Board of Governors of the Federal Reserve System

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• The Fed - Accessible Versions

  Analysis and Review 2017: Assessment Framework and Results - June 2017

  URL: https://www.federalreserve.gov/publications/2017-june-ccar-assessment-framework-results-accessible.htm
  



• The Fed - A Quantitative Defense of Stabilization Policy

  analysis of the value of growth and stabilization of consumption, Robert

  URL: https://www.federalreserve.gov/econres/feds/a-quantitative-defense-of-stabilization-policy.htm
  



• The Fed - Purchasing Power Parity: Three Stakes Through the Heart of the Unit Root Null

  analysis of the purchasing power parity hypothesis, relying on a linear

  URL: https://www.federalreserve.gov/econres/feds/purchasing-power-parity-three-stakes-through-the-heart-of-the-unit-root-null.htm
  



• The Fed - The Effect of Taxation on Lifecycle Labor Supply: Results from a Quasi-Experiment

  analysis of average tax rates suggests that the variation in marginal

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-taxation-on-lifecycle-labor-supply-results-from-a-quasi-experiment.htm
  



• The Fed - The Hidden Dangers of Historical Simulation

  analysis suggests that 2 years of daily data may not contain enough extreme

  URL: https://www.federalreserve.gov/econres/feds/the-hidden-dangers-of-historical-simulation.htm
  



• The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

  Analysis of rates of convergence to asymptotic VaR leads to a simple and

  URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
  



• The Fed - Quantifying the Role of Federal and State Taxes in Mitigating Wage Inequality

  analysis, which isolates the contribution of federal taxes and state taxes

  URL: https://www.federalreserve.gov/econres/feds/quantifying-the-role-of-federal-and-state-taxes-in-mitigating-wage-inequality.htm
  



• The Fed - Investor Demands for Safety, Bank Capital, and Liquidity Measurement

  analysis of these capital-liquidity tradeoffs show (1) that bank liquidity

  URL: https://www.federalreserve.gov/econres/feds/investor-demands-for-safety-bank-capital-and-liquidity-measurement.htm
  



• The Fed - Shifting Trends in Semiconductor Prices and the Pace of Technological Progress

  analysis indicates that the shift to faster cost declines in the mid-1990s

  URL: https://www.federalreserve.gov/econres/feds/shifting-trends-in-semiconductor-prices-and-the-pace-of-technological-progress.htm
  



• The Fed - Implied Interest Rate Skew, Term Premiums, and the "Conundrum"

  analysis of movements in term premiums is plagued by specification bias

  URL: https://www.federalreserve.gov/econres/feds/implied-interest-rate-skew-term-premiums-and-the-quotconundrumquot.htm
  

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