Board of Governors of the Federal Reserve System

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• The Fed - Interest-Rate Smoothing and Optimal Monetary Policy: A Review of Recent Empirical Evidence

  market participants, measurement error associated with key macroeconomic

  URL: https://www.federalreserve.gov/econres/feds/interest-rate-smoothing-and-optimal-monetary-policy-a-review-of-recent-empirical-evidence.htm
  



• The Fed - Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities

  market price of "belief risk." For the special case where the drift takes

  URL: https://www.federalreserve.gov/econres/feds/option-prices-with-uncertain-fundamentals-theory-and-evidence-on-the-dynamics-of-implied-volatilities.htm
  



• The Fed - Understanding the Role of Recovery in Default Risk Models: Empirical Comarisons and Implied Recovery Rates

  market expectation of recovery rates implicit in bond prices. Among potential

  URL: https://www.federalreserve.gov/econres/feds/understanding-the-role-of-recovery-in-default-risk-models-empirical-comarisons-and-implied-recovery-rates.htm
  



• The Fed - Cost of Borrowing Shocks and Fiscal Adjustment

  markets impose fiscal discipline on governments? We investigate the responses

  URL: https://www.federalreserve.gov/econres/feds/cost-of-borrowing-shocks-and-fiscal-adjustment.htm
  



• The Fed - Relative prices and pure inflation since the mid-1990s

  market slack is the main driver of pure inflation and that energy prices

  URL: https://www.federalreserve.gov/econres/feds/relative-prices-and-pure-inflation-since-the-mid-1990s.htm
  



• The Fed - Taxation of Labor Income and the Demand for Risky Assets

  markets are incomplete, the insurance afforded by labor income taxes can

  URL: https://www.federalreserve.gov/econres/feds/taxation-of-labor-income-and-the-demand-for-risky-assets.htm
  



• The Fed - Why Are Semiconductor Prices Falling So Fast? Industry Estimates and Implications for Productivity Measurement

  market, those price declines may also reflect changes in Intel's profit

  URL: https://www.federalreserve.gov/econres/feds/why-are-semiconductor-prices-falling-so-fast-industry-estimates-and-implications-for-productivity-measurement.htm
  



• The Fed - Dollar Funding and the Lending Behavior of Global Banks

  money-market funds sharply reducing their funding to European banks. Coincident

  URL: https://www.federalreserve.gov/econres/feds/dollar-funding-and-the-lending-behavior-of-global-banks.htm
  



• The Fed - Revealing Cluster Structures Based on Mixed Sampling Frequencies

  markets. Accessible materials (.zip) Keywords: Clustering; forecasting

  URL: https://www.federalreserve.gov/econres/feds/revealing-cluster-structures-based-on-mixed-sampling-frequencies.htm
  



• The Fed - The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic

  market but rather curtailed lending, suggesting there was little-to-no

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-the-central-bank-liquidity-support-during-pandemics-evidence-from-the-1918-spanish-influenza-pandemic.htm
  

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