Economic Research
Papers
Finance and Economics Discussion Series
December 2019
The Propagation of Demand Shocks Through Housing Markets
Elliot Anenberg and Daniel R. Ringo
November 2019
Collateralized Debt Networks with Lender Default
November 2019
Strategic Liquidity Mismatch and Financial Sector Stability
Papers
International Finance Discussion Papers
November 2019
Household Debt and the Heterogeneous Effects of Forward Guidance
Francesco Ferrante and Matthias Paustian
November 2019
Value Added and Productivity Linkages Across Countries
François de Soyres and Alexandre Gaillard
November 2019
The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets
Emily Liu, Friederike Niepmann, and Tim Schmidt-Eisenlohr
FEDS Notes
Increasing Business Cycles Synchronization: The Role of Global Value Chains, Market Power and Extensive Margin Adjustments
François de Soyres and Alexandre Gaillard
Out-of-Sample Performance of Recession Probability Models
Tyler Pike and Francisco Vazquez-Grande
Models and Tools
A large-scale estimated general equilibrium model of the U.S. economy for FRB/US Model
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