Unconventional monetary policy and the (Neo)Fisher effect: has the federal reserve misunderstood monetary policy? by Andrew Phiri

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INTERNATIONAL EXPERIENCE OF BANK SUPERVISION BY USA FEDERAL RESERVE SYSTEM AND THE ACTIVITIES OF THE CENTRAL BANK OF THE RUSSIAN FEDERATION by N. Morozko, F. Shogenova

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Transparency of the Federal Reserve, a Force of Stability or Volatility in Financial Markets Post 2008 and Prior to COVID-19? by Carolyne C. Soper, Monika K. Sywak

“…The event dates identified are when the United States Federal Reserve met and released their “summary of economic predictions”. …”
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FED Para Politikalarının Finansal Piyasalara ve Emtia Fiyatlarına Etkileri: Gelişmiş ve Gelişmekte Olan Ülkeler İçin Yapısal Kırılmalı Bir Ekonometrik Analiz by Hatıra Sadeghzadeh Emsen

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Defining Price Stability: Public Accountability of the European Central Bank’s Goal Independence by Mattias Vermeiren

“…In this article, I examine the politics of accountability underlying the ECB’s re-definition of its price stability objective through a comparison with the strategy review of the Federal Reserve, which went further than the ECB by setting an average inflation target that intentionally seeks to pursue periods of above-target inflation to compensate for periods of below-target inflation. …”
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Forecasting the Treasury Yield Spread for FRED T10Y2Y Data Based on Multiple Approaches by Leu Ying Chen

“…Based on the data from the Federal Reserve Economic Data (FRED) database (1976-2024), this study assesses the performance of four different models: multi-layer perceptron (MLP) regression, LSTM, ARIMA model and Facebook Prophet model. …”
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Analisando as decisões do COPOM by Paulo Rogério Faustino Matos, Jayme Andrade Neto

“…Este artigo visa modelar a política de condução da taxa de juros pelo Comitê de Política Monetária do Banco Central do Brasil (COPOM), seguindo metodologicamente o arcabouço estatístico desenvolvido por Engle & Russel (1998) e utilizado por Hamilton & Jord à (2002) no estudo das decisões do Federal Reserve nos Estados Unidos. Os resultados obtidos, observando - se o período de janeiro de 2002 a julho de 2010 com frequência semanal, sugerem que o COPOM seja influenciado pelos gastos governamentais e que este po ssua um comportamento forward - looking, atendo - se às expectativas do Produto Interno Bruto (PIB) e da inflação oficial do país. …”
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Dynamics Between Foreign Portfolio Investment, Stock Price and Financial Development in South Africa: A SVAR Approach by Kazeem Abimbola Sanusi, Zandri Dickason-Koekemoer

“…The goal of this study is to look into the dynamic relationship between stock prices, foreign portfolio investment, and financial development in the South African economy. Federal Reserve Economic Data (FRED) provided quarterly time series data from 1960 (Q1) to 2024 (Q2). …”
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Are Women More Risk Averse? A Sequel by Christos I. Giannikos, Efstathia D. Korkou

“…by Jianakoplos and Bernasek, suggests refinements in their model in relation to the database used, namely the U.S. Federal Reserve Board’s Survey of Consumer Finances (SCF), and performs new tests on the latest SCF from 2022. …”
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Hydrometeorological Variability of Olive Ridley Sea Turtle (<i>Lepidochelys olivacea</i>) Nesting Beaches: Implications for Conservation Practices by Anatoliy Filonov, Enrique Godínez-Domínguez, Iryna Tereshchenko, Cesar O. Monzon, David Avalos-Cueva, María del Refugio Barba-López

“…This study investigates the influence of hydrometeorological conditions on the nesting season and annual hatchling sex ratios conducted at the Playón de Mismaloya Federal Reserve in Tomatlán, Jalisco, Mexico. The research specifically examines variations in sand temperature at both the beach surface and nesting depths, with extended measurements taken at multiple depths (20, 40, 60, 80, and 100 cm) to analyze the vertical temperature gradient along the beach. …”
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Analysis of Investment Returns as Markov Chain Random Walk by Felix Okoe Mettle, Emmanuel Kojo Aidoo, Carlos Oko Narku Dowuona, Louis Agyekum

“…To this effect, a Markov chain random walk model was successfully developed and implemented on 450 monthly market returns data spanning from January 1976 to December 2020 for Canada, India, Mexico, South Africa, and Switzerland obtained from the Federal Reserves of the Bank of St. Louis. The limiting state probabilities and six-month moving crush probabilities were estimated for each country, and these were used to assess the performance of the markets. …”
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