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 - 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
  



• Table 2A INDUSTRIAL PRODUCTION: INDUSTRY GROUPS | | Index, 1992=100 | 1997 | Seasonally adjusted | Not seasonally

  108.4 112.4 Apparel products 23 | 1.77 | 98.6 99.3 99.3 97.7 97.7 97.5...99.1 99.4 96.1 95.9 96.9 94.4 Paper and products 26 | 3.42 | 113.6 114.1

  URL: https://www.federalreserve.gov/releases/G17/19980515/table2a.txt
  



• 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
  



• FEDERAL RESERVE STATISTICAL RELEASE G.17 (419) For release at 9:15 a.m. (EDT) June 14, 2019 Industrial Production and

  108.4 108.2 107.6 108.0 | .3 .4 -1.0 -.2 -.6 .4 | -.4 Construction | 117.5...80.4 86.4 78.1 87.8 63.9 77.2 | 77.4 77.2 76.7 76.7 75.7 76.0 | 1.4 Finished

  URL: https://www.federalreserve.gov/releases/G17/20190614/g17.txt
  



• FRB: E.15 Release--A.6. Non-real-estate Bank Loans with a Floating Interest Rate Made to Farmers--June 30, 2008

  99 100 and over Small or mid-size3 Large4 1996 63.1 58.1 71.2 67.3 32.9...Q4 74.1 64.4 34.6 79.7 86.9 91.5 70.1 61.7 61.7 79.2 48.2 99.1 2005: Q1

  URL: https://www.federalreserve.gov/releases/e15/20080630/afdr_a6.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 - 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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