Board of Governors of the Federal Reserve System

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• The Fed - From the Horse's Mouth: Gauging Conditional Expected Stock Returns from Investor Surveys

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  URL: https://www.federalreserve.gov/econres/feds/from-the-horse39s-mouth-gauging-conditional-expected-stock-returns-from-investor-surveys.htm
  



• The Fed - One Month Longer, One Month Later? Prepayments in the Auto Loan Market

  new car loans have significantly higher interest rates with a yield curve

  URL: https://www.federalreserve.gov/econres/feds/one-month-longer-one-month-later-prepayments-in-the-auto-loan-market.htm
  



• The Fed - Staving Off the Backstop: Dynamic Limit-Pricing with a Kinked Demand Curve

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  URL: https://www.federalreserve.gov/econres/ifdp/staving-off-the-backstop-dynamic-limit-pricing-with-a-kinked-demand-curve.htm
  



• The Fed - Technological Progress and Endogenous Capital Depreciation: Evidence from the U.S. and Japan

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  URL: https://www.federalreserve.gov/econres/ifdp/technological-progress-and-endogenous-capital-depreciation-evidence-from-the-us-and-japan.htm
  



• The Fed - Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated

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  URL: https://www.federalreserve.gov/econres/ifdp/testing-for-cointegration-using-the-johansen-methodology-when-variables-are-near-integrated.htm
  



• The Fed - Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984

  new test of out-of-sample fit; the test is valid even for overlapping

  URL: https://www.federalreserve.gov/econres/ifdp/was-it-real-the-exchange-rate-interest-differential-relation-1973-1984.htm
  



• The Fed - International Evidence on Government Support and Risk Taking in the Banking Sector

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  URL: https://www.federalreserve.gov/econres/ifdp/international-evidence-on-government-support-and-risk-taking-in-the-banking-sector.htm
  



• The Fed - Evidence Uncovered: Long-Term Interest Rates, Monetary Policy, and the Expectations Theory

  has failed to find conclusive evidence that the expectations theory of...has failed to sufficiently account for interactions between monetary policy

  URL: https://www.federalreserve.gov/econres/ifdp/evidence-uncovered-long-term-interest-rates-monetary-policy-and-the-expectations-theory.htm
  



• The Fed - Rational Expectations, Risk Premia, and the Market for Spot and Forward Exchange

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  URL: https://www.federalreserve.gov/econres/ifdp/rational-expectations-risk-premia-and-the-market-for-spot-and-forward-exchange.htm
  



• The Fed - Visible Hands: Professional Asset Managers' Expectations and the Stock Market in China

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  URL: https://www.federalreserve.gov/econres/ifdp/visible-hands-professional-asset-managers-expectations-and-the-stock-market-in-china.htm
  

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