Board of Governors of the Federal Reserve System

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• The Fed - Stock Prices, News, and Economic Fluctuations: Comment

  Stock Prices, News, and Economic Fluctuations: Comment Andre Kurmann and

  URL: https://www.federalreserve.gov/econres/feds/stock-prices-news-and-economic-fluctuations-comment.htm
  



• The Fed - Expected Stock Returns and Variance Risk Premia

  Stock Returns and Variance Risk Premia Tim Bollerslev and Hao Zhou Data...stock market returns. Full Paper (Screen Reader Version) Keywords: Return

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



• The Fed - Measuring International Uncertainty: the Case of Korea

  Measuring International Uncertainty: the Case of Korea Minchul Shin, Boyuan...measure of macroeconomic uncertainty for the Korean economy. We provide

  URL: https://www.federalreserve.gov/econres/feds/measuring-international-uncertainty-the-case-of-korea.htm
  



• The Fed - Measuring Transaction Costs in the Absence of Timestamps

  Measuring Transaction Costs in the Absence of Timestamps Filip Zikes Abstract...measures of transaction costs in the absence of transaction timestamps

  URL: https://www.federalreserve.gov/econres/feds/measuring-transaction-costs-in-the-absence-of-timestamps.htm
  



• The Fed - Measuring the Level and Uncertainty of Trend Inflation

  Measuring the Level and Uncertainty of Trend Inflation Elmar Mertens Abstract

  URL: https://www.federalreserve.gov/econres/feds/measuring-the-level-and-uncertainty-of-trend-inflation.htm
  



• The Fed - Measuring the Social Return to R&D

  Measuring the Social Return to R&D Charles I. Jones and John C. Williams

  URL: https://www.federalreserve.gov/econres/feds/measuring-the-social-return-to-rampampd.htm
  



• The Fed - The Usefulness of Core PCE Inflation Measures

  Measures Alan K. Detmeister Abstract: This paper examines a number of ...measures including overall PCE inflation, PCE inflation excluding food

  URL: https://www.federalreserve.gov/econres/feds/the-usefulness-of-core-pce-inflation-measures.htm
  



• The Fed - Measuring the Liquidity Profile of Mutual Funds

  Measuring the Liquidity Profile of Mutual Funds Sirio Aramonte, Chiara...measure the liquidity profile of open-end mutual funds using the sensitivity

  URL: https://www.federalreserve.gov/econres/feds/measuring-the-liquidity-profile-of-mutual-funds.htm
  



• The Fed - Measuring Early-Stage Business Formation

  Measuring Early-Stage Business Formation Kimberly Bayard, Emin Dinlersoz...measure of new business formation. That said, business applications may

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/measuring-early-stage-business-formation-20180307.html
  



• The Fed - Diverging Measures of Capacity Utilization: An Explanation

  Measures of Capacity Utilization: An Explanation Norman Morin and John...measures. Our view is that the two characterizations of manufacturing

  URL: https://www.federalreserve.gov/econres/feds/diverging-measures-of-capacity-utilization-an-explanation.htm
  

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