Economic Research
Papers
Finance and Economics Discussion Series
October 2019
A Coherent Framework for Predicting Emerging Market Credit Spreads with Support Vector Regression
Gary Anderson and Alena Audzeyeva
February 2018 (Revised October 2019)
US Monetary Policy and International Bond Markets
Simon Gilchrist, Vivian Yue, and Egon Zakrajsek
September 2019
Tractable Rare Disaster Probability and Options-Pricing
Robert J. Barro and Gordon Y. Liao
Papers
International Finance Discussion Papers
October 2019
Differential Treatment in the Bond Market: Sovereign Risk and Mutual Fund Portfolios
Nathan Converse and Enrico Mallucci
October 2019
Global Spillovers of a China Hard Landing
Shaghil Ahmed, Ricardo Correa, Daniel A. Dias, Nils Gornemann, Jasper Hoek, Anil Jain, Edith Liu, and Anna Wong
October 2019
Scarred Consumption
Ulrike Malmendier and Leslie Sheng Shen
FEDS Notes
Approaches to Estimating Aggregate Demand for Reserve Balances
Joseph Andros (Federal Reserve Bank of New York), Michael Beall, Francis Martinez, Tony Rodrigues (Federal Reserve Bank of New York), Mary-Frances Styczynski, Alex Thorp (Federal Reserve Bank of New York)
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