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Factor Selection and Structural Breaks
.7 Using monthly data from July 1963 through December 2023, our method...7The model scan is therefore over 63 models, including the popular risk-factor
URL: https://www.federalreserve.gov/econres/feds/files/2024037pap.pdf
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The Fed - G.17 Industrial Production
98.7 99.0 98.9 99.7 99.7 100.1 .1 .2 -.1 .9 .0 .5 .9 Nonindustrial supplies...102.7 99.3 106.1 99.2 93.3 -2.8 -1.9 -3.2 6.8 -6.5 -6.0 -6.9 Capacity
URL: https://www.federalreserve.gov/releases/g17/revisions/20170331/table11_rev.htm
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The Fed - G.17 Industrial Production
98.7 99.0 98.9 99.7 99.7 100.1 .1 .2 -.1 .9 .0 .5 .9 Nonindustrial supplies...102.7 99.3 106.1 99.2 93.3 -2.8 -1.9 -3.2 6.8 -6.5 -6.0 -6.9 Capacity
URL: https://www.federalreserve.gov/releases/G17/Revisions/20170331/table11_rev.htm
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The Fed - F.231 Total Miscellaneous Financial Claims
7.0 122.0 -84.1 -235.7 -38.1 -48.8 -13.7 7.7 -6.3 25 State and local governments...603.7 -541.4 -728.0 -202.6 -1369.5 -1266.8 -73.0 -1274.3 -2244.3 48
URL: https://www.federalreserve.gov/releases/z1/20220909/html/f231.htm
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The Fed - F.3 Distribution of National Income
1359.7 1411.0 1438.7 1465.1 1476.5 1473.7 17 Nonfinancial corporate business...73.0 761.4 493.1 406.3 705.6 555.1 305.3 150.1 158.4 31 Nonfinancial business
URL: https://www.federalreserve.gov/releases/z1/20220909/html/f3.htm
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FRB: E.15 Release--A.5. Interest Rates on Non-real-estate Bank Loans to Farmers--Sept. 30, 2005
9.9 8.8 10.0 8.7 1998 9.0 9.4 9.7 9.6 9.3 8.0 10.1 9.9 9.7 8.4 9.8 8.3...8.7 9.1 9.1 9.2 8.8 7.6 9.7 9.5 9.3 8.1 9.4 7.9 2000 9.7 9.8 9.9 9.9 9.3
URL: https://www.federalreserve.gov/releases/e15/20050930/afdr_a5.htm
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Speech by Vice Chair Yellen on perspectives on monetary policy - Federal Reserve Board
closely watched of all U.S. economic indicators. Indeed, as I will discuss...close only slowly. At the same time, inflation (abstracting from the transitory
URL: https://www.federalreserve.gov/newsevents/speech/yellen20120606a.htm
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The Fed - G.17 Industrial Production
98.7 99.0 98.9 99.7 99.7 100.1 .1 .2 -.1 .9 .0 .5 .9 Nonindustrial supplies...102.7 99.3 106.1 99.2 93.3 -2.8 -1.9 -3.2 6.8 -6.5 -6.0 -6.9 Capacity
URL: https://www.federalreserve.gov/releases/g17/Revisions/20170331/table11_rev.htm
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FRB: E.15 Release--A.5. Interest Rates on Non-real-estate Bank Loans to Farmers--Jun. 30, 2005
9.9 8.8 10.0 8.7 1998 9.0 9.4 9.7 9.6 9.3 8.0 10.1 9.9 9.7 8.4 9.8 8.3...8.7 9.1 9.1 9.2 8.8 7.6 9.7 9.5 9.3 8.1 9.4 7.9 2000 9.7 9.8 9.9 9.9 9.3
URL: https://www.federalreserve.gov/releases/e15/20050630/afdr_a5.htm
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The Fed -
7.1 7.4 7.8 8.3 8.8 9.4 9.9 Line 2 Less: Consumption of fixed capital ...99.1 2554.3 961.6 -188.2 -740.9 -515.3 -82.0 Line 40 Agency- and GSE-backed
URL: https://www.federalreserve.gov/Releases/Z1/20260319/html/s61a.htm
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