Board of Governors of the Federal Reserve System

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• The Fed - Closed-Form Estimation of Finite-Order ARCH Models: Asymptotic Theory and Finite-Sample Performance

  rates of convergence relative to the thin-tailed √n-case. Nevertheless

  URL: https://www.federalreserve.gov/econres/feds/closed-form-estimation-of-finite-order-arch-models-asymptotic-theory-and-finite-sample-performance.htm
  



• The Fed - International Aspects of Central Banking: Diplomacy and Coordination

  exchange-rate system that was negotiated at Bretton Woods. We review the

  URL: https://www.federalreserve.gov/econres/feds/international-aspects-of-central-banking-diplomacy-and-coordination.htm
  



• The Fed - Nowcasting GDP and Inflation: The Real-Time Informational Content of Macroeconomic Data Releases

  rates. Keywords: Forecasting, monetary policy, factor model, real time

  URL: https://www.federalreserve.gov/econres/feds/nowcasting-gdp-and-inflation-the-real-time-informational-content-of-macroeconomic-data-releases.htm
  



• The Fed - Government-Sponsored Mortgage Securitization and Financial Crises

  rate and the criterion that qualifies a mortgage for securitization. The

  URL: https://www.federalreserve.gov/econres/feds/government-sponsored-mortgage-securitization-and-financial-crises.htm
  



• The Fed - Consumption, Durable Goods, and Transaction Costs

  rate of intertemporal substitution, and a precautionary motive induced

  URL: https://www.federalreserve.gov/econres/ifdp/consumption-durable-goods-and-transaction-costs.htm
  



• The Fed - Foreign Currency Operations: An Annotated Bibliography

  rate), intervention has been found to have at least some statistically

  URL: https://www.federalreserve.gov/econres/ifdp/foreign-currency-operations-an-annotated-bibliography.htm
  



• The Fed - Pricing to Market in International Trade: Evidence from Panel Data on Automobiles and Total Merchandise

  rates. This phenomenon is referred to as "pricing to market." We find

  URL: https://www.federalreserve.gov/econres/ifdp/pricing-to-market-in-international-trade-evidence-from-panel-data-on-automobiles-and-total-merchandise.htm
  



• The Fed - The Effect of Monetary Policy on Housing Tenure Choice as an Explanation for the Price Puzzle

  rates increase, the real cost of owning a house increases, and this increase

  URL: https://www.federalreserve.gov/econres/ifdp/the-effect-of-monetary-policy-on-housing-tenure-choice-as-an-explanation-for-the-price-puzzle.htm
  



• The Fed - The Growth of Chinese Exports: An Examination of the Detailed Trade Data

  rate policy clearly boosted the trade surplus, and the structure of the

  URL: https://www.federalreserve.gov/econres/ifdp/the-growth-of-chinese-exports-an-examination-of-the-detailed-trade-data.htm
  



• The Fed - A Theory of the Currency Denomination of International Trade

  rate pass-through, currency invoicing, new open economy, macroeconomics

  URL: https://www.federalreserve.gov/econres/ifdp/a-theory-of-the-currency-denomination-of-international-trade.htm
  

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