Board of Governors of the Federal Reserve System

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• FRB: September 2008 Statistical Supplement--Industrial Production, Indexes and Gross Value

  rates) 36 Final products and nonindustrial supplies 58.5 3,034.7 3,049.2...rates was released on March 28, 2008. The recent annual revision will

  URL: https://www.federalreserve.gov/pubs/supplement/2008/09/table2_13p1.htm
  



• The Fed - Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

  rate follows a jump-diffusion process are difficult to solve, and the

  URL: https://www.federalreserve.gov/econres/feds/jump-diffusion-processes-and-affine-term-structure-models-additional-closed-form-approximate-solutions-distributional-assum.htm
  



• The Fed - Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

  rates and convenience yield (the adjusted spot-futures spread), confirming

  URL: https://www.federalreserve.gov/econres/feds/why-and-when-do-spot-prices-of-crude-oil-revert-to-futures-price-levels.htm
  



• The Fed - A Solution to the Default Risk-Business Cycle Disconnect

  rate on working capital. Models of strategic default explain the cyclical

  URL: https://www.federalreserve.gov/econres/ifdp/a-solution-to-the-default-risk-business-cycle-disconnect.htm
  



• The Fed - Dollarization and Financial Integration

  rate regime impact its ability to borrow from abroad? We build a small

  URL: https://www.federalreserve.gov/econres/ifdp/dollarization-and-financial-integration.htm
  



• The Fed - Optimal Monetary Policy with Durable and Non-Durable Goods

  rates, the performance of the optimal policy rule can be closely approximated

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-monetary-policy-with-durable-and-non-durable-goods.htm
  



• The Fed - The Monetary Transmission Mechanism in Mexico

  rate shocks is very significant. PDF: Full Paper Disclaimer: The economic

  URL: https://www.federalreserve.gov/econres/ifdp/the-monetary-transmission-mechanism-in-mexico.htm
  



• The Fed - The United States as a Heavily Indebted Country

  rates and demand growth--for the U.S. external accounts are generated

  URL: https://www.federalreserve.gov/econres/ifdp/the-united-states-as-a-heavily-indebted-country.htm
  



• The Fed - Cyclically Adjusted Current Account Balances

  rates in recent years have contributed to the reduction. Accessible materials

  URL: https://www.federalreserve.gov/econres/ifdp/cyclically-adjusted-current-account-balances.htm
  



• The Fed - Optimal Inflation Persistence: Ramsey Taxation with Capital and Habits

  rate, which in turn implies persistent optimal inflation. Our work complements

  URL: https://www.federalreserve.gov/econres/ifdp/optimal-inflation-persistence-ramsey-taxation-with-capital-and-habits.htm
  

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