Board of Governors of the Federal Reserve System

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• The Fed - The Pavlovian Response of Term Rates to Fed Announcements

  expectations hypothesis. Keywords: Liquidity effect, announcement effect

  URL: https://www.federalreserve.gov/econres/feds/the-pavlovian-response-of-term-rates-to-fed-announcements.htm
  



• The Fed - Moving Endpoints and the Internal Consistency of Agents' Ex Ante Forecasts

  expectations of bond traders and survey respondents. Full paper (517 KB

  URL: https://www.federalreserve.gov/econres/feds/moving-endpoints-and-the-internal-consistency-of-agents39-ex-ante-forecasts.htm
  



• The Fed - Monetary Policy Tradeoffs and the Federal Reserve’s Dual Mandate

  expectations at levels below the Federal Open Market Committee’s inflation

  URL: https://www.federalreserve.gov/econres/feds/monetary-policy-tradeoffs-and-the-federal-reserves-dual-mandate.htm
  



• The Fed - Reconciling Unemployment Claims with Job Losses in the First Months of the COVID-19 Crisis

  expectations of further April-to-May job losses and the strong job gains

  URL: https://www.federalreserve.gov/econres/feds/reconciling-unemployment-claims-with-job-losses-in-the-first-months-of-the-covid-19-crisis.htm
  



• The Fed - A Quantitative Exploration of the Opportunistic Approach to Disinflation

  expectations model, we study the cost and time required to achieve a given

  URL: https://www.federalreserve.gov/econres/feds/a-quantitative-exploration-of-the-opportunistic-approach-to-disinflation.htm
  



• The Fed - Bad News, Good News: Coverage and Response Asymmetries

  expectations more than good news. Keywords: News Coverage, Agents' Information

  URL: https://www.federalreserve.gov/econres/feds/bad-news-good-news-coverage-and-response-asymmetries.htm
  



• The Fed - The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom

  expectations about house price appreciation, we quantify the mispricing

  URL: https://www.federalreserve.gov/econres/feds/the-impact-of-credit-risk-mispricing-on-mortgage-lending-during-the-subprime-boom.htm
  



• The Fed - Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

  expectations of the future return variation, predicts aggregate stock

  URL: https://www.federalreserve.gov/econres/feds/stock-return-predictability-and-variance-risk-premia-statistical-inference-and-international-evidence.htm
  



• The Fed - What Did the Credit Market Expect of Argentina Default? Evidence from Default Swap Data

  expectations of the credit market by developing a parsimonious default

  URL: https://www.federalreserve.gov/econres/feds/what-did-the-credit-market-expect-of-argentina-default-evidence-from-default-swap-data.htm
  



• The Fed - German Unification: What Have We Learned from Multi-Country Models?

  rational-expectations multi-country models. Despite significant differences

  URL: https://www.federalreserve.gov/econres/ifdp/german-unification-what-have-we-learned-from-multi-country-models.htm
  

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