Board of Governors of the Federal Reserve System

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• The Fed - Log-Periodogram Estimation of Long Memory Volatility Dependencies with Conditionally Heavy Tailed Returns

  has a large downward bias, which is avoided by using other volatility

  URL: https://www.federalreserve.gov/econres/ifdp/log-periodogram-estimation-of-long-memory-volatility-dependencies-with-conditionally-heavy-tailed-returns.htm
  



• The Fed - Permanent and Transitory Components of Business Cycles: Their Relative Importance and Dynamic Relationship

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  URL: https://www.federalreserve.gov/econres/ifdp/permanent-and-transitory-components-of-business-cycles-their-relative-importance-and-dynamic-relationship.htm
  



• The Fed - Implications of Economic Interdependence and Exchange Rate Policy on Endogenous Wage Indexation Decisions

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  URL: https://www.federalreserve.gov/econres/ifdp/implications-of-economic-interdependence-and-exchange-rate-policy-on-endogenous-wage-indexation-decisions.htm
  



• The Fed - Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 1975

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  URL: https://www.federalreserve.gov/econres/ifdp/analysis-of-short-run-exchange-rate-behavior-march-1973-to-september-1975.htm
  



• Federal Reserve Board announces approval of application by M&T Bank Corporation

  has applied under section 9 of the Federal Reserve Act (“FRA”)4 to establish...out-of-state bank holding company or out- of-state bank to acquire a bank

  URL: https://www.federalreserve.gov/newsevents/pressreleases/files/orders20220304a1.pdf
  



• The Fed - Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios

  has two serious shortcomings which imply it cannot accurately estimate

  URL: https://www.federalreserve.gov/econres/feds/improving-grid-based-methods-for-estimating-value-at-risk-of-fixed-income-portfolios.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 - An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic Habit Formation

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  URL: https://www.federalreserve.gov/econres/feds/an-empirical-investigation-of-consumption-based-asset-pricing-models-with-stochastic-habit-formation.htm
  



• The Fed - Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics

  Federal Funds rates are cointegrated, with two cointegrating vectors.

  URL: https://www.federalreserve.gov/econres/feds/linear-cointegration-of-nonlinear-time-series-with-an-application-to-interest-rate-dynamics.htm
  



• The Fed - Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors

  new methods for expected shortfall estimation in practice. Accessible

  URL: https://www.federalreserve.gov/econres/feds/accurate-evaluation-of-expected-shortfall-for-linear-portfolios-with-elliptically-distributed-risk-factors.htm
  

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