Board of Governors of the Federal Reserve System

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• The Fed - Bayesian Analysis of Stochastic Volatility Models with Lévy Jumps: Application to Risk Analysis

  new Markov chain Monte Carlo algorithm. I estimate all model specifications

  URL: https://www.federalreserve.gov/econres/feds/bayesian-analysis-of-stochastic-volatility-models-with-l233vy-jumps-application-to-risk-analysis.htm
  



• The Fed - Consumer Switching Costs and Firm Pricing: Evidence From Bank Pricing of Deposit Accounts

  new customers and exploiting old ones, offer higher deposit rates in areas

  URL: https://www.federalreserve.gov/econres/feds/consumer-switching-costs-and-firm-pricing-evidence-from-bank-pricing-of-deposit-accounts.htm
  



• The Fed - Expectations of Risk and Return Among Household Investors: Are Their Sharpe Ratios Countercyclical?

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  URL: https://www.federalreserve.gov/econres/feds/expectations-of-risk-and-return-among-household-investors-are-their-sharpe-ratios-countercyclical.htm
  



• The Fed - Interest-Rate Smoothing and Optimal Monetary Policy: A Review of Recent Empirical Evidence

  Federal Reserve and other central banks tend to change short-term interest...Federal Reserve has an objective of minimizing interest-rate volatility

  URL: https://www.federalreserve.gov/econres/feds/interest-rate-smoothing-and-optimal-monetary-policy-a-review-of-recent-empirical-evidence.htm
  



• The Fed - A Computationally Efficient Characterization of Pure Strategy Nash Equilibria in Large Entry Games

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  URL: https://www.federalreserve.gov/econres/feds/a-computationally-efficient-characterization-of-pure-strategy-nash-equilibria-in-large-entry-games.htm
  



• The Fed - Alternative Central Bank Credit Policies for Liquidity Provision in a Model of Payments

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  URL: https://www.federalreserve.gov/econres/feds/alternative-central-bank-credit-policies-for-liquidity-provision-in-a-model-of-payments.htm
  



• The Fed - Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis

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  URL: https://www.federalreserve.gov/econres/feds/aggregate-demand-and-aggregate-supply-effects-of-covid-19-a-real-time-analysis.htm
  



• The Fed - Affording Degree Completion: An Experimental Study of Completion Grants at Accessible Public Universities

  Skip to main content An official website of the United States Government Here's how you know Official websites use .gov A .gov website belongs

  URL: https://www.federalreserve.gov/econres/feds/affording-degree-completion-an-experimental-study-of-completion-grants-at-accessible-public-universities.htm
  



• The Fed - Calculating and Using Second Order Accurate Solutions of Discrete Time Dynamic Equilibrium Models

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  URL: https://www.federalreserve.gov/econres/feds/calculating-and-using-second-order-accurate-solutions-of-discrete-time-dynamic-equilibrium-models.htm
  



• The Fed - Household, Bank, and Insurer Exposure to Miami Hurricanes: a flow-of-risk analysis

  flow-of-risk analysis Benjamin N. Dennis Abstract: We analyze possible

  URL: https://www.federalreserve.gov/econres/feds/household-bank-and-insurer-exposure-to-miami-hurricanes-a-flow-of-risk-analysis.htm
  

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