Board of Governors of the Federal Reserve System

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• 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 - 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
  



• The Fed - Econometric Modeling of Consumers' Expenditure in Venezuela

  expectations and VAR models is found to be incompatible with the data.

  URL: https://www.federalreserve.gov/econres/ifdp/econometric-modeling-of-consumers39-expenditure-in-venezuela.htm
  



• The Fed - Evaluating the Success of President Johnson's War on Poverty: Revisiting the Historical Record Using a Full-Income Poverty Measure

  expectations for minimum living standards evolve, this suggests substantial

  URL: https://www.federalreserve.gov/econres/feds/evaluating-success-president-johnsons-war-on-poverty-revisiting-historical-record-using-full-income-poverty-measure.htm
  



• The Fed - On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models

  expectations. We view our main contribution as providing an important

  URL: https://www.federalreserve.gov/econres/ifdp/on-the-application-of-automatic-differentiation-to-the-likelihood-function-for-dynamic-general-equilibrium-models.htm
  



• The Fed - Seven Fallacies Concerning Milton Friedman's "The Role of Monetary Policy"

  expectations revolution. The discussion lays out the reasons why each

  URL: https://www.federalreserve.gov/econres/feds/seven-fallacies-concerning-milton-friedmans-quotthe-role-of-monetary-policyquot.htm
  



• The Fed - Can Learning Explain Boom-Bust Cycles In Asset Prices? An Application to the US Housing Boom

  expectations, house prices, boom-bust cycles DOI: https://doi.org/10.17016

  URL: https://www.federalreserve.gov/econres/ifdp/can-learning-explain-boom-bust-cycles-in-asset-prices-an-application-to-the-us-housing-boom.htm
  

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