Board of Governors of the Federal Reserve System

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• The Fed - A Note on the Coefficient of Determination in Models with Infinite Variance Variables

  signal-to-noise ratio, density transformation theorem PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/ifdp/a-note-on-the-coefficient-of-determination-in-models-with-infinite-variance-variables.htm
  



• The Fed - New Keynesian, Open-Economy Models and Their Implications for Monetary Policy

  pricing-to-market, current account dynamics PDF: Full Paper Disclaimer

  URL: https://www.federalreserve.gov/econres/ifdp/new-keynesian-open-economy-models-and-their-implications-for-monetary-policy.htm
  



• The Fed - The Economics of Sovereign Debt, Bailouts and the Eurozone Crisis

  debt-to-gdp ratio, default costs). Our model embeds a 'Southern view'

  URL: https://www.federalreserve.gov/econres/ifdp/the-economics-of-sovereign-debt-bailouts-and-the-eurozone-crisis.htm
  



• The Fed - Risk Perception and Loan Underwriting in Securitized Commercial Mortgages

  loan-to-value ratios (LTVs) unconditionally decreased following the Global

  URL: https://www.federalreserve.gov/econres/feds/risk-perception-and-loan-underwriting-in-securitized-commercial-mortgages.htm
  



• Federal Reserve Board - Industrial Production and Capacity Utilization - G.17

  to May 2024). The relative importance weights provided in the data file

  URL: https://www.federalreserve.gov/releases/g17/Revisions/20240628/ipdisk/rel_imp.htm
  



• Federal Reserve Board - Industrial Production and Capacity Utilization - G.17

  to May 2024). The relative importance weights provided in the data file

  URL: https://www.federalreserve.gov/releases/G17/Revisions/20240628/ipdisk/rel_imp.htm
  



• The Fed - Consumer Sentiment, the Economy, and the News Media

  month-to-month changes in sentiment are difficult to interpret. For instance

  URL: https://www.federalreserve.gov/econres/feds/consumer-sentiment-the-economy-and-the-news-media.htm
  



• The Fed - Distributed ledger technology in payments, clearing, and settlement

  peer-to-peer networking, access to a distributed but common ledger among

  URL: https://www.federalreserve.gov/econres/feds/distributed-ledger-technology-in-payments-clearing-and-settlement.htm
  



• The Fed - Occupational Choice, Retirement, and the Effects of Disability Insurance

  to, respectively, a twelve and seven percent reduction in consumption

  URL: https://www.federalreserve.gov/econres/feds/occupational-choice-retirement-and-the-effects-of-disability-insurance.htm
  



• The Fed - Allocation and Financial Market Frictions: Some Direct Evidence from the Dispersion in Borrowing Costs

  to account for a significant fraction of measured TFP differentials across

  URL: https://www.federalreserve.gov/econres/feds/allocation-and-financial-market-frictions-some-direct-evidence-from-the-dispersion-in-borrowing-costs.htm
  

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