Board of Governors of the Federal Reserve System

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• The Fed - International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing

  Federal Reserve. In principle, conventional monetary policy affects bond

  URL: https://www.federalreserve.gov/econres/ifdp/international-spillovers-of-monetary-policy-conventional-policy-vs-quantitative-easing.htm
  



• The Fed - Markov Switching GARCH Models of Currency Turmoil in Southeast Asia

  markets, Banking sector, Regime Switching, Volatility PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/markov-switching-garch-models-of-currency-turmoil-in-southeast-asia.htm
  



• The Fed - Report on the Economic Well-Being of U.S. Households in 2023 - May 2024

  federal student loan payments in the fall of 2023, the share of student...Federal Reserve has fielded the SHED annually in the fourth quarter of

  URL: https://www.federalreserve.gov/publications/2024-economic-well-being-of-us-households-in-2023-executive-summary.htm
  



• The Fed - Dynamic Econometrics in Action: A Biography of David F. Hendry

  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/ifdp/dynamic-econometrics-in-action-a-biography-of-david-f-hendry.htm
  



• The Fed - Macroeconomic and Financial Risks: A Tale of Mean and Volatility

  the volatility implied by the conditional distributions), and risk (the

  URL: https://www.federalreserve.gov/econres/ifdp/macroeconomic-and-financial-risks-a-tale-of-mean-and-volatility.htm
  



• The Fed - Estimating Stochastic Volatility Diffusion Using Conditional Moments of Integrated Volatility

  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/feds/estimating-stochastic-volatility-diffusion-using-conditional-moments-of-integrated-volatility.htm
  



• The Fed - Lining Up: Survey and Administrative Data Estimates of Wealth Concentration

  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/feds/lining-up-survey-and-administrative-data-estimates-of-wealth-concentration.htm
  



• The Fed - Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry

  September 2017 Regular Variation of Popular GARCH Processes Allowing for...the, respective, processes to be skewed. Skewness is considered a stylized

  URL: https://www.federalreserve.gov/econres/feds/regular-variation-of-popular-garch-processes-allowing-for-distributional-asymmetry.htm
  



• The Fed - A Monetary-Fiscal Theory of Sudden Inflations and Currency Crises

  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/feds/a-monetary-fiscal-theory-of-sudden-inflations-and-currency-crises.htm
  



• The Fed - Seven Fallacies Concerning Milton Friedman's "The Role of Monetary Policy"

  The Role of Monetary Policy" Edward Nelson Abstract: This paper analyzes...The Role of Monetary Policy," via a discussion of seven fallacies concerning

  URL: https://www.federalreserve.gov/econres/feds/seven-fallacies-concerning-milton-friedmans-quotthe-role-of-monetary-policyquot.htm
  

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