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Linear and nonlinear econometric models against machine learning models: realized volatility prediction
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) Linear and nonlinear
URL: https://www.federalreserve.gov/econres/feds/files/2025061pap.pdf
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"B50001: Total index" "IPS.B50001" 1919 4.8739 4.6585 4.5238 4.6046 4.6315 4.9277 5.2239 5.3047 5.1970 5.1432 5.0624
53.0985 53.3318 53.5929 53.9100 54.2026 54.4014 54.5521 54.6083 54.4466...94.5465 94.7813 95.5365 "IPS.B50001" 2005 95.8801 96.5761 96.4456 96.6532
URL: https://www.federalreserve.gov/releases/G17/20251203/ipdisk/alltables.txt
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"B50001: Total index" "IPS.B50001" 1919 4.8739 4.6585 4.5238 4.6046 4.6315 4.9277 5.2239 5.3047 5.1970 5.1432 5.0624
53.0985 53.3318 53.5929 53.9100 54.2026 54.4014 54.5521 54.6083 54.4466...94.5465 94.7813 95.5365 "IPS.B50001" 2005 95.8801 96.5761 96.4456 96.6532
URL: https://www.federalreserve.gov/releases/g17/20251203/ipdisk/alltables.txt
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FEDERAL RESERVE STATISTICAL RELEASE G.17 (419) For release at 9:15 a.m. (EDT) June 15, 2018 Industrial Production and
FEDERAL RESERVE STATISTICAL RELEASE G.17 (419) For release at 9:15 a.m. (EDT) June 15, 2018 Industrial Production and Capacity Utilization Industrial
URL: https://www.federalreserve.gov/Releases/g17/20180615/g17.txt
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The Fed - Industrial Production and Capacity Utilization - G.17
61.1 59.9 56.3 63.9 62.9 62.3 61.6 60.2 57.3 Drilling oil and gas wells...94.6 61.1 37.4 32.7 Gas transmission 2212pt. .38 115.8 118.1 116.8 120.1
URL: https://www.federalreserve.gov/releases/G17/20191017/table1a_sup.htm
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The Fed - L.122 Mutual Funds
611.1 591.8 617.3 618.7 6 Mutual funds; municipal securities; asset (market...Open-end investment companies including variable annuity mutual funds.
URL: https://www.federalreserve.gov/releases/z1/20180920/html/l122.htm
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The Fed - L.122 Mutual Funds
611.4 593.6 603.6 6 Mutual funds; municipal securities; asset (market ...Open-end investment companies including variable annuity mutual funds.
URL: https://www.federalreserve.gov/releases/z1/20180607/html/l122.htm
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FEDERAL RESERVE STATISTICAL RELEASE G.17 (419) For release at 9:15 a.m. (EST) January 18, 2012 Industrial Production
94.1 94.4 94.6 95.1 94.9 95.3 | 1.1 .2 .2 .6 -.3 .4 | 2.9 Previous estimates...94.2 94.4 94.4 95.0 94.8 | 1.1 .3 .0 .7 -.2 | | | | Major market groups
URL: https://www.federalreserve.gov/releases/G17/20120118/g17.txt
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Federal Reserve Board - The Impact of COVID-19 on Emerging Market Economies' Financial Conditions, Accessible Data
94.30 6/12/2020 85.10 94.95 6/19/2020 84.29 94.01 6/26/2020 84.87 93.25...94.08 7/10/2020 86.69 95.91 7/17/2020 86.53 97.05 7/24/2020 87.72 98.36
URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-impact-of-covid-19-on-emerging-markets-economies-financial-conditions-accessible-20201007.htm
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FEDERAL RESERVE STATISTICAL RELEASE G.17 (419) For release at 9:15 a.m. (EST) January 18, 2012 Industrial Production
94.1 94.4 94.6 95.1 94.9 95.3 | 1.1 .2 .2 .6 -.3 .4 | 2.9 Previous estimates...94.2 94.4 94.4 95.0 94.8 | 1.1 .3 .0 .7 -.2 | | | | Major market groups
URL: https://www.federalreserve.gov/releases/g17/20120118/g17.txt
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