Board of Governors of the Federal Reserve System

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• The Fed - Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment

  cashflow-to-price factors explains 15 well-known asset pricing anomalies

  URL: https://www.federalreserve.gov/econres/ifdp/firm-characteristics-and-empirical-factor-models-a-data-mining-experiment.htm
  



• The Fed - Does Unemployment Risk Affect Business Cycle Dynamics?

  flight-to-liquidity that occurs when unemployment risk rises. This mechanism

  URL: https://www.federalreserve.gov/econres/ifdp/does-unemployment-risk-affect-business-cycle-dynamics.htm
  



• The Fed - The Rise in Mortgage Defaults

  loan-to-value ratios and in the share of mortgages with little or no documentation

  URL: https://www.federalreserve.gov/econres/feds/the-rise-in-mortgage-defaults.htm
  



• The Fed - Measuring Counterparty Credit Exposure to a Margined Counterparty

  mark-to-market value of the portfolio of contracts with the counterparty

  URL: https://www.federalreserve.gov/econres/feds/measuring-counterparty-credit-exposure-to-a-margined-counterparty.htm
  



• The Fed - The Effect of Interest Rates on Home Buying: Evidence from a Discontinuity in Mortgage Insurance Premiums

  payment-to-income ratio limits thus allowing more applications to be approved

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-interest-rates-on-home-buying-evidence-from-a-discontinuity-in-mortgage-insurance-premiums.htm
  



• The Fed - The GSE Implicit Subsidy and the Value of Government Ambiguity

  capital-to-asset ratios would be higher if they were purely private. Keywords

  URL: https://www.federalreserve.gov/econres/feds/the-gse-implicit-subsidy-and-the-value-of-government-ambiguity.htm
  



• The Fed - Reconciling Unemployment Claims with Job Losses in the First Months of the COVID-19 Crisis

  April-to-May job losses and the strong job gains reflected in the May

  URL: https://www.federalreserve.gov/econres/feds/reconciling-unemployment-claims-with-job-losses-in-the-first-months-of-the-covid-19-crisis.htm
  



• The Fed - Stress Testing Household Debt

  debt-to-income ratios and an increase in the share of debt held by borrowers

  URL: https://www.federalreserve.gov/econres/feds/stress-testing-household-debt.htm
  



• The Fed - Constructive Data Mining: Modeling Consumers' Expenditure in Venezuela

  General-to-specific modeling, Hoover and Perez (1999), Model design, PcGets

  URL: https://www.federalreserve.gov/econres/ifdp/constructive-data-mining-modeling-consumers39-expenditure-in-venezuela.htm
  



• The Fed - Mapping Heat in the U.S. Financial System

  credit-to-GDP gap (a key gauge in Basel III and related research) by a

  URL: https://www.federalreserve.gov/econres/feds/mapping-heat-in-the-us-financial-system.htm
  

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