NY Fed | Research Publications | Quantitative Methods http://www.newyorkfed.org/rss/index.html <![CDATA[Performance Maximization of Actively Managed Funds.]]> http://www.newyorkfed.org/research/staff_reports/sr427.html Federal Reserve Bank of New York Staff Reports Staff Report Number 427, January 2010.]]> en 2010-01-20T11:52:29-5:00 2010-01-20T11:52:29-5:00 January 2010 Staff Report Number 427 G11 G12 G13 G14 NYFed Federal Reserve Bank of New York <![CDATA[Real Time Underlying Inflation Gauges for Monetary Policymakers.]]> http://www.newyorkfed.org/research/staff_reports/sr420.html Federal Reserve Bank of New York Staff Reports Staff Report Number 420, December 2009.]]> en 2009-12-24T11:20:38-5:00 2009-12-24T11:20:38-5:00 December 2009 Staff Report Number 420 C13 C33 E31 NYFed Federal Reserve Bank of New York <![CDATA[Measuring Consumer Uncertainty about Future Inflation.]]> http://www.newyorkfed.org/research/staff_reports/sr415.html Federal Reserve Bank of New York Staff Reports Staff Report Number 415, December 2009.]]> en 2009-12-17T11:59:24-5:00 2009-12-17T11:59:24-5:00 December 2009 Staff Report Number 415 C81 D12 E52 NYFed Federal Reserve Bank of New York <![CDATA[Valuing the Treasury's Capital Assistance Program.]]> http://www.newyorkfed.org/research/staff_reports/sr413.html Federal Reserve Bank of New York Staff Reports Staff Report Number 413, December 2009.]]> en 2009-12-15T12:33:34-5:00 2009-12-15T12:33:34-5:00 December 2009 Staff Report Number 413 G13 G21 G28 G01 NYFed Federal Reserve Bank of New York <![CDATA[Dynamic Hierarchical Factor Models.]]> http://www.newyorkfed.org/research/staff_reports/sr412.html Federal Reserve Bank of New York Staff Reports Staff Report Number 412, December 2009.]]> en 2009-12-14T09:26:47-5:00 2009-12-14T09:26:47-5:00 December 2009 Staff Report Number 412 C10 C20 C30 NYFed Federal Reserve Bank of New York <![CDATA[Are Market Makers Uninformed and Passive? Signing Trades in the Absence of Quotes.]]> http://www.newyorkfed.org/research/staff_reports/sr395.html Federal Reserve Bank of New York Staff Reports Staff Report Number 395, September 2009.]]> en 2009-09-25T17:12:39-4:00 2009-09-25T17:12:39-4:00 September 2009 Staff Report Number 395 G10 G14 G12 G19 NYFed Federal Reserve Bank of New York <![CDATA[Real-Time Inflation Forecasting in a Changing World.]]> http://www.newyorkfed.org/research/staff_reports/sr388.html Federal Reserve Bank of New York Staff Reports Staff Report Number 388, August 2009.]]> en 2009-08-28T10:00:27-4:00 2009-08-28T10:00:27-4:00 August 2009 NY Fed | Research Publications | Staff Reports Staff Report Number 388 C11 C22 C53 E31 NYFed Federal Reserve Bank of New York <![CDATA[Parsimonious Estimation with Many Instruments.]]> http://www.newyorkfed.org/research/staff_reports/sr386.html Federal Reserve Bank of New York Staff Reports Staff Report Number 386, August 2009.]]> en 2009-08-26T11:17:14-4:00 2009-08-26T11:17:14-4:00 August 2009 NY Fed | Research Publications | Staff Reports Staff Report Number 386 C30 C59 C13 NYFed Federal Reserve Bank of New York <![CDATA[CONDI: A Cost-of-Nominal-Distortions Index.]]> http://www.newyorkfed.org/research/staff_reports/sr367.html Federal Reserve Bank of New York Staff Reports Staff Report Number 367, March 2009.]]> en 2009-03-10T16:51:10-4:00 2009-03-10T16:51:10-4:00 March 2009 NY Fed | Research Publications | Staff Reports Staff Report Number 367 E31 E52 E58 NYFed Federal Reserve Bank of New York <![CDATA[Model Selection Criteria for Factor-Augmented Regressions.]]> http://www.newyorkfed.org/research/staff_reports/sr363.html Federal Reserve Bank of New York Staff Reports Staff Report Number 363, February 2009.]]> en 2009-02-11T09:42:36-5:00 2009-02-11T09:42:36-5:00 February 2009 NY Fed | Research Publications | Staff Reports Staff Report Number 363 C22 C52 E37 NYFed Federal Reserve Bank of New York <![CDATA[The Term Structure of Inflation Expectations.]]> http://www.newyorkfed.org/research/staff_reports/sr362.html Federal Reserve Bank of New York Staff Reports Staff Report Number 362, February 2009.]]> en 2009-02-02T14:54:05-5:00 2009-02-02T14:54:05-5:00 February 2009 NY Fed | Research Publications | Staff Reports Staff Report Number 362 G10 G12 NYFed Federal Reserve Bank of New York <![CDATA[Commodity Price Movements and PCE Inflation]]> http://www.newyorkfed.org/research/current_issues/ci14-8.html en 2008-12-01T10:19:37-5:00 2008-12-01T10:19:37-5:00 November 2008 NY Fed | Research Publications | Current Issues vol. 14, no. 8 E31 D24 NYFed Federal Reserve Bank of New York <![CDATA[The Topology of the Federal Funds Market.]]> http://www.newyorkfed.org/research/staff_reports/sr354.html Federal Reserve Bank of New York Staff Reports Staff Report Number 354, November 2008.]]> en 2008-11-05T09:41:30-5:00 2008-11-05T09:41:30-5:00 November 2008 NY Fed | Research Publications | Staff Reports Staff Report Number 354 E40 E58 E59 G10 NYFed Federal Reserve Bank of New York <![CDATA[ESOP Fables: The Impact of Employee Stock Ownership Plans on Labor Disputes.]]> http://www.newyorkfed.org/research/staff_reports/sr347.html Federal Reserve Bank of New York Staff Reports Staff Report Number 347 , September 2008.]]> en 2008-09-10T16:05:28-4:00 2008-09-10T16:05:28-4:00 September 2008 NY Fed | Research Publications | Staff Reports Staff Report Number 347 C78 D82 J52 NYFed Federal Reserve Bank of New York <![CDATA[Pricing the Term Structure with Linear Regressions.]]> http://www.newyorkfed.org/research/staff_reports/sr340.html Federal Reserve Bank of New York Staff Reports Staff Report Number 340 , August 2008.]]> en 2008-08-07T11:39:45-4:00 2008-08-07T11:39:45-4:00 August 2008 NY Fed | Research Publications | Staff Reports Staff Report Number 340 G10 G12 NYFed Federal Reserve Bank of New York