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Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board,
1m.barigozzi@lse.ac.uk – London School of Economics and Political Science...µi1ut−1. Representation (1) is obtained by setting r = 2, F1t = ut, F2t
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/2016024r1pap.pdf
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INSURED U.S.-CHARTERED COMMERCIAL BANKS THAT HAVE CONSOLIDATED ASSETS of $300 MILLION or MORE, RANKED by CONSOLIDATED
1 852218 COLUMBUS, OH NAT 1,947,7941,329,908 68 15 5,670 44 Y 0 JPMORGAN...M&T BK CORP CAPITAL ONE BK USA NA 27 2253891 GLEN ALLEN, VA NAT 78,775
URL: https://www.federalreserve.gov/releases/lbr/20130630/lrg_bnk_lst.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/G17/20170516/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/G17/20170915/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/g17/20170714/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/g17/20170817/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/g17/20170516/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/g17/20170915/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/g17/20170615/ipdisk/ip_nsa.txt
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"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832
"B50001: Total index" "B50001" 1986 57.6557 57.7755 56.9879 56.7819 56.4096 57.5792 55.6748 57.2292 57.8534 57.6832 57.1995 57.3890 "B50001" 1987
URL: https://www.federalreserve.gov/releases/g17/20170418/ipdisk/ip_nsa.txt
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