98 posts on "Forecasting"
October 6, 2014
What Can We Learn from Prior Periods of Low Volatility?
Volatility, a measure of how much financial markets are fluctuating, has been near its record low in many asset classes.
September 26, 2014
The FRBNY DSGE Model Forecast
The U.S. economy has been in a gradual but slow recovery. Will the future be more of the same?
Posted at 10:00 am in DSGE, Fed Funds, Forecasting, Macroeconomics, Monetary Policy | Permalink | Comments (3)
September 25, 2014
An Assessment of the FRBNY DSGE Model’s Real‑Time Forecasts, 2010‑13
The previous post in this series showed how the Federal Reserve Bank of New York’s DSGE model can be used to provide an interpretation of the Great Recession and the slow recovery.
September 24, 2014
Developing a Narrative: The Great Recession and Its Aftermath
The severe recession experienced by the U.S. economy between December 2007 and June 2009 has given way to a disappointing recovery.
Posted at 7:00 am in DSGE, Forecasting, Macroeconomics, Monetary Policy, Recession | Permalink | Comments (5)
September 22, 2014
Forecasting with the FRBNY DSGE Model
The term DSGE, which stands for dynamic stochastic general equilibrium, encompasses a very broad class of macro models, from the standard real business cycle (RBC) model of Nobel prizewinners Kydland and Prescott to New Keynesian monetary models like the one of Christiano, Eichenbaum, and Evans.
June 2, 2014
Do Expected, in addition to Spot, U.S. Treasury Term Premiums Matter?
J. Benson Durham The spot term premium is the extra compensation investors require, today, to own long-term as opposed to short-term risk-free debt. The expected term premium is what they anticipate demanding later. Notably, the two don’t necessarily move in the same direction. Just as near-term expected short rates could decline with surprisingly easy monetary […]
May 16, 2014
Just Released: The New York Fed Staff Forecast—May 2014
Today, the Federal Reserve Bank of New York (FRBNY) is hosting the spring meeting of its Economic Advisory Panel (EAP).
Posted at 10:30 am in Exports, Forecasting, Inflation, Macroeconomics, Unemployment | Permalink | Comments (1)
May 12, 2014
Treasury Term Premia: 1961‑Present
Treasury yields can be decomposed into two components: expectations of the future path of short-term Treasury yields and the Treasury term premium.
February 20, 2014
Just Released: The Inflation Outlook in the Euro Zone . . . Survey Says
The European Central Bank (ECB) released its 2014:Q1 Survey of Professional Forecasters (SPF) on February 13.
Posted at 7:00 am in Euro Area, Forecasting, Inflation, International Economics, Macroeconomics | Permalink
December 6, 2013
Introducing the FRBNY Survey of Consumer Expectations: Household Finance Expectations
In this fourth and final post in our series describing the new FRBNY Survey of Consumer Expectations (SCE), we present the final component of the survey, dedicated to household finance.
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