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Journal Article
Economic statistics: new needs for the twenty-first century
anonymous (2003-09)
Selected Papers from a Conference Cosponsored by the Federal Reserve Bank of New York, the Conference on Research in Income and Wealth, and the National Association for Business Economics, July 11, 2002. Beverly Hirtle examines the market risk capital figures reported to regulators by U.S. bank holding companies (BHCs) to assess the extent to which such disclosures provide meaningful information about bank risk. The study by Michael J. Fleming finds that the commonly used bid-ask spread--the difference between bid and offer prices--is a useful tool for assessing and tracking liquidity in the ...
Economic Policy Review , Issue Sep

Journal Article
The homeownership gap
Peach, Richard; Tracy, Joseph; Haughwout, Andrew F. (2010-05)
Recent years have seen a sharp rise in the number of negative equity homeowners--those who owe more on their mortgages than their houses are worth. These homeowners are included in the official homeownership rate computed by the Census Bureau, but the savings they must amass to retain their home or purchase a new home are daunting. Recognizing that these homeowners are likely to convert to renters over time, the authors of this analysis calculate an "effective" rate of homeownership that excludes negative equity households. They argue that the effective rate--5.6 percentage points below ...
Current Issues in Economics and Finance , Volume 16 , Issue May

Journal Article
The impact of reduced inflation estimates on real output and productivity growth
Steindel, Charles (1999-06)
Despite posting their strongest sustained performance in many years, recent measures of output and productivity growth have still fallen short of their 1960-73 averages. Could data-measurement problems affecting the pricing of some services account for the inability of these widely tracked U.S. growth indexes to match their earlier rates?
Current Issues in Economics and Finance , Volume 5 , Issue Jun

Speech
Brief remarks: a speech at the Bureau of Labor Statistics 125th Anniversary Celebration, Washington, D.C., June 26, 2009
Bernanke, Ben S. (2009)
Speech , Paper 469

Working Paper
Cleaning up the errors in the monthly \"Employment situation\" report: a multivariate state-space approach
French, Mark W. (1997)
This paper examines the underlying state of the labor market, assuming data in the monthly "Employment Situation" are contaminated by measurement error and other transient noise. To better filter out unobserved noise, the methodology exploits correlations among labor-market series. Household employment and labor force have cross-correlated sampling errors; establishment employment and hours-worked may, also. The Kalman filtering procedure also exploits fundamental economic relationships among these series. Error cross-correlations and economic relationships shape a multivariate labor-market ...
Finance and Economics Discussion Series , Paper 1998-05

Journal Article
New measures of commercial bank credit and bank nondeposit funds
Fry, Edward R. (1979-09)
Federal Reserve Bulletin , Issue Sep

Speech
Confessions of a data dependent
Fisher, Richard W. (2006)
Remarks before the New York Association for Business Economics, New York, November 2, 2006 ; "Globalization brings new influences into the Fed's navigation calculations to determine the best flight path for the U.S. economy. To determine that course...we must develop a better understanding of the new forces exerting themselves on the aircraft we have been charged with flying. That aircraft no longer flies solely in domestic space, affected soley by domestic factors. Rather, it flies all over the world, requiring more sophisticated navigation instruments to monitor changing global and ...
Speeches and Essays , Paper 59

Working Paper
Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?
Palumbo, Michael G.; Kohn, Donald L.; Eichner, Matthew J. (2010)
Although the instruments and transactions most closely associated with the financial crisis of 2008 and 2009 were novel, the underlying themes that played out in the crisis were familiar from previous episodes: Competitive dynamics resulted in excessive leverage and risk-taking by large, interconnected firms, in heavy reliance on short-term sources of funding to finance long-term and ultimately terribly illiquid positions, and in common exposures being shared by many major financial institutions. Understandably, in the wake of the crisis, financial supervisors and policymakers want to obtain ...
Finance and Economics Discussion Series , Paper 2010-20

Journal Article
Book review : Baseball science
Steelman, Aaron (2004-07)
Econ Focus , Volume 8 , Issue Sum , Pages 32-34

Working Paper
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics
Ericsson, Neil R. (1986)
"Monte Carlo experimentation in econometrics helps 'solve' deterministic problems by simulating stochastic analogues in which the analytical unknowns are reformulated as parameters to be estimated." (Hendry (1980) With that in mind, Monte Carlo studies may be divided operationally into three phases: design, simulation, and post-simulation analysis. This paper provides a guide to the last of those three, post-simulation analysis, given the design and simulation of a Monte Carlo study, and uses Pesaran's (1974) study of statistics for testing non-nested hypotheses to illustrate the techniques ...
International Finance Discussion Papers , Paper 276

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