to the overall personal
URL: https://www.federalreserve.gov/econres/notes/feds-notes/small-dollar-loans-in-the-us-evidence-from-credit-bureau-data-20240719.html
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BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM MEMO DATE: November 8, 1993 To: FOMC, Board and Bank Research
1 11:03 11/05 **SOURCES: FED TO SNUG IF GROWTH KEEPS UP, ADM. MAY NOT ...0.1 OVERALL AND IN FACTORIES) AND IN FACTORY OVERTIME THE UNEMPLOYMENT
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19931108memo01.pdf
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FRB: Supervisory Stress Test Framework and Model Methodology, Dodd-Frank Act Stress Test 2016: Supervisory Stress Test Methodology and Results June-2016
1). The performance of each model is asse
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/2016-Supervisory-Stress-Test-Framework-and-Model-Methodology.htm
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FRB: Notice of Closed Board Meeting on October 15, 2003
a.m., Wednesday, October 15, 2003 The business of the Board requires that...1. Personnel actions (appointments, promotions, assignments, reassignments
URL: https://www.federalreserve.gov/boarddocs/meetings/2003/20031015/closednotice.htm
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Figure 1: Measures of Supply and Demand for C&I Loans, by Size of Firm Seeking Loans Panel 1: Net Percentage of
1.70 -1.70 92:4 4.35 -5.40 93:1 2.65 -1.80 93:2 -7.85 -1.80 93:3 -19.45...1.90 97:4 -7.00 -3.50 98:1 1.80 1.90 98:2 -7.10 -1.80 98:3 0.00 -5.20
URL: https://www.federalreserve.gov/boarddocs/SnLoanSurvey/200310/chartdata.txt
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Figure 1: Measures of Supply and Demand for C&I Loans, by Size of Firm Seeking Loans Panel 1: Net Percentage of
1.70 -1.70 92:4 4.35 -5.40 93:1 2.65 -1.80 93:2 -7.85 -1.80 93:3 -19.45...1.90 97:4 -7.00 -3.50 98:1 1.80 1.90 98:2 -7.10 -1.80 98:3 0.00 -5.20
URL: https://www.federalreserve.gov/boarddocs/SnLoanSurvey/200501/chartdata.txt
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Figure 1: Measures of Supply and Demand for C&I Loans, by Size of Firm Seeking Loans Panel 1: Net Percentage of
1.70 -1.70 92:4 4.35 -5.40 93:1 2.65 -1.80 93:2 -7.85 -1.80 93:3 -19.45...1.90 97:4 -7.00 -3.50 98:1 1.80 1.90 98:2 -7.10 -1.80 98:3 0.00 -5.20
URL: https://www.federalreserve.gov/boarddocs/SnLoanSurvey/200005/chartdata.txt
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