FEDS Working
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

FEDS Notes

October 2019
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

FRB/US Model:

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

Last Update: October 22, 2019
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