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Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
M. Barigozzi gratefully acknowledges financial support from MIUR (PRIN2020...M-step) the expected log-likelihood is maximized to obtain a new estimate
URL: https://www.federalreserve.gov/econres/feds/files/2024086pap.pdf
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Board of Governors of the Federal Reserve System Monetary Policy Report to the Congress Pursuant to the Full Employment
1-1/4 percentage points over the same period. The rate on three-month ...M2 and M3 are currently near the 5 and 6 percent upper boundaries of their
URL: https://www.federalreserve.gov/boarddocs/hh/1996/july/FullReport.txt
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The Fed - Money Stock Measures - H.6 Release - February 23, 2021
M1 1 M2 2 Monetary base M1 1 M2 2 Memorandum: Reserves Currency in circulation...M1 and Non-M1 M2. Billions of dollars. Date M1 Non-M1 M2 Currency 1 Demand
URL: https://www.federalreserve.gov/releases/h6/20210223/
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Federal Reserve Board - What determines passthrough of policy rates to deposit rates in the euro area? Accessible Data
2000m1-2023m3 in months. The y-axis ranges from approximately -1% to 6%...2000m1 to 2003m3 in months. The y-axis ranges from 0% to 100%, representing
URL: https://www.federalreserve.gov/econres/notes/feds-notes/what-determines-passthrough-of-policy-rates-to-deposit-rates-in-the-euro-area-accessible-20230728.htm
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The Fed - International Finance Discussion Papers (IFDP) - 1990
M1 demand equations for the UK and the US, we investigate these issues...M1. The endogeneity of money, the Lucas critique, and the non-invertibility
URL: https://www.federalreserve.gov/econres/ifdp/1990.htm
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The Behavior of the Monetary Aggregates During the First Half of 1989
1/2 to 7-1/2 percent range, and M1 was expected to decline slightly. These...1.3 Staff quarterly aggregate M2 model 1. The simulation for the second
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC19890630memo01.pdf
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PUBLIC EXHIBITS VOLUME APPLICATION to the BOARD OF GOVERNORS OF THE FEDERAL RESERVE SYSTEM for Prior Approval for
1.1 The Merger ..........................................................1 1.2 Closing ........................................................
URL: https://www.federalreserve.gov/foia/files/public-exhibits-to-application-by-capital-one-20240320.pdf
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Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Accessible version of charts, figures, and tables
1 – Probability Distribution of Potential Losses Figure 1 is titled "Probability...1 plus (M minus 2.5) multiplied by b) divided by (1 minus 1.5 multiplied
URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/npr/NPR_Descriptions.htm
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Federal Reserve issues FOMC statement
1/4 to 4-1/2 percent. In considering the extent and timing of additional...1/4 to 4-1/2 percent. o Conduct standing overnight repurchase agreement
URL: https://www.federalreserve.gov/monetarypolicy/files/monetary20250618a1.pdf
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Computation of Policy Counterfactuals in Sequence Space
042r1. Washington: Board of Governors of the Federal Reserve System, https...1 1 Introduction One key use of structural macroeconomic models is the
URL: https://www.federalreserve.gov/econres/feds/files/2021042r1pap.pdf
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