Economic Research Data
Below are selected research data from the Federal Reserve Board's working papers and notes series.
The Federal Reserve Board makes no guarantee regarding the timing of the postings. This policy is subject to change at any time without notice.
FEDS Notes
FEDS Papers
Title | Data | Data Definition | Frequency | Last Updated |
---|---|---|---|---|
A Unified Measure of Fed Monetary Policy Shocks | BRW shock series (CSV) | TXT | One-time | Mar. 2021 |
Open Source Cross-Sectional Asset Pricing | Monthly long-short returns for 205 predictors (CSV) Detailed description and implementations for 205 predictors (XLSX) |
One-time | Jun. 2021 | |
What Drives U.S. Treasury Re-use? | (.zip) | See within .zip file | One-time | Aug. 2021* |
Your Friends, Your Credit: Social Capital Measures Derived from Social Media and the Credit Market | (.zip) | One-time | Jul. 2023* |
IFDPs
Title | Data | Data Definition | Frequency | Last Updated |
---|---|---|---|---|
Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel | SRF monthly data file (CSV) SRF quarterly data file (CSV) |
SRF monthly (TXT) SRF quarterly (TXT) |
Monthly Quarterly |
Feb. 2022 |
Other Updates
Title | Data | Data Definition | Frequency | Last Updated |
---|---|---|---|---|
Yield Curve Models and Data | ||||
Nominal Yield Curve data | CSV | HTML | See within data file | Weekly | Oct. 2024 |
TIPS Yield Curve and Inflation Compensation data | CSV | HTML | See within data file | Weekly | Oct. 2024 |
Three-Factor Nominal Term Structure Model data | CSV | HTML | See within data file | Weekly | Oct. 2024 |
FRB/US model | FRB/US dataset (.zip) | See within data file | Annually | Jul. 2024 |
*One-time posting, updates made as needed.
Last Update:
October 08, 2024