Board of Governors of the Federal Reserve System

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• The Fed - The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic

  rates and state-charter bank balance sheets in New York, we investigate

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-the-central-bank-liquidity-support-during-pandemics-evidence-from-the-1918-spanish-influenza-pandemic.htm
  



• The Fed - Top Income Concentration and Volatility

  rates are comparable in the permanent income and annual income groupings

  URL: https://www.federalreserve.gov/econres/feds/top-income-concentration-and-volatility.htm
  



• The Fed - Which Output Gap Estimates Are Stable in Real Time and Why?

  rate also produce output gaps with relevant economic content. However,

  URL: https://www.federalreserve.gov/econres/feds/which-output-gap-estimates-are-stable-in-real-time-and-why.htm
  



• The Fed - When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood

  rates relative to the √n-case. Moment existence criteria necessary for

  URL: https://www.federalreserve.gov/econres/feds/when-simplicity-offers-a-benefit-not-a-cost.htm
  



• The Fed - Are the Borrowing Costs of Large Financial Firms Unusual?

  rates of larger borrowers. Prior to the financial crisis, we also find

  URL: https://www.federalreserve.gov/econres/feds/are-the-borrowing-costs-of-large-financial-firms-unusual.htm
  



• The Fed - Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach

  rate affect changes in Treasury yields but not stock returns, ceteris

  URL: https://www.federalreserve.gov/econres/feds/does-monetary-policy-affect-stock-prices-and-treasury-yields-an-error-correction-and-simultaneous-equation-approach.htm
  



• The Fed - Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts

  rates, with a focus on near-dated contracts and therefore the more immediate

  URL: https://www.federalreserve.gov/econres/feds/estimates-of-the-term-premium-on-near-dated-federal-funds-futures-contracts.htm
  



• The Fed - Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance

  rates of convergence relative to the thin-tailed √n-case. Nevertheless

  URL: https://www.federalreserve.gov/econres/feds/closed-form-estimation-of-finite-order-arch-models-asymptotic-theory-and-finite-sample-performance.htm
  



• The Fed - International Aspects of Central Banking: Diplomacy and Coordination

  exchange-rate system that was negotiated at Bretton Woods. We review the

  URL: https://www.federalreserve.gov/econres/feds/international-aspects-of-central-banking-diplomacy-and-coordination.htm
  



• The Fed - Government-Sponsored Mortgage Securitization and Financial Crises

  rate and the criterion that qualifies a mortgage for securitization. The

  URL: https://www.federalreserve.gov/econres/feds/government-sponsored-mortgage-securitization-and-financial-crises.htm
  

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