NY Fed | Research Publications | Quantitative Methods http://www.newyorkfed.org/rss/index.html <![CDATA[Time-Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum]]> http://www.newyorkfed.org/research/staff_reports/sr619.html Federal Reserve Bank of New York Staff Reports Staff Report Number 619, May 2013.]]> en 2013-05-14T13:13:11-4:00 2013-05-14T13:13:11-4:00 May 2013 Staff Report Number 619 C11 C15 NYFed Federal Reserve Bank of New York <![CDATA[Inflation in the Great Recession and New Keynesian Models]]> http://www.newyorkfed.org/research/staff_reports/sr618.html Federal Reserve Bank of New York Staff Reports Staff Report Number 618, May 2013.]]> en 2013-05-14T13:10:31-4:00 2013-05-14T13:10:31-4:00 May 2013 Staff Report Number 618 C52 E31 E32 E37 NYFed Federal Reserve Bank of New York <![CDATA[Geographical Reallocation and Unemployment during the Great Recession: The Role of the Housing Bust]]> http://www.newyorkfed.org/research/staff_reports/sr605.html Federal Reserve Bank of New York Staff Reports Staff Report Number 605, March 2013.]]> en 2013-03-25T09:36:31-4:00 2013-03-25T09:36:31-4:00 March 2013 Staff Report Number 605 J61 J64 R12 R23 NYFed Federal Reserve Bank of New York <![CDATA[The High-Frequency Response of Energy Prices to Monetary Policy: Understanding the Empirical Evidence]]> http://www.newyorkfed.org/research/staff_reports/sr598.html Federal Reserve Bank of New York Staff Reports Staff Report Number 598, February 2013.]]> en 2013-02-05T16:58:13-5:00 2013-02-05T16:58:13-5:00 February 2013 Staff Report Number 598 C01 E50 NYFed Federal Reserve Bank of New York <![CDATA[A Sampling-Window Approach to Transactions-Based Libor Fixing]]> http://www.newyorkfed.org/research/staff_reports/sr596.html Federal Reserve Bank of New York Staff Reports Staff Report Number 596, February 2013.]]> en 2013-02-04T15:55:37-5:00 2013-02-04T15:55:37-5:00 February 2013 Staff Report Number 596 G10 G18 G28 G01 NYFed Federal Reserve Bank of New York <![CDATA[Gender Discrimination and Social Identity: Experimental Evidence from Urban Pakistan]]> http://www.newyorkfed.org/research/staff_reports/sr593.html Federal Reserve Bank of New York Staff Reports Staff Report Number 593, January 2013.]]> en 2013-01-04T15:05:50-5:00 2013-01-04T15:05:50-5:00 January 2013 Staff Report Number 593 C72 C91 J16 Z10 NYFed Federal Reserve Bank of New York <![CDATA[Liquidity, Volatility and Flights to Safety in the U.S. Treasury Market: Evidence From A New Class of Dynamic Order Book Models]]> http://www.newyorkfed.org/research/staff_reports/sr590.html Federal Reserve Bank of New York Staff Reports Staff Report Number 590, December 2012.]]> en 2012-12-21T15:37:10-5:00 2012-12-21T15:37:10-5:00 December 2012 Staff Report Number 590 C58 G01 G12 NYFed Federal Reserve Bank of New York <![CDATA[No Good Deals-No Bad Models]]> http://www.newyorkfed.org/research/staff_reports/sr589.html Federal Reserve Bank of New York Staff Reports Staff Report Number 589, December 2012.]]> en 2012-12-20T16:53:52-5:00 2012-12-20T16:53:52-5:00 December 2012 Staff Report Number 589 G12 G13 NYFed Federal Reserve Bank of New York <![CDATA[The Measurement and Behavior of Uncertainty: Evidence from the ECB Survey of Professional Forecasters]]> http://www.newyorkfed.org/research/staff_reports/sr588.html Federal Reserve Bank of New York Staff Reports Staff Report Number 588, December 2012.]]> en 2012-12-20T16:52:44-5:00 2012-12-20T16:52:44-5:00 December 2012 Staff Report Number 588 C10 C83 D84 NYFed Federal Reserve Bank of New York <![CDATA[Rare Shocks, Great Recessions]]> http://www.newyorkfed.org/research/staff_reports/sr585.html Federal Reserve Bank of New York Staff Reports Staff Report Number 585, December 2012.]]> en 2012-12-14T12:34:53-5:00 2012-12-14T12:34:53-5:00 December 2012 Staff Report Number 585 C32 E32 NYFed Federal Reserve Bank of New York <![CDATA[On Bounding Credit Event Risk Premia]]> http://www.newyorkfed.org/research/staff_reports/sr577.html Federal Reserve Bank of New York Staff Reports Staff Report Number 577, October 2012.]]> en 2012-10-29T09:40:39-4:00 2012-10-29T09:40:39-4:00 October 2012 Staff Report Number 577 G10 G12 NYFed Federal Reserve Bank of New York <![CDATA[The Forward Guidance Puzzle]]> http://www.newyorkfed.org/research/staff_reports/sr574.html Federal Reserve Bank of New York Staff Reports Staff Report Number 574, October 2012.]]> en 2012-10-03T10:55:53-4:00 2012-10-03T10:55:53-4:00 October 2012 Staff Report Number 574 C53 E52 C54 NYFed Federal Reserve Bank of New York <![CDATA[Do Informal Referrals Lead to Better Matches? Evidence from a Firm's Employee Referral System]]> http://www.newyorkfed.org/research/staff_reports/sr568.html Federal Reserve Bank of New York Staff Reports Staff Report Number 568, August 2012.]]> en 2012-08-10T14:22:36-4:00 2012-08-10T14:22:36-4:00 August 2012 Staff Report Number 568 J30 J63 J64 NYFed Federal Reserve Bank of New York <![CDATA[DSGE Model-Based Forecasting]]> http://www.newyorkfed.org/research/staff_reports/sr554.html Federal Reserve Bank of New York Staff Reports Staff Report Number 554, March 2012.]]> en 2012-03-05T16:47:52-5:00 2012-03-05T16:47:52-5:00 March 2012 Staff Report Number 554 C11 C52 C54 NYFed Federal Reserve Bank of New York <![CDATA[Deficits, Public Debt Dynamics, and Tax and Spending Multipliers]]> http://www.newyorkfed.org/research/staff_reports/sr551.html Federal Reserve Bank of New York Staff Reports Staff Report Number 551, February 2012.]]> en 2012-02-16T16:55:58-5:00 2012-02-16T16:55:58-5:00 February 2012 Staff Report Number 551 E52 E62 NYFed Federal Reserve Bank of New York