Approaches to Estimating Aggregate Demand for Reserve Balances

Posted: 2 Dec 2019 Last revised: 16 Sep 2020

See all articles by Joseph Andros

Joseph Andros

Board of Governors of the Federal Reserve System

Michael Beall

Board of Governors of the Federal Reserve System

Francis Martinez

Board of Governors of the Federal Reserve System

Tony Rodrigues

Board of Governors of the Federal Reserve System

Mary-Frances Styczynski

Board of Governors of the Federal Reserve System

Alex Thorp

Federal Reserve Banks - Federal Reserve Bank of New York

Date Written: October, 2019

Abstract

This note describes our approach in estimating aggregate reserve demand using survey-reported data and two methods to account for sampling and non-sampling error, concluding with a discussion of some important items for consideration. 

Suggested Citation

Andros, Joseph and Beall, Michael and Martinez, Francis and Rodrigues, Tony and Styczynski, Mary-Frances and Thorp, Alex, Approaches to Estimating Aggregate Demand for Reserve Balances (October, 2019). FEDS Notes No. 2019-10-17, Available at SSRN: https://ssrn.com/abstract=3473601 or http://dx.doi.org/10.17016/2380-7172.2459

Joseph Andros (Contact Author)

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Michael Beall

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Francis Martinez

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Tony Rodrigues

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Mary-Frances Styczynski

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

Alex Thorp

Federal Reserve Banks - Federal Reserve Bank of New York ( email )

33 Liberty Street
New York, NY 10045
United States

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