Search Results
Documents are displayed in order of relevance.
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The Fed - International Measures of Common Inflation
Measures of Common Inflation Eli Nir, Flora Haberkorn, and Danilo Cascaldi-Garcia1...measures of "core" inflation, traditionally defined as the change in the
URL: https://www.federalreserve.gov/econres/notes/feds-notes/international-measures-of-common-inflation-20211105.html
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The Fed - Fluctuating Confidence and Stock-Market Returns
Stock-Market Returns Alexander David Abstract: The drift of two different...stock-market returns and interest-rates. These are the skewness and kurtosis
URL: https://www.federalreserve.gov/econres/ifdp/fluctuating-confidence-and-stock-market-returns.htm
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The Fed - Stock Prices and Fundamentals in a Production Economy
Stock Prices and Fundamentals in a Production Economy Michael T. Kiley
URL: https://www.federalreserve.gov/econres/feds/stock-prices-and-fundamentals-in-a-production-economy.htm
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The Fed - Learning from Experience in the Stock Market
Stock Market Anton Nakov Abstract: We study the dynamics of a Lucas-tree...stock price exhibits stochastic fluctuations around the rational expectations
URL: https://www.federalreserve.gov/econres/feds/learning-from-experience-in-the-stock-market.htm
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The Fed - The Stock Market and Exchange Rate Dynamics
Stock Market and Exchange Rate Dynamics Michael K. Gavin Abstract: This...stock market, rather than the bond market, determines domestic aggregate
URL: https://www.federalreserve.gov/econres/ifdp/the-stock-market-and-exchange-rate-dynamics.htm
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The Fed - Inflation, Inflation Risk, and Stock Returns
Stock Returns John Ammer Abstract: This paper investigates the empirical...stock returns in ten industrialized countries, with a focus on the implications
URL: https://www.federalreserve.gov/econres/ifdp/inflation-inflation-risk-and-stock-returns.htm
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The Fed - Volatility, Money Market Rates, and the Transmission of Monetary Policy
Money Market Rates, and the Transmission of Monetary Policy Seth B. Carpenter...measure of the expected federal funds rate. Second, we find that lower
URL: https://www.federalreserve.gov/econres/feds/volatility-money-market-rates-and-the-transmission-of-monetary-policy.htm
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FRB: Speech, Greenspan -- The challenge of measuring and modeling a dynamic economy -- March 27, 2001
measuring and modeling a dynamic economy At the Washington Economic Policy...money supply models that appeared to work well for a while during the
URL: https://www.federalreserve.gov/boarddocs/speeches/2001/20010327/default.htm
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The Fed - News versus Sentiment: Predicting Stock Returns from News Stories
stock returns. We measure sentiment with a proprietary Thomson-Reuters...stock returns for one quarter. Positive news stories increase stock returns
URL: https://www.federalreserve.gov/econres/feds/news-versus-sentiment-predicting-stock-returns-from-news-stories.htm
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The Fed - Stock Market Wealth and Consumer Spending
Stock Market Wealth and Consumer Spending Martha Starr-McCluer Abstract...stock market wealth on consumer spending. Traditional macroeconometric
URL: https://www.federalreserve.gov/econres/feds/stock-market-wealth-and-consumer-spending.htm
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