Board of Governors of the Federal Reserve System

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• The Fed - Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience

  rates with a focus on the past few years, when the opportunity cost of

  URL: https://www.federalreserve.gov/econres/feds/demand-for-m2-at-the-zero-lower-bound-the-recent-us-experience.htm
  



• The Fed - An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter?

  rate uncertainty if default occurs, are particularly suitable for developing

  URL: https://www.federalreserve.gov/econres/feds/an-empirical-test-of-a-two-factor-mortgage-valuation-model-how-much-do-house-prices-matter.htm
  



• The Fed - Derivatives Pricing under Bilateral Counterparty Risk

  rate and the stochastic intensities of the counterparties' default times

  URL: https://www.federalreserve.gov/econres/feds/derivatives-pricing-under-bilateral-counterparty-risk.htm
  



• The Fed - The Institutional Memory Hypothesis and the Procyclicality of Bank Lending Behavior

  rate premiums on individual loans, and over 2,000 observations on credit

  URL: https://www.federalreserve.gov/econres/feds/the-institutional-memory-hypothesis-and-the-procyclicality-of-bank-lending-behavior.htm
  



• The Fed - Who Pays For Your Rewards? Redistribution in the Credit Card Market

  rates than on comparable cards without rewards. We estimate an aggregate

  URL: https://www.federalreserve.gov/econres/feds/who-pays-for-your-rewards-redistribution-in-the-credit-card-market.htm
  



• The Fed - Why Does the Yield Curve Predict GDP Growth? The Role of Banks

  rates) boosts bank profits and the supply of bank loans. Intuitively,

  URL: https://www.federalreserve.gov/econres/feds/why-does-the-yield-curve-predict-gdp-growth-the-role-of-banks.htm
  



• Industrial Production and Capacity Utilization

  rate of 2.2 percent. A substantial portion of the overall decrease in ...rate that is 5.2 percentage points below its long-run (1972–2015) average

  URL: https://www.federalreserve.gov/releases/g17/20160415/default.htm
  



• Industrial Production and Capacity Utilization

  rate advanced 0.3 percentage point, to 80.7 percent, a rate about 1 percentage...rate at utilities dropped to 83.6 percent, a rate about 3 percentage points

  URL: https://www.federalreserve.gov/releases/g17/20070815/default.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
  

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