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Documents are displayed in order of relevance.
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The Fed - A Shadow Rate Model of Intermediate-Term Policy Rate Expectations
funds rates. However, forward rates reflect expected future short rates...funds rate implied by financial market quotes, I estimate a shadow rate
URL: https://www.federalreserve.gov/econres/notes/feds-notes/shadow-rate-model-of-intermediate-term-policy-rate-expectations-20171004.html
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The Fed - A Simple Macro-Finance Measure of Risk Premia in Fed Funds Futures
Funds Futures and the ex-post realized value of the federal funds rate...funds rate based on Fed Funds Futures at time t, 1 month ahead, $$E_t
URL: https://www.federalreserve.gov/econres/notes/feds-notes/simple-macro-finance-measure-of-risk-premia-in-fed-funds-futures-20190108.html
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The Fed - The Federal Reserve's Balance Sheet and Overnight Interest Rates
funds rate increases to 70 basis points, settling in a corridor bracketed...funds rate, balance sheet, large-scale asset purchases, interest rate
URL: https://www.federalreserve.gov/econres/feds/the-federal-reserve39s-balance-sheet-and-overnight-interest-rates.htm
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Monetary Policy Report, February 2025
funds rate. The Committee judges that the level of the federal funds rate...funds rate is likely to be constrained by its effective lower bound more
URL: https://www.federalreserve.gov/publications/files/20250207_mprfullreport.pdf
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Discount Rate Minutes - February 20 and March 20, 2024
funds rate and the rate on three-month CDs over the previous 14 days, ...funds rate unchanged, the Board approved maintaining the interest rate
URL: https://www.federalreserve.gov/newsevents/pressreleases/files/monetary20240416a1.pdf
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The Fed - Indicative Forward-Looking SOFR Term Rates
rates such as the effective federal funds rate (EFFR) and SOFR futures...funds rate. With some exceptions, day-to-day changes in SOFR rates do
URL: https://www.federalreserve.gov/econres/notes/feds-notes/indicative-forward-looking-sofr-term-rates-20190419.html
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The Fed - Intermeeting Rate Cuts as a Response to Rare Disasters
Rate Cuts as a Response to Rare Disasters David S. Miller Abstract: This...funds rate cuts they provoke. Differentiating between months with Federal
URL: https://www.federalreserve.gov/econres/feds/intermeeting-rate-cuts-as-a-response-to-rare-disasters.htm
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FRB:Data:H.15 Selected Interest Rates http://www.federalreserve.gov/releases/H15/about.htm FRB:Data:H.15 Selected
funds http://www.federalreserve.gov/releases/H15#1 Federal funds 2025-...funds 2025-07-16 US: H15 4.29 2025-07-16 FRB 1-month nonfinancial commercial
URL: https://www.federalreserve.gov/feeds/data/H15_H15.XML
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The Fed - Operational Problems and Aggregate Uncertainty in the Federal Funds Market
Funds Market Elizabeth Klee Abstract: This paper uses operational problems...funds rate from the FOMC’s target rate, the magnitude depending on the
URL: https://www.federalreserve.gov/econres/feds/operational-problems-and-aggregate-uncertainty-in-the-federal-funds-market.htm
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Summary of Analytical Results for the September Report on Reserve Conditions
funds (VWA FF) rate, and not the Effective Federal Funds Rate (EFFR), ...funds rate for the unsecured rate (𝑅𝑅𝑢𝑢,𝑡𝑡) and the SOFR repo rate
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20190913memo02.pdf
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