Board of Governors of the Federal Reserve System

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• The Fed - Jumps in Bond Yields at Known Times

  has a hump-shaped pattern on employment report days (but not on other

  URL: https://www.federalreserve.gov/econres/feds/jumps-in-bond-yields-at-known-times.htm
  



• The Fed - Trends in Household Portfolio Composition

  has changed over time. Accessible materials (.zip) Keywords: Distribution

  URL: https://www.federalreserve.gov/econres/feds/trends-in-household-portfolio-composition.htm
  



• The Fed - Correcting for Endogeneity in Models with Bunching

  has roughly no net effect on cognitive skills and a significant negative

  URL: https://www.federalreserve.gov/econres/feds/correcting-for-endogeneity-in-models-with-bunching.htm
  



• The Fed - Macroeconomic Policy Games

  has distinct objectives. Deviating from full cooperation can result in

  URL: https://www.federalreserve.gov/econres/feds/macroeconomic-policy-games.htm
  



• The Fed - How Does Social Security Claiming Respond to Incentives? Considering Husbands' and Wives' Benefits Separately

  has shown that husbands' benefit claiming is inconsistent with maximizing

  URL: https://www.federalreserve.gov/econres/feds/how-does-social-security-claiming-respond-to-incentives-considering-husbands39-and-wives39-benefits-separately.htm
  



• The Fed - Bad Bad Contagion

  has negative implications for financial stability. I propose a measure...the co-exceedance of low returns) and its upside or good component (the

  URL: https://www.federalreserve.gov/econres/ifdp/bad-bad-contagion.htm
  



• The Fed - Are Millennials Different?

  has received considerable attention from economists and the popular press

  URL: https://www.federalreserve.gov/econres/feds/are-millennials-different.htm
  



• The Fed - Credit Scores, Social Capital, and Stock Market Participation

  has a strong association with stock investment of individuals living in

  URL: https://www.federalreserve.gov/econres/feds/credit-scores-social-capital-and-stock-market-participation.htm
  



• The Fed - Estimating (Markov-Switching) VAR Models without Gibbs Sampling: A Sequential Monte Carlo Approach

  has the advantages of generality, parallelizability, and freedom from

  URL: https://www.federalreserve.gov/econres/feds/estimating-markov-switching-var-models-without-gibbs-sampling-a-sequential-monte-carlo-approach.htm
  



• The Fed - How Useful are Estimated DSGE Model Forecasts

  has been documented. When evaluating DSGE models on an absolute basis,

  URL: https://www.federalreserve.gov/econres/feds/how-useful-are-estimated-dsge-model-forecasts.htm
  

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