We examine the impact of systematic media reporting on household inflation expectations, focusing on how selective news ...

Monetary Policy Surprises data capture the exogenous changes in interest rates over tight windows around the monetary policy announcements of the Federal Open Market Committee (FOMC). This page ...

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...

Treasury Yield Skewness provides daily indicators measuring the risks to the future outlook for interest rates, based on prices of Treasury derivatives and the methodology of Bauer and Chernov (2024).

Market-Based Monetary Uncertainty provides daily indicators measuring the uncertainty about future short-term interest rates based on financial market prices on any given day. These measures are ...

Mary C. Daly in conversation with Carolyn Holly at Boise State University. San Francisco Fed President Mary C. Daly discussed monetary policy, Idaho’s growing economy, and the Fed’s commitment to its ...

During the post-pandemic period, the vacancy-unemployment ratio was at historically high levels, but the strength of overall ...

This research brief employs mortgage data from the Home Mortgage Disclosure Act (HMDA) to examine the homebuying patterns of ...

Consumers’ perceptions of labor market conditions have historically aligned closely with the unemployment rate. However, the ...

In the wide-ranging profile, President Daly discussed her economic outlook, the Fed’s core responsibilities, and her journey ...