We construct a new high-frequency measure of risk appetite shifts around Federal Open Market Committee (FOMC) meetings, the common component of changes in risk-sensitive indicators. Fed policy actions ...
This data series is part of the Center for Monetary Research. The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three ...
The Daily News Sentiment Index is a high frequency measure of economic sentiment based on lexical analysis of economics-related news articles. The index is described in Buckman, Shapiro, Sudhof, and ...
This data series is part of the Center for Monetary Research. This site presents a weekly and monthly series of the proxy funds rate, following Doh and Choi (2016), Choi, Doh, Foerster, and Martinez ...
This data series is part of the Center for Monetary Research. Market-Based Monetary Uncertainty provides daily indicators measuring the uncertainty about future short-term interest rates based on ...
The weekly Labor Market Stress Indicator (LMSI) tracks state-level labor market developments in real time to better understand labor market conditions as they evolve. The measure is built from weekly ...
The China Cyclical Activity Tracker, China CAT, is an alternative measure of China’s economic growth based on research in Fernald, Hsu, and Spiegel (2020). The China CAT index measures fluctuations in ...
The longest-term U.S. Treasury bonds that investors can buy mature in 30 years. Some other countries offer up to 50-year government bonds. Examining these foreign bond markets and extrapolating U.S.
Job-finding rates have declined over the past three years for people who are unemployed or are out of the labor force. Analysis shows that the decline in job finding for unemployed people has been ...
The unemployment rate has risen over half a percentage point since the second quarter of 2023. Individual survey data underlying the unemployment rate can help in assessing which labor market ...
The natural rate of interest is the inflation-adjusted interest rate consistent with the economy operating at full capacity. Although this rate helps gauge the economy’s health, empirical estimates of ...
EERN Co-head Huiyu Li introduces the EmergingTech Economic Research Network and shares its commitment to studying the impacts of emerging technologies. The Federal Reserve Bank of San Francisco ...
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