Board of Governors of the Federal Reserve System

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

  1) the variance difference measure predicts a significant positive risk

  URL: https://www.federalreserve.gov/econres/feds/variance-risk-premia-asset-predictability-puzzles-and-macroeconomic-uncertainty.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 - Federal Reserve Transparency and Financial Market Forecasts of Short-Term Interest Rates

  1) better able to forecast the federal funds rate at horizons out to several

  URL: https://www.federalreserve.gov/econres/feds/federal-reserve-transparency-and-financial-market-forecasts-of-short-term-interest-rates.htm
  



• The Fed - Forecasting Long- and Short-Horizon Stock Returns in a Unified Framework

  1) this model fits the autocorrelations of returns well over both short

  URL: https://www.federalreserve.gov/econres/feds/forecasting-long-and-short-horizon-stock-returns-in-a-unified-framework.htm
  



• The Fed - US Monetary Policy and International Bond Markets

  .2018.014r1 PDF: Full Paper

  URL: https://www.federalreserve.gov/econres/feds/us-monetary-policy-and-international-bond-markets.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
  



• The Fed - Optimal Bidder Selection in Clearing House Default Auctions

  .2023.033r1 PDF: Full Paper Related Materials: Accessible materials (.

  URL: https://www.federalreserve.gov/econres/feds/optimal-bidder-selection-in-clearing-house-default-auctions.htm
  



• The Fed - Measurement of Monetary Aggregates across Countries

  M1, M2, M3, M4, currency in circulation, demand deposits, savings deposits

  URL: https://www.federalreserve.gov/econres/feds/measurement-of-monetary-aggregates-across-countries.htm
  



• The Fed - The Value Of Medicare Managed Care Plans and Their Prescription Drug Benefits

  $35.1 billion of net welfare total over the four-year period. I also estimate

  URL: https://www.federalreserve.gov/econres/feds/the-value-of-medicare-managed-care-plans-and-their-prescription-drug-benefits.htm
  

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