Board of Governors of the Federal Reserve System

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• The Fed - Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

  markets; (2) the predictability is short-run, in that it peaks around

  URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.htm
  



• The Fed - Do Provisional Estimates of Output Miss Economic Turning Points?

  financial-market information and other data. We find that provisional

  URL: https://www.federalreserve.gov/econres/feds/do-provisional-estimates-of-output-miss-economic-turning-points.htm
  



• The Fed - Optimal Portfolio Allocation in a World Without Treasury Securities

  market instruments--and very aggressive investors--who hold mostly equities

  URL: https://www.federalreserve.gov/econres/feds/optimal-portfolio-allocation-in-a-world-without-treasury-securities.htm
  



• The Fed - Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserve's Approach

  Market Committee (FOMC) of the U.S. Federal Reserve has regularly published

  URL: https://www.federalreserve.gov/econres/feds/gauging-the-uncertainty-of-the-economic-outlook-using-historical-forecasting-errors-the-federal-reserves-approach.htm
  



• The Fed - Commercial Banks and Real Estate Lending: The Texas Experience

  market, these loans performed very poorly. The analysis indicates that

  URL: https://www.federalreserve.gov/econres/feds/commercial-banks-and-real-estate-lending-the-texas-experience.htm
  



• The Fed - Credit-Crunch Dynamics with Uninsured Investment Risk

  markets, idiosyncratic risk, business cycles, risk-free rates PDF: Full

  URL: https://www.federalreserve.gov/econres/feds/credit-crunch-dynamics-with-uninsured-investment-risk.htm
  



• The Fed - Does Corporate Lending by Banks and Finance Companies Differ? Evidence on Specialization in Private Debt Contracting

  private-market corporate lending exists, adding a new dimension to the

  URL: https://www.federalreserve.gov/econres/feds/does-corporate-lending-by-banks-and-finance-companies-differ-evidence-on-specialization-in-private-debt-contracting.htm
  



• The Fed - Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules

  market volatility that has little effect on the business cycle. In practice

  URL: https://www.federalreserve.gov/econres/feds/optimal-dynamic-capital-requirements-and-implementable-capital-buffer-rules.htm
  



• The Fed - "Forecasting the Forecasts of Others:" Expectational Heterogeneity and Aggregate Dynamics

  markets. The quantitative results are obtained by calibrating the model

  URL: https://www.federalreserve.gov/econres/feds/quotforecasting-the-forecasts-of-othersquot-expectational-heterogeneity-and-aggregate-dynamics.htm
  



• The Fed - Supervisory Stress Testing For CCPs: A Macro-Prudential, Two-Tier Approach

  market participants. The paper offers practical guidance on the implementation

  URL: https://www.federalreserve.gov/econres/feds/supervisory-stress-testing-for-ccps-a-macro-prudential-two-tier-approach.htm
  

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