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Spectral backtests unbounded and folded
The opinions expressed here are our own, and do not reflect the views ...key result demonstrates that folding is not redundant, i.e., pre-processing
URL: https://www.federalreserve.gov/econres/feds/files/2024060pap.pdf
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The Fed - Fluctuations in the Treasury General Account and their effect on the Fed's balance sheet
comparing approaches, the following design principles may be considered...prices of assets carrying such risks. This suggests a simple approach
URL: https://www.federalreserve.gov/econres/notes/feds-notes/fluctuations-in-the-treasury-general-account-and-their-effect-on-the-feds-balance-sheet-20250806.html
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Federal Reserve Board - The Restrained Recovery of State and Local Government Payrolls from the Pandemic Recession, Accessible Data
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URL: https://www.federalreserve.gov/econres/notes/feds-notes/the-restrained-recovery-of-state-and-local-government-payrolls-from-the-pandemic-recession-accessible-20230804.htm
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The Fed - Capital Requirements, Business Loans, and Business Cycles: An Empirical Analysis of the Standardized Approach in the New Basel Capital Accord
compared with the current regime. We do not find evidence of any substantial
URL: https://www.federalreserve.gov/econres/feds/capital-requirements-business-loans-and-business-cycles-an-empirical-analysis-of-the-standardized-approach-in-the-new-basel.htm
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The Fed - Paper or Plastic? The Effect of Time on the Use of Check and Debit Cards at Grocery Stores
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URL: https://www.federalreserve.gov/econres/feds/paper-or-plastic-the-effect-of-time-on-the-use-of-check-and-debit-cards-at-grocery-stores.htm
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The Fed - The Long-Run Real Effects of Banking Crises: Firm-Level Investment Dynamics and the Role of Wage Rigidity
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URL: https://www.federalreserve.gov/econres/feds/the-long-run-real-effects-of-banking-crises-firm-level-investment-dynamics-and-the-role-of-wage-rigidity.htm
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The Fed - Studying Consumption with the Panel Study of Income Dynamics: Comparisons with the Consumer Expenditure Survey and an Application to the Intergenerational Transmission of Well-being
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URL: https://www.federalreserve.gov/econres/feds/studying-consumption-with-the-panel-study-of-income-dynamics-comparisons-with-the-consumer-expenditure-survey-and-an-applic.htm
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The Fed - Projected Evolution of the SOMA Portfolio and the 10-year Treasury Term Premium Effect
the median response from the Federal Reserve Bank of New York's June 2017
URL: https://www.federalreserve.gov/econres/notes/feds-notes/projected-evolution-of-the-soma-portfolio-and-the-10-year-treasury-term-premium-effect-20170922.html
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The Fed - Improving the Measurement of Racial and Ethnic Disparities in the Survey of Consumer Finances
the "area probability," or AP, sample) and the second is designed to disproportionately...the "list" sample). The two samples are combined in the final dataset,
URL: https://www.federalreserve.gov/econres/notes/feds-notes/improving-the-measurement-of-racial-and-ethnic-disparities-in-the-survey-of-consumer-finances-20210621.html
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FRB: Part 1: Recent Economic and Financial Developments
key asset prices continued to increase, credit became more available while...prices, and, as a result, consumer food prices--which reflect both commodity
URL: https://www.federalreserve.gov/monetarypolicy/mpr_20140211_part1.htm
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