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Finance and Economics Discussion Series

From Board of Governors of the Federal Reserve System (U.S.)
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2020-038: Machine Learning, the Treasury Yield Curve and Recession Forecasting Downloads
Michael Puglia and Adam Tucker
2020-037: Equity Financing Risk Downloads
Mamdouh Medhat and Berardino Palazzo
2020-036: Should Children Do More Enrichment Activities? Leveraging Bunching to Correct for Endogeneity Downloads
Carolina Caetano, Gregorio Caetano and Eric Nielsen
2020-035: Monetary Policy, Self-Fulfilling Expectations and the U.S. Business Cycle Downloads
Giovanni Nicolo
2020-034: Branching Networks and Geographic Contagion of Commodity Price Shocks Downloads
Teng Wang
2020-033: Health Insurance and Hospital Supply: Evidence from 1950s Coal Country Downloads
Theodore Figinski and Erin Troland
2020-032: Monetary Policy Uncertainty and Monetary Policy Surprises Downloads
Michiel De Pooter, Giovanni Favara, Michele Modugno and Jason Wu
2020-031: Social Distancing and Supply Disruptions in a Pandemic Downloads
Martin Bodenstein, Giancarlo Corsetti and Luca Guerrieri
2020-030: Tracking Labor Market Developments during the COVID-19 Pandemic: A Preliminary Assessment Downloads
Tomaz Cajner, Leland Crane, Ryan Decker, Adrian Hamins-Puertolas and Christopher J. Kurz
2020-029: "Revitalize or Stabilize": Does Community Development Financing Work? Downloads
Daniel R. Ringo
2020-028: Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance Downloads
Elena Afanasyeva, Sam Jerow, Seung Jung Lee and Michele Modugno
2020-027: Dynamic Beveridge Curve Accounting Downloads
Hie Joo Ahn and Leland Crane
2020-026: When is the Fiscal Multiplier High? A Comparison of Four Business Cycle Phases Downloads
Travis J. Berge, Maarten De Ridder and Damjan Pfajfar
2020-025: Costly Commuting and the Job Ladder Downloads
Jean Flemming
2020-024: Common and Idiosyncratic Inflation Downloads
Matteo Luciani
2020-023: Online Estimation of DSGE Models Downloads
Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati and Frank Schorfheide
2020-022: The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy Downloads
Jane E. Ihrig, Zeynep Senyuz and Gretchen C. Weinbach
2020-020: Monetary Policy Implementation with an Ample Supply of Reserves Downloads
Kyungmin Kim, Antoine Martin, Gara Afonso, Ed Nosal, Simon Potter and Sam Schulhofer-Wohl
2020-019: Capacity Choice, Monetary Trade, and the Cost of Inflation Downloads
Garth Baughman and Stanislav Rabinovich
2020-018: Technological Innovation and Discrimination in Household Finance Downloads
Adair Morse and Karen M. Pence
2020-017: Changing Stability in U.S. Employment Relationships: A Tale of Two Tails Downloads
Raven S. Molloy, Christopher Smith and Abigail Wozniak
2020-016: Financial Stability Committees and Basel III Macroprudential Capital Buffers Downloads
Rochelle Edge and J. Nellie Liang
2020-015: Primer on the Forward-Looking Analysis of Risk Events (FLARE) Model: A Top-Down Stress Test Model Downloads
Sergio Correia, Kevin F. Kiernan, Matthew P. Seay and Cindy M. Vojtech
2020-014: Forward-Looking Monetary Policy and the Transmission of Conventional Monetary Policy Shocks Downloads
Chunya Bu, John Rogers and Wenbin Wu
2020-013: Inflation at Risk Downloads
David Lopez-Salido and Francesca Loria
2020-012: Time-varying Uncertainty of the Federal Reserve’s Output Gap Estimate Downloads
Travis J. Berge
2020-011: Evaluating the Success of President Johnson's War on Poverty: Revisiting the Historical Record Using a Full-Income Poverty Measure Downloads
Richard Burkhauser, Kevin C. Corinth, James Elwell and Jeff Larrimore
2020-010: Bias in Local Projections Downloads
Edward Herbst and Benjamin K. Johannsen
2020-009: Central Clearing and Systemic Liquidity Risk Downloads
Thomas King, Travis Nesmith, Anna Paulson and Todd Prono
2020-008: Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses Downloads
David B. Cashin, Erin E. Syron Ferris and Elizabeth Klee
2020-007: Do Minorities Pay More for Mortgages? Downloads
Neil Bhutta and Aurel Hizmo
2020-006: Approximately Right?: Global v. Local Methods for Open-Economy Models with Incomplete Markets Downloads
Oliver de Groot, C. Bora Durdu and Enrique Mendoza
2020-005: Consumption Heterogeneity: Micro Drivers and Macro Implications Downloads
Edmund Crawley and Andreas Kuchler
2020-004: Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances Downloads
Andrej Cupak, Pirmin Fessler, Joanne W. Hsu and Piotr R. Paradowski
2020-003: Short-term Planning, Monetary Policy, and Macroeconomic Persistence Downloads
Christopher J. Gust, Edward Herbst and David Lopez-Salido
2020-002: Monetary Policy and Birth Rates: The Effect of Mortgage Rate Pass-Through on Fertility Downloads
Fergus Cumming and Lisa Dettling
2020-001: The Power of Narratives in Economic Forecasts Downloads
Christopher A. Hollrah, Steven Sharpe and Nitish R. Sinha
2019-087: The Effect of the China Connect Downloads
Chang Ma, John Rogers and Sili Zhou
2019-086: Disentangling the Effects of the 2018-2019 Tariffs on a Globally Connected U.S. Manufacturing Sector Downloads
Aaron Flaaen and Justin Pierce
2019-085: How Well Does Economic Uncertainty Forecast Economic Activity? Downloads
John Rogers and Jiawen Xu
2019-084: The Propagation of Demand Shocks Through Housing Markets Downloads
Elliot Anenberg and Daniel R. Ringo
2019-083: Collateralized Debt Networks with Lender Default Downloads
Chang-Jin Kim
2019-082: Strategic Liquidity Mismatch and Financial Sector Stability Downloads
André Silva
2019-081: Does Intergenerational Mobility Increase Corporate Profits? Downloads
James F. Albertus and Michael Smolyansky
2019-080: Local Ties in Spatial Equilibrium Downloads
Mike Zabek
2019-079: Intermediary Segmentation in the Commercial Real Estate Market Downloads
David P. Glancy, John Krainer, Robert Kurtzman and Joseph B. Nichols
2019-078: Learning and Misperception: Implications for Price-Level Targeting Downloads
Martin Bodenstein, James Hebden and Fabian Winkler
2019-077: Effective Lower Bound Risk Downloads
Timothy S. Hills, Taisuke Nakata and Sebastian Schmidt
2019-076: The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges Downloads
Michael Kiley
2019-075: In Search of Lost Time Aggregation Downloads
Edmund Crawley
2019-074: A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression Downloads
Gary Anderson and Alena Audzeyeva
2019-073: Tractable Rare Disaster Probability and Options-Pricing Downloads
Robert Barro and Gordon Y. Liao
2019-072: Okun Revisited: Who Benefits Most from a Strong Economy Downloads
Stephanie Aaronson, Mary Daly, William Wascher and David Wilcox
2019-071: The Welfare Costs of Misaligned Incentives: Energy Inefficiency and the Principal-Agent Problem Downloads
Joshua Blonz
2019-070: Bottom-up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults using Machine Learning Downloads
Tyler Pike, Horacio Sapriza and Thomas Zimmermann
2019-069: Trends in Household Portfolio Composition Downloads
Jesse Bricker, Kevin B. Moore and Jeffrey Thompson
2019-068: What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models Downloads
Xavier Jaravel and Erick Sager
2019-067: Sellin’ in the Rain: Adaptation to Weather and Climate in the Retail Sector Downloads
Brigitte Roth Tran
2019-066: Policy Uncertainty and Bank Mortgage Credit Downloads
Gazi Kara and Youngsuk Yook
2019-065: Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data Downloads
Tomaz Cajner, Leland Crane, Ryan Decker, Adrian Hamins-Puertolas and Christopher J. Kurz
2019-064: Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates Downloads
Miguel Ampudia and Skander Van den Heuvel
2019-063: Exporters of Services: A Look at U.S. Exporters Outside of the Manufacturing Sector Downloads
Maria D. Tito
2019-062: Parental Proximity and Earnings After Job Displacements Downloads
Patrick Coate, Pawel Krolikowski and Mike Zabek
2019-061: CECL and the Credit Cycle Downloads
Bert Loudis and Benjamin Ranish
2019-060: A Simple Model of Voluntary Reserve Targets with Tolerance Bands Downloads
Garth Baughman and Francesca Carapella
2019-059: Variance Disparity and Market Frictions Downloads
Yang-Ho Park
2019-058: Transparency and Collateral: The Design of CCPs' Loss Allocation Rules Downloads
Gaetano Antinolfi, Francesca Carapella and Francesco Carli
2019-057: From Transactions Data to Economic Statistics: Constructing Real-time, High-frequency, Geographic Measures of Consumer Spending Downloads
Aditya Aladangady, Shifrah Aron-Dine, Wendy E. Dunn, Laura Feiveson, Paul Lengermann and Claudia Sahm
2019-056: Regulating Financial Networks Under Uncertainty Downloads
Carlos Ramirez
2019-055: Measuring the Liquidity Profile of Mutual Funds Downloads
Sirio Aramonte, Chiara Scotti and Ilknur Zer
2019-054: Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics Downloads
Brigitte Roth Tran, Sumudu W. Watugala and Mathias S. Kruttli
2019-053: Expectations-Driven Liquidity Traps: Implications for Monetary and Fiscal Policy Downloads
Taisuke Nakata and Sebastian Schmidt
2019-052: Shock Transmission through Cross-Border Bank Lending: Credit and Real Effects Downloads
Galina Hale, Tumer Kapan and Camelia Minoiu
2019-051: When do low-frequency measures really measure transaction costs? Downloads
Mohammad Jahan-Parvar and Filip Zikes
2019-050: The Effects of Bank Capital Buffers on Bank Lending and Firm Activity: What Can We Learn from Five Years of Stress-Test Results?
Jose M. Berrospide and Rochelle Edge
2019-049: Accounting for Innovations in Consumer Digital Services: IT still matters Downloads
David Byrne and Carol Corrado
2019-048: Reach for Yield by U.S. Public Pension Funds Downloads
Kenechukwu E. Anadu, James Bohn, Lina Lu, Matthew Pritsker and Andrei Zlate
2019-047: Leveraged Bank Loan versus High Yield Bond Mutual Funds Downloads
Ayelen Banegas and Jessica Goldenring
2019-046: The Impact of Credit Risk Mispricing on Mortgage Lending during the Subprime Boom Downloads
James Kahn and Benjamin S. Kay
2019-045: How does the interaction of macroprudential and monetary policies affect cross-border bank lending? Downloads
Elod Takats and Judit Temesvary
2019-044: Mixed Signals: Investment Distortions with Adverse Selection Downloads
Matthew Darst and Ehraz Refayet
2019-043: A Unified Measure of Fed Monetary Policy Shocks Downloads
Chunya Bu, John Rogers and Wenbin Wu
2019-042: Inflation and Deflationary Biases in Inflation Expectations Downloads
Michael Lamla, Damjan Pfajfar and Lea Rendell
2019-041: The costs and benefits of liquidity regulations: Lessons from an idle monetary policy tool Downloads
Christopher Curfman and John Kandrac
2019-040: Bond Risk Premiums at the Zero Lower Bound Downloads
Martin M. Andreasen, Kasper Joergensen and Andrew Meldrum
2019-039: The Role of U.S. Monetary Policy in Global Banking Crises Downloads
C. Bora Durdu, Alex Martin and Ilknur Zer
2019-038: Benchmarking Operational Risk Stress Testing Models Downloads
Filippo Curti, Marco Migueis and Rob T. Stewart
2019-037: Credible Forward Guidance Downloads
Taisuke Nakata and Takeki Sunakawa
2019-036: Optimal Inflation Target with Expectations-Driven Liquidity Traps Downloads
Philip Coyle and Taisuke Nakata
2019-035: Measuring Labor-Force Participation and the Incidence and Duration of Unemployment Downloads
Hie Joo Ahn and James Hamilton
2019-034: Business Dynamics in the National Establishment Time Series (NETS)/Leland Crane, Ryan Decker Downloads
Leland Crane and Ryan Decker
2019-033: A Generalized Approach to Indeterminacy in Linear Rational Expectations Models Downloads
Francesco Bianchi and Giovanni Nicolo
2019-032: Some International Evidence for Keynesian Economics Without the Phillips Curve Downloads
Roger Farmer and Giovanni Nicolo
2019-031: Understanding Bank and Nonbank Credit Cycles: A Structural Exploration
C. Bora Durdu and Molin Zhong
2019-030: When Simplicity Offers a Benefit, Not a Cost: Closed-Form Estimation of the GARCH(1,1) Model that Enhances the Efficiency of Quasi-Maximum Likelihood
Todd Prono
2019-029: Second Home Buyers and the Housing Boom and Bust Downloads
Daniel Garcia
2019-028: Likelihood Evaluation of Models with Occasionally Binding Constraints Downloads
Pablo Cuba-Borda, Luca Guerrieri, Matteo Iacoviello and Molin Zhong
2019-027: The Marginal Effect of Government Mortgage Guarantees on Homeownership Downloads
Serafin J. Grundl and You Suk Kim
2019-026: Assessing Macroeconomic Tail Risk Downloads
Francesca Loria, Christian Matthes and Donghai Zhang
2019-025: Information in Yield Spread Trades Downloads
Yang-Ho Park
Page updated 2020-05-27
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