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CHGDEL: Revised estimations for pre-2001 charge-off and delinquency rates
Models used to estimate data not reported by small commercial banks who filed the FFIEC 034 Call Report form prior...
2017-018: Macroeconomic Forecasting in Times of Crises
Pablo Guerrón-Quintana and Molin Zhong | We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes....
2017-017: Lining Up: Survey and Administrative Data Estimates of Wealth Concentration
Arthur B. Kennickell | The Survey of Consumer Finances (SCF) has a dual-frame sample design that supplements a standard area-probability...
2017-016: ICT Asset Prices: Marshaling Evidence into New Measures
David Byrne and Carol Corrado | This paper is a companion to our recent paper, "ICT Prices and ICT Services:...
2017-015: ICT Prices and ICT Services: What do they tell us about Productivity and Technology?
David Byrne and Carol Corrado | This paper reassesses the link between ICT prices, technology, and productivity. To understand how...