@FedResearch is a new Twitter account aimed at increasing access to Board research. The account will highlight research published in the Board's working papers and notes series, other staff articles, and conferences.

FEDS Working

Finance and Economics Discussion Series

April 2020
Sowing the Seeds of Financial Imbalances: The Role of Macroeconomic Performance

Elena Afanasyeva, Sam Jerow, Seung Jung Lee, and Michele Modugno

September 2019 (Revised March 2020)
Rare Disaster Probability and Options-Pricing

Robert J. Barro and Gordon Y. Liao

March 2020
Dynamic Beveridge Curve Accounting

Hie Joo Ahn and Leland D. Crane

IFDP Working

International Finance Discussion Papers

April 2020
Sovereign Risk Matters: The Effects of Endogenous Default Risk on the Time-Varying Volatility of Interest Rate Spreads

Sergio de Ferra and Enrico Mallucci

November 2018 (Revised March 2020)
News and Uncertainty Shocks

Danilo Cascaldi-Garcia and Ana Beatriz Galvao

February 2020
Avoiding Sovereign Default Contagion: A Normative Analysis

Sergio de Ferra and Enrico Mallucci

Models and Tools

FRB/US Model:

A large-scale estimated general equilibrium model of the U.S. economy for FRB/US Model

Yield Curve Models and Data:

Models of daily yield curves, and a dynamic term structure model of Treasury yields

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

Last Update: April 7, 2020
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