Board of Governors of the Federal Reserve System

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• The Fed - Equilibrium Yield Curves with Imperfect Information

  .2022.086r1 PDF: Full Paper Related Materials: Accessible materials (.

  URL: https://www.federalreserve.gov/econres/feds/equilibrium-yield-curves-with-imperfect-information.htm
  



• The Fed - How Much Does Racial Bias Affect Mortgage Lending? Evidence from Human and Algorithmic Credit Decisions

  1-2 percentage point denial gaps. Overall, we find that differential treatment

  URL: https://www.federalreserve.gov/econres/feds/how-much-does-racial-bias-affect-mortgage-lending.htm
  



• The Fed - Computers and Growth with Costs of Adjustment: Will the Future Look Like the Past?

  1/2 percentage point--a nontrivial percentage of the productivity slowdown

  URL: https://www.federalreserve.gov/econres/feds/computers-and-growth-with-costs-of-adjustment-will-the-future-look-like-the-past.htm
  



• The Fed - The Hidden Dangers of Historical Simulation

  1% VaR at a 10-day horizon using the FHS method. Full paper (2598 KB Postscript

  URL: https://www.federalreserve.gov/econres/feds/the-hidden-dangers-of-historical-simulation.htm
  



• The Fed - Dynamic Factor Copula Models with Estimated Cluster Assignments

  .2021.029r1 PDF: Full Paper Related Materials: Accessible materials (.

  URL: https://www.federalreserve.gov/econres/feds/dynamic-factor-copula-models-with-estimated-cluster-assignments.htm
  



• The Fed - How have banks been managing the composition of high-quality liquid assets?

  .2017.092r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/how-have-banks-been-managing-the-composition-of-high-quality-liquid-assets.htm
  



• The Fed - Why and When do Spot Prices of Crude Oil Revert to Futures Price Levels?

  1 percent of daily returns, suggesting other factors are important, too

  URL: https://www.federalreserve.gov/econres/feds/why-and-when-do-spot-prices-of-crude-oil-revert-to-futures-price-levels.htm
  



• The Fed - Evaluating the Effects of Geographic Adjustments on Poverty Measures Using Self-Reported Financial Well-Being Scores

  1 percentage point increase in a state’s official poverty rate for working-age

  URL: https://www.federalreserve.gov/econres/feds/evaluating-the-effects-of-geographic-adjustments-on-poverty-measures-using-self-reported-financial-well-being-scores.htm
  



• The Fed - Investor Demands for Safety, Bank Capital, and Liquidity Measurement

  1) that bank liquidity measures have a strong and negative relationship

  URL: https://www.federalreserve.gov/econres/feds/investor-demands-for-safety-bank-capital-and-liquidity-measurement.htm
  



• The Fed - Optimal Dynamic Capital Requirements and Implementable Capital Buffer Rules

  1) during a downturn caused by a TFP shock; (2) during an expansion caused

  URL: https://www.federalreserve.gov/econres/feds/optimal-dynamic-capital-requirements-and-implementable-capital-buffer-rules.htm
  

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