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Federal Reserve Board - There is No Single Best Predictor of Recessions Accessible Data
1a: AUROC Sample 1954 - 2018 AUROC of all spreads Months TenFive TenThree...1 0.738478 0.7606 0.810374 0.822859 0.874057 0.769231 0.828892 0.826378
URL: https://www.federalreserve.gov/econres/notes/feds-notes/there-is-no-single-best-predictor-of-recessions-accessible-20190521.htm
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The Fed - L.229 Pension Entitlements
1) FL543150005 4107.7 3810.3 4147.3 4475.1 4288.0 4343.0 4463.5 4475.1...1.3 1.3 2.5 1.6 1.9 2.2 2.5 2.6 10 All sectors; IRAs; liability (5) LM893131573
URL: https://www.federalreserve.gov/releases/z1/20250612/html/l229.htm
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FRB: February 2006 Statistical Supplement--Federal Reserve Banks, Maturity Distribution of Loans and Securities
1 year 0 0 0 0 0 0 0 0 5 Total U.S. Treasury securities 1 740,614 741,717...1 year 0 0 0 0 0 0 0 0 16 Over 1 year to 5 years 0 0 0 0 0 0 0 0 17 Over
URL: https://www.federalreserve.gov/pubs/supplement/2006/02/table1_19.htm
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FRB: December 2006 Statistical Supplement--Federal and Federally Sponsored Credit Agencies, Debt Outstanding
1.44 Federal and Federally Sponsored Credit Agencies, Debt Outstanding...1,261 1,261 1,261 1,261 1,261 1,261 1,261 n.a. n.a. 18 Resolution Funding
URL: https://www.federalreserve.gov/pubs/supplement/2006/12/table1_44.htm
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FRB: Consumer Compliance Handbook, June 2014 Update
1, 2014, the Federal Reserve has adopted the Community Bank Risk-Focused...1 (dated 1/06) Consumer Compliance Handbook Previous Update: November
URL: https://www.federalreserve.gov/boarddocs/supmanual/cch/announce/201406cch_update.htm
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FRB: Press Release--Request for comment on rules to establish effectve dates for certain provisions of the Fair and Accurate Transactions Act of 2003 (FACT)--December 16, 2003
1, 2004. Adopting these rules as interim final rules without advance public...1, 2004, to allow industry a reasonable time to establish systems to comply
URL: https://www.federalreserve.gov/boarddocs/press/bcreg/2003/20031216/default.htm
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FOMC Meeting Presentation Materials, June 13-14, 2017
1.00 1.25 1.50 1.75 2.00 2.25 2.50 01/01/16 05/01/16 09/01/16 01/01/17...1,000 1,500 2,000 2,500 3,000 3,500 4,000 4,500 5,000 0 0.5 1 1.5 2 2.5
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20170614material.pdf
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Federal Reserve Board - Elevated Option-Implied Interest Rate Volatility and Downside Risks to Economic Activity, Accessible Data
1. Option-Implied Volatilities of the One-Year Swap Rate. Line chart shows...1 alongside measures of probabilities of negative real GDP growth over
URL: https://www.federalreserve.gov/econres/notes/feds-notes/elevated-option-implied-pinterest-rate-volatility-and-downside-risks-to-economic-activity-accessible-20231222.htm
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FRB: Statistical Supplement to the Federal Reserve Bulletin
1.45 New Security Issues, State and Local Governments 1.46 New Security...1.54 Mortgage Debt Outstanding 3.10 U.S. International Transactions, Summary
URL: https://www.federalreserve.gov/pubs/supplement/default.htm
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The Fed - Worker Churn at Establishments over the Business Cycle
.1 This note instead relies on JOLTS, a monthly survey conducted by Bureau...1}{2}(N_{i,t-1} + N_{i,t})$$. (In my calculations, "employers" are establishments
URL: https://www.federalreserve.gov/econres/notes/feds-notes/worker-churn-at-establishments-over-the-business-cycle-20200824.html
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