1.
When Do Low-Frequency Measures Really Measure Transaction Costs?
FEDS Working Paper No. 2019-051
Number of pages: 70
Posted: 17 Jul 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
4
2.
The Impact of Credit Risk Mispricing on Mortgage Lending During the Subprime Boom
FEDS Working Paper No. 2019-046
Number of pages: 60
Posted: 17 Jul 2019
Working Paper Series
affiliation not provided to SSRN and Board of Governors of the Federal Reserve System
Downloads
2
3.
Accounting for Innovations in Consumer Digital Services: It Still Matters
FEDS Working Paper No. 2019-049
Number of pages: 46
Posted: 17 Jul 2019
Working Paper Series
Board of Governors of the Federal Reserve System and The Conference Board
Downloads
1
4.
Benchmarking Operational Risk Stress Testing Models
FEDS Working Paper No. 2019-038
Number of pages: 17
Posted: 17 Jul 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond, Federal Reserve Board and Federal Reserve Bank of Chicago
There are 2 versions of this paper
Benchmarking Operational Risk Stress Testing Models
Number of pages: 16
Posted: 24 Dec 2018
Downloads
123
Benchmarking Operational Risk Stress Testing Models
FEDS Working Paper No. 2019-038
Number of pages: 17
Posted: 17 Jul 2019
Downloads
1
Downloads
1
5.
Business Dynamics in the National Establishment Time Series (NETS)
FEDS Working Paper No. 2019-034
Number of pages: 53
Posted: 17 Jul 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
1
6.
Credible Forward Guidance
FEDS Working Paper No. 2019-037
Number of pages: 50
Posted: 17 Jul 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Kobe University
Downloads
1
7.
Measuring Labor-Force Participation and the Incidence and Duration of Unemployment
FEDS Working Paper No. 2019-035
Number of pages: 53
Posted: 17 Jul 2019
Working Paper Series
Board of Governors of the Federal Reserve System and University of California at San Diego
Downloads
1
8.
Mixed Signals: Investment Distortions with Adverse Selection
FEDS Working Paper No. 2019-44
Number of pages: 46
Posted: 17 Jul 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Office of the Comptroller of the Currency, Department of Treasury
Downloads
1
9.
Reach for Yield by U.S. Public Pension Funds
FEDS Working Paper No. 2019-048
Number of pages: 67
Posted: 17 Jul 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Boston, Federal Reserve Bank of Boston, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Boston and Federal Reserve Banks - Federal Reserve Bank of Boston
There are 2 versions of this paper
Reach for Yield by U.S. Public Pension Funds
FEDS Working Paper No. 2019-048
Number of pages: 67
Posted: 17 Jul 2019
Downloads
1
Reach for Yield by U.S. Public Pension Funds
FRB Boston Risk and Policy Analysis Unit Paper No. RPA 19-2
Number of pages: 68
Posted: 17 Jul 2019
Downloads
3
Downloads
1
10.
Implied Interest Rate Skew, Term Premiums, and the Conundrum
FEDS Working Paper No. 2007-55, https://doi.org/10.3905/jfi.2008.705544
Posted: 22 May 2019
Accepted Paper Series
BlackRock, Inc
11.
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
FEDS Working Paper No. 2019-030
Posted: 13 May 2019
Working Paper Series
Federal Reserve Board
There are 2 versions of this paper
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
Number of pages: 38
Posted: 07 Mar 2019
Downloads
7
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
FEDS Working Paper No. 2019-030
Posted: 13 May 2019
12.
Second Home Buyers and the Housing Boom and Bust
FEDS Working Paper No. 2019-029
Posted: 09 May 2019
Working Paper Series
Board of Governors of the Federal Reserve System
13.
Understanding Bank and Nonbank Credit Cycles: A Structural Exploration
FEDS Working Paper No. 2019-031
Posted: 09 May 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
14.
Oil Price Pass-Through into Core Inflation
FED Notes No. 2019-04-30
Posted: 04 May 2019
Working Paper Series
Bank of Italy and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Oil Price Pass-Through into Core Inflation
Bank of Italy Occasional Paper No. 405
Number of pages: 43
Posted: 05 Dec 2017
Downloads
34
15.
The Global Factor in Neutral Policy Rates: Some Implications for Exchange Rates, Monetary Policy, and Policy Coordination
FRB International Finance Discussion Paper No. 1244
Number of pages: 28
Posted: 24 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
16
16.
Institutional Investors, the Dollar, and U.S. Credit Conditions
FRB International Finance Discussion Paper No. 1246
Number of pages: 69
Posted: 24 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
12
17.
Liquidity Funding Shocks: The Role of Banks' Funding Mix
FRB International Finance Discussion Paper No. 1245
Number of pages: 40
Posted: 24 Apr 2019
Working Paper Series
Universidad de Oviedo - Facultad de Economicas, Liberbank, Board of Governors of the Federal Reserve System and Analistas Financieros Internacional
Downloads
11
18.
Likelihood Evaluation of Models with Occasionally Binding Constraints
FEDS Working Paper No. 2019-028
Number of pages: 40
Posted: 22 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
11
19.
Changes in Monetary Policy and Banks' Net Interest Margins: A Comparison Across Four Tightening Episodes
FED Notes No. 2019-04-19
Posted: 22 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Federal Reserve Board
20.
Indicative Forward-Looking SOFR Term Rates
FED Notes No. 2019-04-19
Posted: 22 Apr 2019
Working Paper Series
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve System
21.
The Marginal Effect of Government Mortgage Guarantees on Homeownership
FEDS Working Paper No. 2019-027
Number of pages: 45
Posted: 17 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Temple University - Department of Human Resource Management
Downloads
21
22.
Assessing Macroeconomic Tail Risk
FEDS Working Paper No. 2019-026
Number of pages: 21
Posted: 16 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Federal Reserve Bank of Richmond and Institute for Macroeconomics and Econometrics - University of Bonn
There are 2 versions of this paper
Assessing Macroeconomic Tail Risk
FRB Richmond Working Paper No. 19-10
Number of pages: 22
Posted: 19 Apr 2019
Last Revised: 30 May 2019
Downloads
31
Assessing Macroeconomic Tail Risk
FEDS Working Paper No. 2019-026
Number of pages: 21
Posted: 16 Apr 2019
Downloads
16
Downloads
16
23.
Information in Yield Spread Trades
FEDS Working Paper No. 2019-025
Number of pages: 39
Posted: 14 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
36
24.
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
FEDS Working Paper No. 2019-024
Number of pages: 55
Posted: 14 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System and European Central Bank (ECB)
There are 2 versions of this paper
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
FEDS Working Paper No. 2019-024
Number of pages: 55
Posted: 14 Apr 2019
Downloads
12
Uncertainty Shocks, Monetary Policy and Long-Term Interest Rates
ECB Working Paper No. 2279 (2019); ISBN 978-92-899-3541-8
Number of pages: 57
Posted: 14 May 2019
Downloads
9
Downloads
12
25.
How Does the Strength of Monetary Policy Transmission Depend on Real Economic Activity?
FEDS Working Paper No. 2019-023
Number of pages: 43
Posted: 11 Apr 2019
Last Revised: 12 Jun 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
13
26.
Marketplace Lending and Consumer Credit Outcomes: Evidence from Prosper
FEDS Working Paper No. 2019-022
Number of pages: 67
Posted: 08 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
25
27.
Do Greasy Wheels Curb Inequality?
FEDS Working Paper No. 2019-021
Number of pages: 40
Posted: 29 Mar 2019
Last Revised: 04 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
11
28.
New Financial Stability Governance Structures and Central Banks
FEDS Working Paper No. 2019-019
Number of pages: 45
Posted: 28 Mar 2019
Working Paper Series
Monetary Affairs Division at the Board of Governors of the Federal Reserve System and Brookings Institution
Downloads
34
29.
Does Price Regulation Affect Competition? Evidence from Credit Card Solicitations
FEDS Working Paper No. 2019-018
Number of pages: 46
Posted: 28 Mar 2019
Working Paper Series
New York University (NYU) - Department of Accounting, Federal Reserve Board and New York University (NYU) - Department of Accounting
Downloads
29
30.
Duration Dependence, Monetary Policy Asymmetries, and the Business Cycle
FEDS Working Paper No. 2019-020
Number of pages: 28
Posted: 28 Mar 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
17
31.
The Limits of P-Hacking: A Thought Experiment
FEDS Working Paper No. 2019-016
Number of pages: 16
Posted: 26 Mar 2019
Working Paper Series
Federal Reserve Board
Downloads
100
32.
Introducing the Distributional Financial Accounts of the United States
FEDS Working Paper No. 2019-017
Number of pages: 60
Posted: 26 Mar 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Financial Account Project at the Board of Governors of the Federal Reserve, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Indiana University Bloomington and Board of Governors of the Federal Reserve System
Downloads
73
33.
Inferring Term Rates from Sofr Futures Prices
FEDS Working Paper No. 2019-014
Number of pages: 25
Posted: 14 Mar 2019
Working Paper Series
Federal Reserve Board - Division of Research and Statistics and Board of Governors of the Federal Reserve System
Downloads
75
34.
The Ins and Outs of Collateral Re-Use
FED Notes No. 2018-12-21
Posted: 14 Mar 2019
Working Paper Series
Federal Reserve Board - Division of Monetary Affairs, Board of Governors of the Federal Reserve System and University of Minnesota - Minneapolis
35.
Who Values Access to College?
FEDS Working Paper No. 2019-015
Number of pages: 46
Posted: 14 Mar 2019
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Richmond, Board of Governors of the Federal Reserve System, Federal Reserve Banks - Federal Reserve Bank of Richmond and Board of Governors of the Federal Reserve System
There are 2 versions of this paper
Who Values Access to College?
FEDS Working Paper No. 2019-015
Number of pages: 46
Posted: 14 Mar 2019
Downloads
8
Who Values Access to College?
FRB Richmond Working Paper No. 19-5
Number of pages: 46
Posted: 25 Feb 2019
Downloads
4
Downloads
8
36.
Test Questions, Economic Outcomes, and Inequality
FEDS Working Paper No. 2019-013
Number of pages: 45
Posted: 14 Mar 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
12
37.
Understanding Persistent Stagnation
FRB International Finance Discussion Paper No. 1243
Number of pages: 52
Posted: 12 Mar 2019
Last Revised: 05 Apr 2019
Working Paper Series
Board of Governors of the Federal Reserve System and University of California, Davis
There are 2 versions of this paper
Understanding Persistent Stagnation
Number of pages: 50
Posted: 08 Oct 2018
Last Revised: 09 Mar 2019
Downloads
19
Understanding Persistent Stagnation
FRB International Finance Discussion Paper No. 1243
Number of pages: 52
Posted: 12 Mar 2019
Last Revised: 05 Apr 2019
Downloads
16
Downloads
16
38.
Over-the-Counter Market Liquidity and Securities Lending
FEDS Working Paper No. 2019-011
Number of pages: 61
Posted: 05 Mar 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
There are 3 versions of this paper
Over-the-Counter Market Liquidity and Securities Lending
Number of pages: 35
Posted: 16 Nov 2016
Last Revised: 19 Apr 2018
Downloads
137
Over-the-Counter Market Liquidity and Securities Lending
FEDS Working Paper No. 2019-011
Number of pages: 61
Posted: 05 Mar 2019
Downloads
22
Over-the-Counter Market Liquidity and Securities Lending
BIS Working Paper No. 768
Number of pages: 55
Posted: 27 Feb 2019
Downloads
18
Downloads
22
39.
Getting Smart About Phones: New Price Indexes and the Allocation of Spending between Devices and Services Plans in Personal Consumption Expenditures
FEDS Working Paper No. 2019-012
Number of pages: 48
Posted: 01 Mar 2019
Last Revised: 25 May 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Wellesley College and U.S. Bureau of Economic Analysis (BEA)
There are 2 versions of this paper
Getting Smart About Phones: New Price Indexes and the Allocation of Spending between Devices and Services Plans in Personal Consumption Expenditures
FEDS Working Paper No. 2019-012
Number of pages: 48
Posted: 01 Mar 2019
Last Revised: 25 May 2019
Downloads
17
Getting Smart About Phones: New Price Indexes and the Allocation of Spending between Devices and Services Plans in Personal Consumption Expenditures
NBER Working Paper No. w25645
Number of pages: 43
Posted: 12 Mar 2019
Last Revised: 10 Apr 2019
Downloads
3
Downloads
17
40.
Monetary Policy Strategies for a Low-Rate Environment
FEDS Working Paper No. 2019-009
Number of pages: 10
Posted: 19 Feb 2019
Last Revised: 23 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
49
41.
Stress Testing Household Debt
FEDS Working Paper No. 2019-008
Number of pages: 47
Posted: 19 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
37
42.
Lifecycle Patterns of Saving and Wealth Accumulation
FEDS Working Paper No. 2019-010
Number of pages: 64
Posted: 19 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System and affiliation not provided to SSRN
Downloads
21
43.
Trade Exposure and the Evolution of Inflation Dynamics
FEDS Working Paper No. 2019-007
Number of pages: 46
Posted: 15 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
New York University (NYU) and Federal Reserve Board - Division of Monetary Affairs
Downloads
37
44.
Banks as Regulated Traders
FEDS Working Paper No. 2019-005
Number of pages: 46
Posted: 11 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
21
45.
Robust Inference in First-Price Auctions: Experimental Findings as Identifying Restrictions
FEDS Working Paper No. 2019-006
Number of pages: 51
Posted: 11 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Government of Canada - Bank of Canada
Downloads
3
46.
Living at Home Ain't Such a Drag (on Spending): Young Adults' Spending in and Out of Their Parents' Home
FED Notes No. 2019-02-05
Posted: 08 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
47.
Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve's Current Policy Toolkit
FEDS Working Paper No. 2019-003
Number of pages: 63
Posted: 07 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads
30
48.
Karl Brunner and U.K. Monetary Debate
FEDS Working Paper No. 2019-004
Number of pages: 69
Posted: 06 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
10
49.
Are Disappearing Employer Pensions Contributing to Rising Wealth Inequality?
FED Notes No. 2019-02-01
Posted: 06 Feb 2019
Last Revised: 14 Mar 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
50.
The Monetary Base in Allan Meltzer's Analytical Framework
FEDS Working Paper No. 2019-001
Number of pages: 23
Posted: 04 Feb 2019
Last Revised: 21 Feb 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads
15
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