Economic Research
Papers
Finance and Economics Discussion Series
September 2019
What are the Price Effects of Trade? Evidence from the U.S. and Implications for Quantitative Trade Models
Xavier Jaravel and Erick Sager
September 2019
Trends in Household Portfolio Composition
Jesse Bricker, Kevin B. Moore, and Jeffrey P. Thompson
September 2019
Bottom-up leading macroeconomic indicators: An application to non-financial corporate defaults using machine learning
Tyler Pike, Horacio Sapriza, and Tom Zimmermann
Papers
International Finance Discussion Papers
September 2019
Fiscal Stimulus under Sovereign Risk
Javier Bianchi, Pablo Ottonello, and Ignacio Presno
September 2019
The Economic Effects of Trade Policy Uncertainty
Dario Caldara, Matteo Iacoviello, Patrick Molligo, Andrea Prestipino, and Andrea Raffo
August 2019
Credit Migration and Covered Interest Rate Parity
FEDS Notes
Collateralized Loan Obligations in the Financial Accounts of the United States
Matthew Guse, Woojung Park, Zack Saravay, and Youngsuk Yook
Models and Tools
A large-scale estimated general equilibrium model of the U.S. economy for FRB/US Model
Estimated Dynamic Optimization (EDO) Model:
A medium-scale New Keynesian dynamic stochastic general equilibrium (DSGE) model of the U.S. economy.
Survey of Consumer Finances (SCF):
Information on families' balance sheets, pensions, income, and demographic characteristics