Board of Governors of the Federal Reserve System

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• The Fed - Lining Up: Survey and Administrative Data Estimates of Wealth Concentration

  has a dual-frame sample design that supplements a standard area-probability...has appeal as a way of tapping a much larger set of information to improve

  URL: https://www.federalreserve.gov/econres/feds/lining-up-survey-and-administrative-data-estimates-of-wealth-concentration.htm
  



• The Fed - Regular Variation of Popular GARCH Processes Allowing for Distributional Asymmetry

  the, respective, processes to be skewed. Skewness is considered a stylized

  URL: https://www.federalreserve.gov/econres/feds/regular-variation-of-popular-garch-processes-allowing-for-distributional-asymmetry.htm
  



• The Fed - Seven Fallacies Concerning Milton Friedman's "The Role of Monetary Policy"

  The Role of Monetary Policy" Edward Nelson Abstract: This paper analyzes...The Role of Monetary Policy," via a discussion of seven fallacies concerning

  URL: https://www.federalreserve.gov/econres/feds/seven-fallacies-concerning-milton-friedmans-quotthe-role-of-monetary-policyquot.htm
  



• The Fed - Spectral backtests of forecast distributions with application to risk management

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  URL: https://www.federalreserve.gov/econres/feds/spectral-backtests-of-forecast-distributions-with-application-to-risk-management.htm
  



• The Fed - Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds

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  URL: https://www.federalreserve.gov/econres/feds/arbitrage-and-liquidity-evidence-from-panel-of-exchange-traded-funds.htm
  



• The Fed - Risk-based Pricing of Interest Rates in Household Loan Markets

  new pricing practices, particularly for secured debt. Borrowing increased

  URL: https://www.federalreserve.gov/econres/feds/risk-based-pricing-of-interest-rates-in-household-loan-markets.htm
  



• The Fed - Termination of SNAP Emergency Allotments, Food Sufficiency, and Economic Hardships

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  URL: https://www.federalreserve.gov/econres/feds/termination-of-snap-emergency-allotments-food-sufficiency-and-economic-hardships.htm
  



• The Fed - What Drives Matching Efficiency? A Tale of Composition and Dispersion

  New highly disaggregated data on vacancies and unemployment show that

  URL: https://www.federalreserve.gov/econres/feds/what-drives-matching-efficiency-a-tale-of-composition-and-dispersion.htm
  



• The Fed - Effects of Monetary Policy Shocks across Time and across Sectors

  has a larger effect on output than on prices, while the opposite is true

  URL: https://www.federalreserve.gov/econres/feds/effects-of-monetary-policy-shocks-across-time-and-across-sectors.htm
  



• The Fed - Low Frequency Effects of Macroeconomic News on Government Bond Yields

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  URL: https://www.federalreserve.gov/econres/feds/low-frequency-effects-of-macroeconomic-news-on-government-bond-yields.htm
  

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