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Linear and nonlinear econometric models against machine learning models: realized volatility prediction
2). A wide array of ML models has been explored, including regularized...2 and Gunnarsson et al. (2024) for a detailed review of this growing literature
URL: https://www.federalreserve.gov/econres/feds/files/2025061pap.pdf
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FRB: September 2004 Statistical Supplement--Banks' Own and Domestic Customers' Claims on Foreigners, Reported by Banks in the United States
2 Banks' own claims on foreigners 1,052,066 1,185,445 1,320,446 1,341,677...2 50,618 52,198 56,838 68,370 60,200 70,842 81,647 61,833 71,169 72,204
URL: https://www.federalreserve.gov/pubs/supplement/2004/09/table3_19.htm
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The Fed - Michele Modugno
2 (2013) https://doi.org/10.1016/B978-0-444-53683-9.00004-9 Now-Casting
URL: https://www.federalreserve.gov/econres/michele-modugno.htm
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FRB: March 2008 Statistical Supplement--Banks' Own and Domestic Customers' Claims on Foreigners, Reported by Banks in the United States
2 Banks' own claims on foreigners 1,864,834 2,291,340 2,790,712r 2,707,136...2,710,969 2,700,426 2,830,373r 2,821,270 2,790,712r 2,901,456 3 Foreign
URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table3_19.htm
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FRB: August 2008 Statistical Supplement--Commercial Banks in the United States, Assets and Liabilities
2,468.0 2,458.6 2,487.3 2,496.8 2,497.6 2,470.8 2,488.2 3 Treasury and...2,303.6 2,420.1 2,456.2 2,552.3r 2,526.3 2,493.0 2,471.7 2,469.4 2,483.9
URL: https://www.federalreserve.gov/pubs/supplement/2008/08/table1_26a.htm
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FRB: In the Shadow of the Great Recession: Experiences and Perspectives of Young Workers
2,000 individuals completed the survey fully (a "completion rate" yield
URL: https://www.federalreserve.gov/econresdata/2014-survey-young-workers-appendix-A-methodology.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
321211,2 .09 65.2 63.1 63.0 64.8 65.8 65.9 55.9 63.9 71.8 61.3 69.2 73.4...91.2 91.2 91.7 91.9 92.7 92.5 92.3 93.2 91.2 93.4 Paperboard container
URL: https://www.federalreserve.gov/releases/g17/20250716/table1b_sup.htm
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Federal Reserve Board - Industrial Production and Capacity Utilization - G.17
321211,2 .09 65.2 63.1 63.0 64.8 65.8 65.9 55.9 63.9 71.8 61.3 69.2 73.4...91.2 91.2 91.7 91.9 92.7 92.5 92.3 93.2 91.2 93.4 Paperboard container
URL: https://www.federalreserve.gov/releases/G17/20250716/table1b_sup.htm
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FRB: July 2006 Statistical Supplement--Federal Reserve Banks, Condition and Federal Reserve Note Statements
2 Special drawing rights certificate account 2,200 2,200 2,200 2,200 2,200...2,200 2,200 2,200 2,200 2,200 2,200 2,200 2,200 44 U.S. Treasury and agency
URL: https://www.federalreserve.gov/pubs/supplement/2006/07/table1_18.htm
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FRB: September 2007 Statistical Supplement--Aggregate Reserves of Depository Institutions and Monetary Base
2 1 Total reserves 3 42.67 46.60 45.15 43.31 43.19 43.31 42.18 42.44 42.34...2 Nonborrowed reserves 4 42.63 46.54 44.98 43.12 43.03 43.12 41.97 42.41
URL: https://www.federalreserve.gov/pubs/supplement/2007/09/table1_20.htm
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