Board of Governors of the Federal Reserve System

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• The Fed - Evaluating the Forecasting Performance of Commodity Futures Prices

  1) they seem to do no better than a random walk or an extrapolation of

  URL: https://www.federalreserve.gov/econres/ifdp/evaluating-the-forecasting-performance-of-commodity-futures-prices.htm
  



• The Fed - Global Financial Conditions, Country Spreads and Macroeconomic Fluctuations in Emerging Countries

  1) Global financial risk shocks explain about 20 percent of movements

  URL: https://www.federalreserve.gov/econres/ifdp/global-financial-conditions-country-spreads-and-macroeconomic-fluctuations-in-emerging-countries.htm
  



• The Fed - Testing the Null of Identification in GMM

  1), but under the alternative, the robust confidence set has infinite

  URL: https://www.federalreserve.gov/econres/ifdp/testing-the-null-of-identification-in-gmm.htm
  



• The Fed - Measuring Geopolitical Risk

  .2018.1222r1 PDF: Full Paper Original Paper: PDF | Accessible materials

  URL: https://www.federalreserve.gov/econres/ifdp/measuring-geopolitical-risk.htm
  



• The Fed - Monetary Policy: Monetary Policy Report (Branch)

  1: Recent Economic and Financial DevelopmentsPart 2: Monetary PolicyPart

  URL: https://www.federalreserve.gov/monetarypolicy/2017-07-mpr-abbreviations.htm
  



• The Fed - The Money View Versus the Credit View

  .2018.042r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/the-money-view-versus-the-credit-view.htm
  



• The Fed - Central Clearing and Systemic Liquidity Risk

  .2020.009r1 PDF: Full Paper Related Materials: Accessible materials (.

  URL: https://www.federalreserve.gov/econres/feds/central-clearing-and-systemic-liquidity-risk.htm
  



• The Fed - ivcrc: An Instrumental Variables Estimator for the Correlated Random Coefficients Model

  .2020.046r1 PDF: Full Paper Original Paper: PDF | Accessible materials

  URL: https://www.federalreserve.gov/econres/feds/ivcrc-an-instrumental-variables-estimator-for-the-correlated-random-coefficients-model.htm
  



• The Fed - Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility

  1 percentage point drop in the policy rate increased birth rates by 2

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-and-birth-rates-the-effect-of-mortgage-rate-pass-through-on-fertility.htm
  



• The Fed - Credit Default Swap Spreads and Variance Risk Premia

  1) variance risk premium has a cleaner systematic component and Granger-causes

  URL: https://www.federalreserve.gov/econres/feds/credit-default-swap-spreads-and-variance-risk-premia.htm
  

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