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Supporting Documents for DSGE Models Update
M. Luecke Subject: Supporting Documents for DSGE Models Update The attached...1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20140609memo02.pdf
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Microstructure Invariance in U.S. Stock Market Trades
1, 2010 This Draft: April 19, 2016 This paper studies invariance relationships...1 Over the past two decades, the U.S. stock market has undergone notable
URL: https://www.federalreserve.gov/econresdata/feds/2016/files/2016034pap.pdf
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FRB: Accessible versions of figures in Part 2
1.54 May 2010 2.07 1.48 June 2010 1.38 1.37 July 2010 1.49 1.32 August...1.35 1.24 September 2010 1.28 1.09 October 2010 1.20 0.87 November 2010
URL: https://www.federalreserve.gov/monetarypolicy/mpr_20110713_part2_accessible.htm
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Federal Reserve Board - Underlying Inflation: Its Measurement and Significance, Accessible Data
1.25 1.52 N/A 1964:1 1.41 1.57 N/A 1964:2 1.41 1.40 N/A 1964:3 1.20 1.22...1.67 2003:3 1.86 1.28 1.71 2003:4 1.76 1.24 1.73 2004:1 1.77 1.52 1.75
URL: https://www.federalreserve.gov/econres/notes/feds-notes/underlying-inflation-its-measurement-and-significance-accessible-20200918.htm
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Supporting Documents for DSGE Models Update
M. Luecke Subject: Supporting Documents for DSGE Models Update The attached...1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20140307memo02.pdf
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FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition
1,282,927 8,181,858 Securities held outright1 7,665,645 + 25,662 +1,432,255....4.1 1. Factors Affecting Reserve Balances of Depository Institutions
URL: https://www.federalreserve.gov/releases/h41/20210729/h41.pdf
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Commercial Checks Collected through the Federal Reserve
33.1 1,895 2018 4,740 -8.0 8,485 0.6 18.9 33.8 1,790 2017 5,153 -1.7 8,438...1,487 2014 5,742 -4.1 8,109 1.9 22.9 32.3 1,412 2013 5,988 -6.5 7,960
URL: https://www.federalreserve.gov/paymentsystems/files/check_commcheckcolannual.pdf
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When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance
1. Introduction Although the notions of uncertainty and volatility are...1 ABOUT HERE 1 Motivated by these empirical observations, we construct
URL: https://www.federalreserve.gov/econres/feds/files/2021063pap.pdf
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FRB: Appendix A: Supervisory Scenarios, Dodd-Frank Act Stress Test 2014: Supervisory Stress Test Methodology and Results March-2014
Q1 2001 3.7 1.1 0.9 3.9 1.6 105.9 2.7 -1.2 125.5 3.1 0.1 1.4 Q2 2001 0.3...1.1 1.3 3.4 -1.2 94.0 -15.0 -3.6 99.2 -9.5 -0.1 1.4 Q2 2009 -1.1 0.0 1.4
URL: https://www.federalreserve.gov/bankinforeg/stress-tests/2014-appendix-a.htm
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Federal Reserve Board - TIPS Yield Curve and Inflation Compensation
1.71410000324249 1.74080002307892 1.77110004425049 1.79419994354248 1.80770003795624...1.8125 1.81089997291565 1.80540001392365 1.79799997806549 1.79050004482269
URL: https://www.federalreserve.gov/data/yield-curve-tables/feds200805_5.html
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