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Journal Article
Distorted data?
McElhattan, Rose (1979)
FRBSF Economic Letter

Journal Article
Economic data—appearances can be deceiving
Bullard, James B. (2011-10)
The Regional Economist , Issue Oct , Pages 3

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

Journal Article
Statistical malpractice
Gorham, Michael (1977)
FRBSF Economic Letter

Speech
Innovative statistics for a dynamic economy: a speech at the National Association for Business Economics Professional Development Seminar for Journalists, Washington, D.C., May 24, 2006
Kroszner, Randall S. (2006)
Speech , Paper 201

Working Paper
A reconsideration of the properties of the generalized method moments in asset pricing models
Neely, Christopher J. (1994)
This paper tests the small sample properties of Hansen's (1982) Generalized Method of Moments (GMM) on simulated data from a consumption based asset pricing model. In finite samples the estimates of the coefficient of relative risk aversion and the discount parameter are strongly biased due to the unusual shape of the GMM criterion function for the model and the GMM test statistics perform poorly. In fact, the finite sample properties of the test statistics suggest the rejection results achieved by applying GMM to representative agent asset pricing models with real data (Hansen and Singleton ...
Working Papers , Paper 1994-010

Working Paper
Optimal variance ratio tests for serial dependence and a test for mean reversion
Faust, Jon (1989)
Research Working Paper , Paper 89-07

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

Working Paper
Tolerance-width groupings for editing banking deposits data: an analysis of variance of variances
Pierce, David A.; Bauer, Laura L. (1989)
Finance and Economics Discussion Series , Paper 72

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

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