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Journal Article
Operations of the Federal Reserve Bank of St. Louis - 1977
Speech
Opening remarks
Given at the 36th Annual Economic Policy Conference, St. Louis. October 20, 2011.
Report
Making change: reinventing the Federal Reserve
Essay from the 1997 Annual Report.
Report
Annual Report 2018
What was inspired by a single idea penned in a 1961 cover memo has grown into a public database of more than a half-million economic and socioeconomic time series. Meet FRED® (Federal Reserve Economic Data), the signature economic database of the Federal Reserve Bank of St. Louis.Our 2018 annual report is all about FRED and its family of information services. Read the essays, watch the interviews and find out what FRED enthusiasts—among the 5.9 million users worldwide—have to say about the importance of data access to informed decision-making.The annual report also includes messages from ...
Journal Article
Replicability, real-time data, and the science of economic research: FRED, ALFRED, and VDC
This article discusses the linkages between two recent themes in economic research: "real time" data and replication. These two themes share many of the same ideas, specifically, that scientific research itself has a time dimension. In research using real-time data, this time dimension is the date on which particular observations, or pieces of data, became available. In work with replication, it is the date on which a study (and its results) became available to other researchers and/or was published. Recognition of both dimensions of scientific research is important. A project at the ...
Journal Article
Operations of the Federal Reserve Bank of St. Louis - 1978
Conference Paper
Inflation targeting in a St. Louis model of the 21st century
Report
Many moving parts: a look inside the U.S. labor market
Essay from the 2010 Annual Report.
Working Paper
Can risk explain the profitability of technical trading in currency markets?
Academic studies show that technical trading rules would have earned substantial excess returns over long periods in foreign exchange markets. However, the approach to risk adjustment has typically been rather cursory. We examine the ability of a wide range of models: CAPM, quadratic CAPM, downside risk CAPM, C-CAPM, Carhart?s 4-factor model, an extended C-CAPM with durable consumption, Lustig-Verdelhan (LV) factors, volatility, skewness and liquidity to explain these technical trading returns. No model plausibly accounts for a substantial amount of technical profitability in the foreign ...