The San Francisco Fed’s latest Advisory Council Observations offer a real‑time look at how businesses, households, and ...
Survey responses from chief financial officers and other financial decisionmakers yield a new measure of inflation ...
We develop a non-parametric filter that identifies sustained directional runs in shocks to monthly inflation—a concept we ...
In “We Won’t be Missed: Work and Growth in the Era of AGI,” Pascual Restrepo tackles an essential question: what will happen to the economy and workers as AI automation progresses? His answer: AGI can ...
The Center for Monetary Research provides recurring updates to interactive data series on specific topics in monetary economics and macro-finance. Data sets on this page include interest rate ...
AI automation typically requires task-level fixed costs, such as model training or fine-tuning. We develop a quantitative task-based framework in which automation depends jointly on relative marginal ...
SF President Mary C. Daly will join Fed Vice Chair Michelle Bowman, Fed Governor Christopher Waller, and Chicago Fed ...
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 ...
We develop a non-parametric filter that identifies sustained directional runs in shocks to monthly inflation—a concept we define as “inflation shock momentum.” By assessing the shocks to over 100 ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results