Board of Governors of the Federal Reserve System

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• Systemic Credit Risk Premium: Insights from Credit Derivatives Markets

  Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) Systemic Credit

  URL: https://www.federalreserve.gov/econres/feds/files/2023055r1pap.pdf
  



• The Fed - The Fourth SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Risk and Uncertainty in a Post-Pandemic World; Implications for the Economy, Financial Markets, and Monetary Policy

  quantitative metrics of uncertainty has expanded along all dimensions—statistical

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-fourth-snb-frb-bis-high-level-conf-on-global-risk-uncertainty-and-volatility-risk-and-uncertainty-20250711.html
  



• Compliance Risk Management in a Diversified Environment - Federal Reserve Board

  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/newsevents/speech/olson20060516a.htm
  



• The Fed - Oil Price Shocks and Inflation in a DSGE Model of the Global Economy

  quantitatively very small in our simulation.1 As inflation increases,

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/oil-price-shocks-and-inflation-in-a-dsge-model-of-the-global-economy-20240802.html
  



• The Fed - Avoiding Sovereign Default Contagion: A Normative Analysis

  quantitatively evaluate how a set of cross-country policies affects governments

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/avoiding-sovereign-default-contagion-a-normative-analysis-20200921.html
  



• The Fed - Real GDP and Productivity Measurement: What Do Macro Data Capture?

  quantitative models with the data produced by statistical agencies. A

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/real-gdp-and-productivity-measurement-what-do-macro-data-capture-20230522.html
  



• The Fed - Overview of the changes to the FRB/US model (2018)

  quantitative differences between the concepts is relatively small, the

  URL: https://www.federalreserve.gov/econres/notes/feds-notes/overview-of-the-changes-to-the-frb-us-model-2018-20181207.html
  



• The Fed - Michael B. Gordy

  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/michael-b-gordy.htm
  



• Federal Reserve Board - IQ Quality Guidelines

  quantitative methods and assumptions that have been employed in order

  URL: https://www.federalreserve.gov/iq_guidelines.htm
  



• FRB: Beige Book--Philadelphia--March 7, 2007

  eased somewhat for older buildings. The amount of leased space has increased

  URL: https://www.federalreserve.gov/fomc/beigebook/2007/20070307/3.htm
  

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