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Discussion Paper
The Expected Real Interest Rate in the Long Run : Time Series Evidence with the Effective Lower Bound
Johannsen, Benjamin K.; Mertens, Elmar
(2016-02-09)
In response to the global financial crisis, the Federal Open Market Committee lowered the target for the federal funds rate to a range of 0 to 25 basis points in December 2008, and maintained that target range until the end of 2015. Over that same period, longer-term interest rates in the United States were at historically low levels.
FEDS Notes
, Paper 2016-02-09
Discussion Paper
Quantifying the COVID-19 Effects on Core PCE Price Inflation
Luciani, Matteo
(2021-02-25)
The 12-month change in core PCE price inflation was 1.5 percent in December. Why was core inflation so low in 2020? How much of this weakness can be attributed to the COVID pandemic? And what does this mean for inflation going forward?
FEDS Notes
, Paper 2021-02-25
Discussion Paper
Money in the Bank? Assessing Families' Liquid Savings using the Survey of Consumer Finances
Bhutta, Neil; Dettling, Lisa J.
(2018-11-19)
We estimate that sixty percent of American families have liquid savings of less than three months of their own expenses, and nearly one-quarter have less than $400. In this Note we use data from the Federal Reserve Board's triennial Survey of Consumer Finances (SCF) to directly assess American families' liquid savings.
FEDS Notes
, Paper 2018-11-19
Discussion Paper
Banks' Backtesting Exceptions during the COVID-19 Crash: Causes and Consequences
Abboud, Alice; Anderson, Christopher; Game, Aaron L.; Iercosan, Diana A.; Inanoglu, Hulusi; Lynch, David
(2021-07-08)
Banks' numerous and simultaneous backtesting exceptions in March 2020, during the COVID-19-related market crash, would have amplified their already-large spike in market risk capital requirements in the absence of regulatory intervention. This note provides background on how backtesting exceptions affect capital requirements generally, the source of those exceptions during the COVID-19 crash, and how regulators exercised discretion to mitigate the unintended capital increase.
FEDS Notes
, Paper 2021-07-08-2
Discussion Paper
Macroeconomic Sources of Recent Interest Rate Fluctuations
D'Amico, Stefania; King, Thomas B.; Wei, Min
(2016-06-02)
The authors use a new statistical method to attribute daily changes in U.S. Treasury yields and inflation compensation to changes in investor beliefs about domestic and foreign growth, inflation, and monetary policy.
FEDS Notes
, Paper 2016-06-02
Discussion Paper
The Liquidity Coverage Ratio and Corporate Liquidity Management
Yankov, Vladimir
(2020-02-26)
This note examines the changes in the liquidity management at banks and nonbank financial firms in the United States that occurred following the proposal of the liquidity coverage ratio (LCR) requirement in 2010 and its finalization in 2014.
FEDS Notes
, Paper 2020-02-26
Discussion Paper
How the Federal Reserve's Central Bank Swap Lines Have Supported U.S. Corporate Borrowers in the Leveraged Loan Market
McCrone, Annie; Meisenzahl, Ralf R.; Niepmann, Friederike; Schmidt-Eisenlohr, Tim
(2020-11-12)
The cost of borrowing U.S. dollars through foreign exchange (FX) swap markets increased significantly in the beginning of the Covid-19 pandemic in February 2020, indicated by larger deviations from Covered Interest Rate Parity (CIP). CIP deviations narrowed again when the Federal Reserve expanded its swap lines to support U.S. dollar liquidity globally—by enhancing and extending its swap facility with foreign central banks and introducing the new temporary Foreign and International Monetary Authorities (FIMA) repurchase agreement facility.
FEDS Notes
, Paper 2020-11-12-2
Discussion Paper
Demand for Voluntary Balance Requirements: The U.S. Experience with Contractual Clearing Balances from 2000 to 2007
Naber, Jeffrey M.; Sambasivam, Richard; Styczynski, Mary-Frances
(2017-01-04)
In this note, we explore the factors contributing to bank demand for contractual clearing balances from 2000 to 2007.
FEDS Notes
, Paper 2017-01-04
Discussion Paper
Federal Debt in the Financial Accounts of the United States
Cagetti, Marco; Hoops, Matthew; McIntosh, Susan Hume; Ogden, Rick
(2015-10-08)
This note explains the concept of federal debt in the Financial Accounts of the United States, how it has recently changed, and how it differs from other commonly cited measures of federal debt. As described below, a key factor is the treatment of intragovernmental holdings of U.S. debt securities.
FEDS Notes
, Paper 2015-10-08-1
Discussion Paper
Spatial Variation in the 2020 Housing Market Decline and Recovery
Ausubel, Nathan; Roth Tran, Brigitte
(2021-05-24)
After plunging in the spring due to the COVID-19 pandemic, residential investment had a strong recovery in the second half of 2020. The initial decline resulted from both a disruption in activity due to social distancing, a broad-based drop in demand from economic uncertainty, and reduced access to credit (DeSanctis 2020).
FEDS Notes
, Paper 2021-05-24-2
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Discussion Paper 454 items
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Tito, Maria D. 12 items
Li, Geng 11 items
Sahm, Claudia R. 11 items
Bhutta, Neil 10 items
Ihrig, Jane E. 10 items
Volz, Alice Henriques 10 items
Aladangady, Aditya 9 items
Byrne, David M. 8 items
Larrimore, Jeff 8 items
Vojtech, Cindy M. 8 items
Weinbach, Gretchen C. 8 items
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Ionescu, Felicia 7 items
Meade, Ellen E. 7 items
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Ratner, David 7 items
Ringo, Daniel R. 7 items
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Batty, Michael M. 6 items
Carlson, Mark A. 6 items
Chung, Hess T. 6 items
Dettling, Lisa J. 6 items
Hsu, Joanne W. 6 items
Kiley, Michael T. 6 items
Luciani, Matteo 6 items
Macchiavelli, Marco 6 items
Meldrum, Andrew C. 6 items
Paciorek, Andrew D. 6 items
Palomino, Francisco J. 6 items
Rezende, Marcelo 6 items
Senyuz, Zeynep 6 items
Styczynski, Mary-Frances 6 items
Wei, Min 6 items
http://fedora:8080/fcrepo/rest/objects/authors/ 6 items
Anenberg, Elliot 5 items
Dunn, Wendy E. 5 items
Holmquist, Elizabeth Ball 5 items
Kurz, Christopher J. 5 items
Lee, Seung Jung 5 items
Mezza, Alvaro 5 items
Moore, Kevin B. 5 items
Nakata, Taisuke 5 items
Narajabad, Borghan N. 5 items
Peneva, Ekaterina V. 5 items
Puglia, Michael 5 items
Sabelhaus, John Edward 5 items
Sharpe, Steven A. 5 items
Smith, Paul A. 5 items
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Stefanescu, Irina 5 items
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Adams, Robert M. 4 items
Ahn, Hie Joo 4 items
Bertaut, Carol C. 4 items
Bonis, Brian 4 items
Cajner, Tomaz 4 items
Curcuru, Stephanie E. 4 items
De Pooter, Michiel 4 items
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Gissler, Stefan 4 items
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Harkrader, James Collin 4 items
Hoops, Matthew 4 items
Iercosan, Diana A. 4 items
Kumbhat, Ashish 4 items
Lengermann, Paul 4 items
Migueis, Marco 4 items
Miller, David S. 4 items
Modugno, Michele 4 items
Morin, Norman J. 4 items
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Nielsen, Eric R. 4 items
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Detmeister, Alan K. 3 items
Devlin-Foltz, Sebastian 3 items
Doniger, Cynthia L. 3 items
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Gallin, Joshua H. 3 items
Gilbert, Charles E. 3 items
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Goodman, Sarena F. 3 items
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Hall, Hannah 3 items
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Kara, Gazi I. 3 items
Kurtzman, Robert J. 3 items
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Laubach, Thomas 3 items
Londono, Juan M. 3 items
Loudis, Bert 3 items
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Merry, Ellen A. 3 items
Molloy, Raven S. 3 items
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Ng, Michael 3 items
Passmore, Wayne 3 items
Pence, Karen M. 3 items
Perozek, Maria G. 3 items
Roberts, John M. 3 items
Rodrigues, Tony 3 items
Sanz-Maldonado, Gerardo 3 items
Saravay, Zack 3 items
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Schuetz, Jenny 3 items
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Smith, Christopher L. 3 items
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Tabova, Alexandra M. 3 items
Temesvary, Judit 3 items
Van Leemput, Eva 3 items
Weingarden, Alison E. 3 items
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Yoldas, Emre 3 items
Adrian, Tobias 2 items
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Aramonte, Sirio 2 items
Aronovich, Alex 2 items
Ates, Sina T. 2 items
Banegas, Ayelen 2 items
Bassett, William F. 2 items
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Brayton, Flint 2 items
Bressler, Beau 2 items
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Caglio, Cecilia R. 2 items
Caldara, Dario 2 items
Carapella, Francesca 2 items
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Cavallo, Michele 2 items
Chen, Andrew Y. 2 items
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Daníelsson, Jón 2 items
Datta, Deepa Dhume 2 items
Deeken, Ella 2 items
Del Negro, Marco 2 items
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Edge, Rochelle M. 2 items
Falcettoni, Elena 2 items
Flaaen, Aaron B. 2 items
Foley-Fisher, Nathan 2 items
Frame, W. Scott 2 items
Fuentes-Albero, Cristina 2 items
Fulton, Chad 2 items
Game, Aaron L. 2 items
Garcia, Daniel I. 2 items
Gilchrist, Simon 2 items
Grasing, Jamie 2 items
Haberkorn, Flora 2 items
Haltiwanger, John 2 items
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Hoek, Jasper 2 items
Hou, David 2 items
Jiron, Alexander 2 items
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Kamin, Steven B. 2 items
Keane, Frank M. 2 items
Keating, Thomas 2 items
Kim, Don H. 2 items
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Lee, Alexander 2 items
Lewis, Kurt F. 2 items
Li, Canlin 2 items
Liu, Emily 2 items
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Ma, Sai 2 items
Malin, Benjamin A. 2 items
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Pierce, Justin R. 2 items
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Press, Charles 2 items
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Wu, Jason J. 2 items
Yang, Jie 2 items
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von Beschwitz, Bastian 2 items
von Hafften, Alexander H. 2 items
Abboud, Alice 1 items
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Amel, Dean F. 1 items
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Berrospide, Jose M. 1 items
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Bräuning, Falk 1 items
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Cagetti, Marco 1 items
Carl, Uri 1 items
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Chikis, Craig A. 1 items
Church, Maggie 1 items
Clark, Casey 1 items
Clark, Hunter L. 1 items
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Coleman, Nicholas 1 items
Collins, Christopher G. 1 items
Correa, Ricardo 1 items
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Covas, Francisco 1 items
Covitz, Daniel M. 1 items
Cowhey, Maureen 1 items
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Crane, Leland D. 1 items
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Dore, Timothy E. 1 items
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Hwang, Byoung Hwa 1 items
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Jahan-Parvar, Mohammad R. 1 items
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Jang, Bo Yeon 1 items
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Klee, Elizabeth C. 1 items
Klemme, Kelly 1 items
Konzem, Scott R. 1 items
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Kotta, Gurubala 1 items
Kovner, Anna 1 items
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Krolikowski, Pawel 1 items
Kuchinski, William R. 1 items
Kudiya, Asad 1 items
Lambie-Hanson, Lauren 1 items
Larsen, Daryl 1 items
Lawson, Angela N 1 items
Lebow, David E. 1 items
Leigh, Isabel 1 items
Lewis, Morgan 1 items
Lewis, Virginia 1 items
Li, Dan 1 items
Li, Lei 1 items
Liang, J. Nellie 1 items
Lin, Ranie 1 items
Lin, Stephen F. 1 items
Lincoln, William F. 1 items
Lipinska, Anna 1 items
Lone, Peter 1 items
Loria, Francesca 1 items
Louria, Joshua 1 items
Lynch, David 1 items
Mach, Traci L. 1 items
Maire, Julien 1 items
Malkhozov, Aytek 1 items
Malone, Brendan 1 items
Mandelman, Federico S. 1 items
Maniff, Jesse Leigh 1 items
Marchal, Greg 1 items
Mawhirter, Dennis 1 items
McCrone, Annie 1 items
McCullers, Madeline 1 items
McCully, Brett 1 items
McGonegle, Dan 1 items
Mertens, Elmar 1 items
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Miller, Max 1 items
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Mix, Carter 1 items
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Monin, Phillip J. 1 items
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Naber, Jeffrey M. 1 items
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Natalucci, Fabio M. 1 items
Neelakantan, Urvi 1 items
Nemschoff, Danielle 1 items
Nicholas, Lauren Hersch 1 items
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Orak, Musa 1 items
Owen, Ann L. 1 items
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Paddrik, Mark E. 1 items
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Park, Christina 1 items
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