Board of Governors of the Federal Reserve System

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• The Fed - Industrial Production and Capacity Utilization - G.17

  Market Group The index for consumer goods has increased in each of the

  URL: https://www.federalreserve.gov/Releases/g17/Revisions/20180323/DefaultRev.htm
  



• The Fed - Banks as Patient Fixed Income Investors

  mark-to-market value of bank assets. In contrast, shadow banks create

  URL: https://www.federalreserve.gov/econres/feds/banks-as-patient-fixed-income-investors.htm
  



• The Fed - Pricing decisions in an experimental dynamic stochastic general equilibrium economy

  market. There is inertia in price setting, firms integrate wage increases

  URL: https://www.federalreserve.gov/econres/feds/pricing-decisions-in-an-experimental-dynamic-stochastic-general-equilibrium-economy.htm
  



• The Fed - Bayesian Estimation of Time-Changed Default Intensity Models

  market. Relative to the widely-used CIR model for the default intensity

  URL: https://www.federalreserve.gov/econres/feds/bayesian-estimation-of-time-changed-default-intensity-models.htm
  



• The Fed - Credit Supply to Personal Bankruptcy Filers: Evidence from Credit Card Mailings

  market? Using a unique data set of credit card mailings, we directly explore

  URL: https://www.federalreserve.gov/econres/feds/credit-supply-to-personal-bankruptcy-filers-evidence-from-credit-card-mailings.htm
  



• The Fed - From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors

  market of the late 1990s. During this period, the weak predictability

  URL: https://www.federalreserve.gov/econres/feds/from-which-consumption-based-asset-pricing-models-can-investors-profit-evidence-from-model-based-priors.htm
  



• The Fed - Option-Implied Libor Rate Expectations across Currencies

  market events. Next, I compute distributional moments from density functions

  URL: https://www.federalreserve.gov/econres/ifdp/option-implied-libor-rate-expectations-across-currencies.htm
  



• The Fed - Global Spillovers of a China Hard Landing

  market spillovers Accessible materials (.zip) Note: On October 22, 2019

  URL: https://www.federalreserve.gov/econres/ifdp/global-spillovers-of-a-china-hard-landing.htm
  



• The Fed - Fertility Choice in a Life Cycle Model with Idiosyncratic Uninsurable Earnings Risk

  market conditions can play in determining both short-term cyclical fluctuations

  URL: https://www.federalreserve.gov/econres/feds/fertility-choice-in-a-life-cycle-model-with-idiosyncratic-uninsurable-earnings-risk.htm
  



• The Fed - An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic Habit Formation

  market index returns, we show that stochastic internal habit formation

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-investigation-of-consumption-based-asset-pricing-models-with-stochastic-habit-formation.htm
  

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