Search Results
Documents are displayed in order of relevance.
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The Fed - The Out-of-Sample Forecasting Performance of Exchange Rate Models when Coefficients are Allowed to Change
Rate Models when Coefficients are Allowed to Change Garry J. Schinasi ...rate determination without imposing the restriction that coefficients
URL: https://www.federalreserve.gov/econres/ifdp/the-out-of-sample-forecasting-performance-of-exchange-rate-models-when-coefficients-are-allowed-to-change.htm
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FRB: Senior Credit Officer Survey on Dealer Financing Terms, September 2015
rates (collateral spreads over the relevant benchmark) in securities financing...rate derivative contracts that are subject to mandatory clearing since
URL: https://www.federalreserve.gov/econresdata/releases/scoos_201509.htm
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The Fed - Computing Arbitrage-Free Yields in Multi-Factor Gaussian Shadow-Rate Term Structure Models
Shadow-Rate Term Structure Models Marcel A. Priebsch Abstract: This paper...rate follows a Gaussian process censored at zero (a "shadow-rate model
URL: https://www.federalreserve.gov/econres/feds/computing-arbitrage-free-yields-in-multi-factor-gaussian-shadow-rate-term-structure-models.htm
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The Fed - Assessing the Effects of the Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE Model
Zero-Interest-Rate Policy through the Lens of a Regime-Switching DSGE ...rates immediately after the 2007-2009 economic recession given the predicted
URL: https://www.federalreserve.gov/econres/feds/assessing-the-effects-of-the-zero-interest-rate-policy-through-the-lens-of-a-regime-switching-dsge-model.htm
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The Fed - A New Daily Federal Funds Rate Series and History of the Federal Funds Market, 1928-1954
rate with other money market interest rates and the Federal Reserve discount...rate. Our federal funds rate series will enhance the ability of researchers
URL: https://www.federalreserve.gov/econres/feds/new-daily-federal-funds-rate-series-history-of-federal-funds-market-1928-1954.htm
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Remarks by Vice Chair for Supervision Quarles on progress on the transition to risk-free rates - Federal Reserve Board
Rates Vice Chair for Supervision and Chair of the Financial Stability ...Rate, or SOFR, and the risk-free rates identified in other jurisdictions
URL: https://www.federalreserve.gov/newsevents/speech/quarles20190410a.htm
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Speech by Vice Chairman Fischer on the transmission of exchange rate changes to output and inflation - Federal Reserve Board
rate.1 The exchange rate is a primary focus of central bankers in small...rate may well matter as much for output and inflation as do interest rates
URL: https://www.federalreserve.gov/newsevents/speech/fischer20151112a.htm
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Federal Reserve Board - Approval of the discount rate action of the Federal Reserve Banks of Richmond, Minneapolis, and Dallas
rate action of the Federal Reserve Banks of Richmond, Minneapolis, and...rate at the Banks from 4 percent to 3-1/2 percent, effective immediately
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20080131a.htm
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Federal Reserve Board - Approval of the discount rate action of the Federal Reserve Banks of Chicago and Kansas City
rate action of the Federal Reserve Banks of Chicago and Kansas City For...rate at the Banks from 1-1/4 percent to 1/2 percent, effective immediately
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20081216c.htm
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Federal Reserve Board - Minutes of Board discount rate meetings on April 4 and April 25, 2011
rate meetings on April 4 and April 25, 2011 For release at 2:00 p.m. EDT...rate meetings on April 4 and April 25, 2011. The minutes are attached.
URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20110524a.htm
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