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Journal Article
Opportunity Zones: Understanding the Background and Potential Impact in Northeastern Illinois
O'Dell, Mark; Schuh, Elizabeth; Keller, Jason; Kenney, Erin (2019)
This article offers a primer on: Opportunity Zones, highlighting the designation process for census tracts in northeastern Illinois; Qualified Opportunity Funds (QOF) ? the vehicle that will facilitate investment in designated areas; and finally, how QOFs will help facilitate the goals of the Chicago Metropolitan Agency for Planning?s ON TO 2050 Plan.
Profitwise , Issue 1 , Pages 1-16

Report
Is implied correlation worth calculating? Evidence from foreign exchange options and historical data
Lopez, Jose A.; Walter, Christian (1997)
This paper examines the performance of implied correlations in forecasting subsequently realized correlations between exchange rates. Implied correlations are derived from sets of implied volatilities on the three exchange rates in a currency trio. We compare the forecasting performance of the implied correlations from two currency trios with markedly different characteristics over two forecast horizons (one month and three months) against a set of alternative correlation forecasts based on time-series data. ; For the correlations in the USD/DEM/ JPY currency trio, we find that the ...
Research Paper , Paper 9730

Journal Article
How statistics can mislead
Zaretsky, Adam M. (1995-10)
The Regional Economist , Issue Oct , Pages 10-11

Working Paper
The national survey of small business finances: description and preliminary evaluation
Elliehausen, Gregory E.; Cox, Brenda G.; Wolken, John D. (1989)
Finance and Economics Discussion Series , Paper 93

Journal Article
Price hedonics: a critical review
Hulten, Charles R. (2003-09)
This paper was presented at the conference "Economic Statistics: New Needs for the Twenty-First Century," 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. The main objective of this paper is to make a start in the evaluation of price hedonics. The author describes the hedonic model and reviews its main uses, because the credibility of price hedonics depends in part on the current state of academic research. This is a brief overview. The author then turns to some of the ...
Economic Policy Review , Issue Sep , Pages 5-15

Journal Article
Economic statistics: new needs for the twenty-first century - opening remarks
Stewart, Jamie B. (2003-09)
The purpose of this conference was to deepen our understanding of some of the key conceptual issues current facing those charged with measuring the performance of the U.S. economy and other economies around the globe. The speakers discussed recent efforts to improve economic and financial data and explore strategies for meeting the challenges that lay ahead. The conference focused on four key areas: 1) the measurement of intangible capital, 2) the measurement of service sector output, prices and productivity, 3) the measurement of international capital positions and flows, and 4) the use of ...
Economic Policy Review , Issue Sep , Pages 3-4

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

Briefing
Why Use a Diffusion Index?
Pinto, Santiago; Waddell, Sonya Ravindranath (2022-06)
Diffusion indexes are a useful way to summarize economic information from surveys because they are easy to understand and correlate well with economic activity over time. To use diffusion indexes most effectively as a measure of change, however, it is important that the extensive margin of the indicator in question explains more of the change in that indicator than the intensive margin. This article, and the papers described in it, can also be used to develop a confidence interval around any diffusion index.
Richmond Fed Economic Brief , Volume 22 , Issue 22

Working Paper
Distributions of error correction tests for cointegration
MacKinnon, James G.; Ericsson, Neil R. (1999)
This paper provides cumulative distribution functions, densities, and finite sample critical values for the single-equation error correction statistic for testing cointegration. Graphs and response surfaces summarize extensive Monte Carlo simulations and highlight simple dependencies of the statistic's quantiles on the number of variables in the error correction model, the choice of deterministic components, and the estimation sample size. The response surfaces provide a convenient way for calculating finite sample critical values at standard levels; and a computer program, freely available ...
International Finance Discussion Papers , Paper 655

Journal Article
A revised picture: has our view of the economy changed?
Bernard, Theodore G. (1986-04)
A discussion of the major statistical changes in the December 1985 benchmark revisions of the National Income and Product Accounts statistics and of their impact on business cycle timing and magnitudes.
Economic Commentary , Issue Apr

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