Board of Governors of the Federal Reserve System

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• The Fed - Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach

  rate affect changes in Treasury yields but not stock returns, ceteris

  URL: https://www.federalreserve.gov/econres/feds/does-monetary-policy-affect-stock-prices-and-treasury-yields-an-error-correction-and-simultaneous-equation-approach.htm
  



• The Fed - Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts

  rates, with a focus on near-dated contracts and therefore the more immediate

  URL: https://www.federalreserve.gov/econres/feds/estimates-of-the-term-premium-on-near-dated-federal-funds-futures-contracts.htm
  



• The Fed - The Rise in U.S. Household Indebtedness: Causes and Consequences

  rates because of higher debt payments relative to income. At the same

  URL: https://www.federalreserve.gov/econres/feds/the-rise-in-us-household-indebtedness-causes-and-consequences.htm
  



• The Fed - Two Practical Algorithms for Solving Rational Expectations Models

  rate of interest cannot fall below zero. In two single-simulation experiments

  URL: https://www.federalreserve.gov/econres/feds/two-practical-algorithms-for-solving-rational-expectations-models.htm
  



• The Fed - Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance

  rates of convergence relative to the thin-tailed √n-case. Nevertheless

  URL: https://www.federalreserve.gov/econres/feds/closed-form-estimation-of-finite-order-arch-models-asymptotic-theory-and-finite-sample-performance.htm
  



• The Fed - Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

  rates. Keywords: Forecasting, monetary policy, factor model, real time

  URL: https://www.federalreserve.gov/econres/feds/nowcasting-gdp-and-inflation-the-real-time-informational-content-of-macroeconomic-data-releases.htm
  



• The Fed - Government-Sponsored Mortgage Securitization and Financial Crises

  rate and the criterion that qualifies a mortgage for securitization. The

  URL: https://www.federalreserve.gov/econres/feds/government-sponsored-mortgage-securitization-and-financial-crises.htm
  



• The Fed - Monetary Policy Shocks: Data or Methods?

  rate is at its effective lower bound. After documenting differences in

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-shocks-data-or-methods.htm
  



• The Fed - The Growth of Chinese Exports: An Examination of the Detailed Trade Data

  rate policy clearly boosted the trade surplus, and the structure of the

  URL: https://www.federalreserve.gov/econres/ifdp/the-growth-of-chinese-exports-an-examination-of-the-detailed-trade-data.htm
  



• The Fed - Consumption, Durable Goods, and Transaction Costs

  rate of intertemporal substitution, and a precautionary motive induced

  URL: https://www.federalreserve.gov/econres/ifdp/consumption-durable-goods-and-transaction-costs.htm
  

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