Board of Governors of the Federal Reserve System

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• The Fed - GSEs, Mortgage Rates, and Secondary Market Activities

  M. Sherlund Abstract: Fannie Mae and Freddie Mac are government-sponsored

  URL: https://www.federalreserve.gov/econres/feds/gses-mortgage-rates-and-secondary-market-activities-200630.htm
  



• The Fed - Signal Extraction for Nonstationary Multivariate Time Series with Illustrations for Trend Inflation

  M. Trimbur Abstract: This paper advances the theory and methodology of

  URL: https://www.federalreserve.gov/econres/feds/signal-extraction-for-nonstationary-multivariate-time-series-with-illustrations-for-trend-inflation.htm
  



• The Fed - Measuring Job Loss during the Pandemic Recession in Real Time with Twitter Data

  M. Brennan, Tomaz Cajner, Cynthia Doniger, Jacob Williams Abstract: We

  URL: https://www.federalreserve.gov/econres/feds/measuring-job-loss-during-the-pandemic-recession-in-real-time-with-twitter-data.htm
  



• The Fed - Competitive Search Equilibrium in a DSGE Model

  M. Arseneau and Sanjay K. Chugh Abstract: We show how to implement a competitive

  URL: https://www.federalreserve.gov/econres/ifdp/competitive-search-equilibrium-in-a-dsge-model.htm
  



• The Fed - The Declining Volatility of U.S. Employment: Was Arthur Burns Right?

  M. V. Cacdac Warnock and Francis E. Warnock Abstract: This paper attempts

  URL: https://www.federalreserve.gov/econres/ifdp/the-declining-volatility-of-us-employment-was-arthur-burns-right.htm
  



• The Fed - Variance Risk Premium Components and International Stock Return Predictability

  M. Londono and Nancy R. Xu Abstract: In this paper, we document and explain

  URL: https://www.federalreserve.gov/econres/ifdp/variance-risk-premium-components-and-international-stock-return-predictability.htm
  



• The Fed - The Monetary Transmission Mechanism in Mexico

  M. Werner Abstract: An important question in macroeconomics has been how

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



• The Fed - The Adequacy of the Data on U.S. International Financial Transactions: A Federal Reserve Perspective

  M. Truman Abstract: This paper was prepared for the meeting of the Panel

  URL: https://www.federalreserve.gov/econres/ifdp/the-adequacy-of-the-data-on-us-international-financial-transactions-a-federal-reserve-perspective.htm
  



• The Fed - Central Bank Communication about Climate Change

  M. Arseneau, Alejandro Drexler, and Mitsuhiro Osada Abstract: This paper

  URL: https://www.federalreserve.gov/econres/feds/central-bank-communication-about-climate-change.htm
  



• The Fed - Crisis Liquidity Facilities with Nonbank Counterparties: Lessons from the Term Asset-Backed Securities Loan Facility

  M. Pence Abstract: In response to immense strains in the asset-backed

  URL: https://www.federalreserve.gov/econres/feds/crisis-liquidity-facilities-with-nonbank-counterparties.htm
  

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