Board of Governors of the Federal Reserve System

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• The Fed - Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty

  rate. These findings are potentially justifiable by a general equilibrium

  URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.htm
  



• The Fed - A Primer on the Economics and Time Series Econometrics of Wealth Effects

  rate of consumer spending. We show how simple economic theory is used

  URL: https://www.federalreserve.gov/econres/feds/a-primer-on-the-economics-and-time-series-econometrics-of-wealth-effects.htm
  



• The Fed - The Effect of Monetary Policy on Monthly and Quarterly Stock Market Returns

  rate as the main policy indicator, seem robust to alternative specifications

  URL: https://www.federalreserve.gov/econres/feds/the-effect-of-monetary-policy-on-monthly-and-quarterly-stock-market-returns.htm
  



• The Fed - Uncertainty and Disagreement in Economic Forecasting

  rates. Full paper (Screen Reader Version) Keywords: Survey expectations

  URL: https://www.federalreserve.gov/econres/feds/uncertainty-and-disagreement-in-economic-forecasting.htm
  



• The Fed - A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules

  rates of convergence to asymptotic VaR leads to a simple and accurate

  URL: https://www.federalreserve.gov/econres/feds/a-risk-factor-model-foundation-for-ratings-based-bank-capital-rules.htm
  



• The Fed - Financial Conditions and Economic Activity: Insights from Machine Learning

  rate one‐year ahead. Three lessons for macroeconomics and variable selection

  URL: https://www.federalreserve.gov/econres/feds/financial-conditions-and-economic-activity-insights-from-machine-learning.htm
  



• The Fed - Intangible Capital and Economic Growth

  rate of change of output per worker increases more rapidly when intangibles

  URL: https://www.federalreserve.gov/econres/feds/intangible-capital-and-economic-growth.htm
  



• The Fed - Demand for M2 at the Zero Lower Bound: The Recent U.S. Experience

  rates with a focus on the past few years, when the opportunity cost of

  URL: https://www.federalreserve.gov/econres/feds/demand-for-m2-at-the-zero-lower-bound-the-recent-us-experience.htm
  



• The Fed - Who Pays For Your Rewards? Redistribution in the Credit Card Market

  rates than on comparable cards without rewards. We estimate an aggregate

  URL: https://www.federalreserve.gov/econres/feds/who-pays-for-your-rewards-redistribution-in-the-credit-card-market.htm
  



• The Fed - Why Does the Yield Curve Predict GDP Growth? The Role of Banks

  rates) boosts bank profits and the supply of bank loans. Intuitively,

  URL: https://www.federalreserve.gov/econres/feds/why-does-the-yield-curve-predict-gdp-growth-the-role-of-banks.htm
  

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