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262,913 Total downloads

Viewing: 1 - 50 of 1,505 papers

1.

Collateralized Debt Networks with Lender Default

FEDS Working Paper No. 2019-083
Number of pages: 74 Posted: 02 Dec 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 17
2.

Strategic Liquidity Mismatch and Financial Sector Stability

FEDS Working Paper No. 2019-082
Number of pages: 64 Posted: 02 Dec 2019
Working Paper Series
Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 14
3.

The Global Equilibrium Real Interest Rate: Concepts, Estimates, and Challenges

FEDS Working Paper No. 2019-076
Number of pages: 53 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 37
4.

Effective Lower Bound Risk

FEDS Working Paper No. 2019-077
Number of pages: 63 Posted: 27 Nov 2019
Working Paper Series
New York University (NYU), Board of Governors of the Federal Reserve System and European Central Bank (ECB)
Downloads 11
5.

Learning and Misperception: Implications for Price-Level Targeting

FEDS Working Paper No. 2019-078
Number of pages: 41 Posted: 27 Nov 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 9
6.

In Search of Lost Time Aggregation

FEDS Working Paper No. 2019-075
Number of pages: 26 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 8
7.

Does Intergenerational Mobility Increase Corporate Profits?

FEDS Working Paper No. 2019-081
Number of pages: 38 Posted: 27 Nov 2019
Working Paper Series
Carnegie Mellon University - David A. Tepper School of Business and Board of Governors of the Federal Reserve System
Downloads 17
8.

Local Ties in Spatial Equilibrium

FEDS Working Paper No. 2019-080
Number of pages: 71 Posted: 27 Nov 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 10
9.

Intermediary Segmentation in the Commercial Real Estate Market

FEDS Working Paper No. 2019-079
Number of pages: 54 Posted: 27 Nov 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 Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 9
10.

A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression

FEDS Working Paper No. 2019-074
Number of pages: 30 Posted: 23 Oct 2019 Last Revised: 24 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Keele University - Keele Management School
Downloads 27
11.

Tractable Rare Disaster Probability and Options-Pricing

FEDS Working Paper No. 2019-073
Number of pages: 56 Posted: 22 Oct 2019
Working Paper Series
Harvard University and Board of Governors of the Federal Reserve System
Downloads 35
12.

Bottom-Up Leading Macroeconomic Indicators: An Application to Non-Financial Corporate Defaults Using Machine Learning

FEDS Working Paper No. 2019-070
Number of pages: 40 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and University of Cologne
Downloads 33
13.

Okun Revisited: Who Benefits Most from a Strong Economy

FEDS Working Paper No. 2019-072
Number of pages: 80 Posted: 22 Oct 2019
Working Paper Series
Brookings Institution, Federal Reserve Bank of San Francisco, Board of Governors of the Federal Reserve System - Division of Research and Statistics and Board of Governors of the Federal Reserve System (retired)
Downloads 16
14.

The Welfare Costs of Misaligned Incentives: Energy Inefficiency and the Principal-Agent Problem

FEDS Working Paper No. 2019-071
Number of pages: 41 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 9
15.

Trends in Household Portfolio Composition

FEDS Working Paper No. 2019-069
Number of pages: 51 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and New England Public Policy Institute, Federal Reserve Bank of Boston

Multiple version iconThere are 2 versions of this paper

Downloads 39
16.

CECL and the Credit Cycle

FEDS Working Paper No. 2019-061
Number of pages: 37 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 36
17.

Monetary Policy and Bank Equity Values in a Time of Low and Negative Interest Rates

FEDS Working Paper No. 2019-064
Number of pages: 47 Posted: 22 Oct 2019
Working Paper Series
European Central Bank (ECB) - Directorate General Research and Board of Governors of the Federal Reserve System
Downloads 25
18.

What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models

FEDS Working Paper No. 2019-068
Number of pages: 110 Posted: 22 Oct 2019
Working Paper Series
London School of Economics & Political Science (LSE) - Department of Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 20
19.

Policy Uncertainty and Bank Mortgage Credit

FEDS Working Paper No. 2019-066
Number of pages: 47 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 15
20.

Improving the Accuracy of Economic Measurement with Multiple Data Sources: The Case of Payroll Employment Data

FEDS Working Paper No. 2019-065
Number of pages: 29 Posted: 22 Oct 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

Multiple version iconThere are 2 versions of this paper

Downloads 9
21.

Sellin' in the Rain: Adaptation to Weather and Climate in the Retail Sector

FEDS Working Paper No. 2019-067
Number of pages: 36 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 8
22.

Parental Proximity and Earnings after Job Displacements

FEDS Working Paper No. 2019-062
Number of pages: 94 Posted: 22 Oct 2019
Working Paper Series
National Council on Compensation Insurance, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Board of Governors of the Federal Reserve System
Downloads 6
23.

Exporters of Services: A Look at U.S. Exporters Outside of the Manufacturing Sector

FEDS Working Paper No. 2019-063
Number of pages: 32 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System
Downloads 3
24.

Measuring the Liquidity Profile of Mutual Funds

FEDS Working Paper No. 2019-055
Number of pages: 42 Posted: 22 Oct 2019
Working Paper Series
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 22
25.

Transparency and Collateral: The Design of CCPs' Loss Allocation Rules

FEDS Working Paper No. 2019-058
Number of pages: 102 Posted: 22 Oct 2019
Working Paper Series
Washington University in St. Louis, Board of Governors of the Federal Reserve System and Deakin University
Downloads 17
26.

Variance Disparity and Market Frictions

FEDS Working Paper No. 2019-059
Number of pages: 56 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 16
27.

Regulating Financial Networks Under Uncertainty

FEDS Working Paper No. 2019-056
Number of pages: 67 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 13
28.

From Transactions Data to Economic Statistics: Constructing Real-Time, High-Frequency, Geographic Measures of Consumer Spending

FEDS Working Paper No. 2019-057
Number of pages: 38 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Federal Reserve Board, Board of Governors of the Federal Reserve - Household and Business Spending Section, Board of Governors of the Federal Reserve System, Federal Reserve Board - Division of Research and Statistics and Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 12
29.

A Simple Model of Voluntary Reserve Targets with Tolerance Bands

FEDS Working Paper No. 2019-060
Number of pages: 18 Posted: 22 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 3
30.

Leveraged Bank Loan Versus High Yield Bond Mutual Funds

FEDS Working Paper No. 2019-047
Number of pages: 25 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Independent
Downloads 45
31.

A Unified Measure of Fed Monetary Policy Shocks

FEDS Working Paper No. 2019-043
Number of pages: 55 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
University of Rochester, Board of Governors of the Federal Reserve System - Trade and Financial Studies Section and Fudan University
Downloads 40
32.

Bond Risk Premiums at the Zero Lower Bound

FEDS Working Paper No. 2019-040
Number of pages: 43 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
University of Calgary, Federal Reserve Board and Board of Governors of the Federal Reserve System
Downloads 25
33.

How Does the Interaction of Macroprudential and Monetary Policies Affect Cross-Border Bank Lending?

FEDS Working Paper No. 2019-045
Number of pages: 39 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Bank for International Settlements (BIS) and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 20
34.

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

FEDS Working Paper No. 2019-054
Number of pages: 57 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Cornell University - Dyson School of Applied Economics and Management

Multiple version iconThere are 3 versions of this paper

Downloads 20
35.

The Costs and Benefits of Liquidity Regulations: Lessons from an Idle Monetary Policy Tool

FEDS Working Paper No. 2019-041
Number of pages: 48 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Multiple version iconThere are 2 versions of this paper

Downloads 18
36.

Shock Transmission Through Cross-Border Bank Lending: Credit and Real Effects

FEDS Working Paper No. 2019-052
Number of pages: 68 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Federal Reserve Bank of San Francisco, International Monetary Fund (IMF) and Federal Reserve Board

Multiple version iconThere are 2 versions of this paper

Downloads 16
37.

Inflation and Deflationary Biases in Inflation Expectations

FEDS Working Paper No. 2019-042
Number of pages: 52 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
ETH Zurich - KOF Swiss Economic Institute, Board of Governors of the Federal Reserve System and University of Maryland

Multiple version iconThere are 2 versions of this paper

Downloads 11
38.

Expectations-Driven Liquidity Traps: Implications for Monetary and Fiscal Policy

FEDS Working Paper No. 2019-053
Number of pages: 50 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and European Central Bank (ECB)

Multiple version iconThere are 2 versions of this paper

Downloads 9
39.

Some International Evidence for Keynesian Economics Without the Phillips Curve

FEDS Working Paper No. 2019-032
Number of pages: 24 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
University of California, Los Angeles (UCLA) - Department of Economics and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 25
40.

The Role of U.S. Monetary Policy in Global Banking Crises

FEDS Working Paper No. 2019-039
Number of pages: 34 Posted: 25 Jul 2019 Last Revised: 21 Oct 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 19
41.

A Generalized Approach to Indeterminacy in Linear Rational Expectations Models

FEDS Working Paper No. 2019-033
Number of pages: 60 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Duke University and Board of Governors of the Federal Reserve System

Multiple version iconThere are 3 versions of this paper

Downloads 13
42.

Optimal Inflation Target with Expectations-Driven Liquidity Traps

FEDS Working Paper No. 2019-036
Number of pages: 31 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Working Paper Series
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 13
43.

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 34
44.

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

Multiple version iconThere are 2 versions of this paper

Downloads 74
45.

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 40
46.

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
Yeshiva University and Board of Governors of the Federal Reserve System
Downloads 25
47.

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

Multiple version iconThere are 2 versions of this paper

Downloads 22
48.

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 13
49.

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 12
50.

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 11