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The Fed - External Habit and the Cyclicality of Expected Stock Returns
Stock Returns Thomas D. Tallarini, Jr. and Harold H. Zhang Abstract: We...stock returns in the model. We find that the estimated structural parameters
URL: https://www.federalreserve.gov/econres/feds/external-habit-and-the-cyclicality-of-expected-stock-returns.htm
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FOMC Meeting Presentation Materials, January 29-30, 2019
measures U.S. dollar value of securities available for sale or purchase...Money Market Rate Dispersion Index* Treasuries MBS and Agency Debt Other
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20190130material.pdf
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FRB: System Committee on International Economic Analysis: Screen Reader Version - Trend Inflation in Advanced Economies
Stock and Watson (2007, 2010), Cecchetti et al (2007) and Cogley, Sargent...Stock and Watson (2007, 2010) that has been applied to G7 inflation data
URL: https://www.federalreserve.gov/events/conferences/2013/sciea/paper17/index.html
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FRB: June 2008 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2005 2006 2007 2007 2008 Aug...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2008/06/table1_36.htm
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FRB: August 2008 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2005 2006 2007 2007 2008 Oct...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2008/08/table1_36.htm
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FRB: January 2008 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2004 2005 2006 2007 Mar Apr...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2008/01/table1_36.htm
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FRB: September 2008 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2005 2006 2007 2007 2008 Nov...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2008/09/table1_36.htm
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FRB: March 2008 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2005 2006 2007 2007 2008 May...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2008/03/table1_36.htm
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FRB: October 2008 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2005 2006 2007 2007 2008 Dec...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2008/10/table1_36.htm
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FRB: August 2006 Statistical Supplement--Stock Market, Selected Statistics
Stock Market, Selected Statistics Indicator 2003 2004 2005 2005 2006 Oct...stock prices (indexes) 1 New York Stock Exchange (Dec. 31, 1965 = 50)
URL: https://www.federalreserve.gov/pubs/supplement/2006/08/table1_36.htm
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