Datasets

• Main Street Priority Loan Facility

  The Federal Reserve established a Main Street Lending Program (Program) to help credit flow to small and medium-sized for-profit businesses and nonprofit organizations that were...

• Main Street New Loan Facility

  The Federal Reserve established a Main Street Lending Program (Program) to help credit flow to small and medium-sized for-profit businesses and nonprofit organizations that were...

• Securities Underwriting & Dealing Subsidiaries

  A broker-dealer authorized to engage in securities underwriting, dealing, or market-making may, under certain circumstances, be acquired by a bank holding company, by a foreign...

• Notice of Formations and Mergers of, and Acquisitions by, Bank Holding Companies; Change in Bank Control

  The H.2A release lists all applications and notices that have been filed or will be filed shortly with the Federal Reserve System under the Bank Holding Company Act, the Change...

• Municipal Liquidity Facility

  In response to the COVID-19 crisis, the Board's emergency lending facilities have provided a critical backstop. The Board launched a centralized 13(3) Lending Facilities Data...

• Paycheck Protection Program Liquidity Facility (PPPLF)

  In response to the COVID-19 crisis, the Board's emergency lending facilities have provided a critical backstop. The Board launched a centralized 13(3) Lending Facilities Data...

• Index of Common Inflation Expectations

  The Index of Common Inflation Expectations (CIE) pulls together a variety of measures that look at the inflation expectations of economic agents. Data dimensions include the...

• Updating the Recession Risk and the Excess Bond Premium

  The excess bond premium (EBP) is a measure of investor sentiment or risk appetite in the corporate bond market. A credit spread index can be decomposed into two components: a...

• Tips from TIPS: Update and Discussions

  D'Amico, Kim, and Wei use a no-arbitrage term structure model to decompose TIPS inflation compensation into three components: inflation expectation, inflation risk premium, and...

• Estimating U.S. Cross-Border Securities Flows: Ten Years of the TIC SLT

  The TIC Form SLT collects monthly data on the market value of long-term cross-border securities holdings by country, type of foreign holder (official or private), and type of...

• A New Index to Measure U.S. Financial Conditions

  An index that can be used to gauge broad financial conditions and assess how these conditions are related to future economic growth. The index is broadly consistent with how the...

• Measurement and Effects of Supply Chain Bottlenecks Using Natural Language Processing

  The Supply Chain Bottleneck Sentiment (SCB Sentiment) index measures supply chain bottlenecks by analyzing narratives from the Federal Reserve's Beige Books using machine...

• Your Friends, Your Credit: Social Capital Measures Derived from Social Media and the Credit Market

  This dataset presents a social trust index based on average credit scores at the zip code level.

• Cross-Sectional Financial Conditions, Business Cycles and The Lending Channel

  This dataset documents business cycle properties of the full cross-sectional distributions of U.S. stock returns and credit spreads from financial and nonfinancial firms. The...

• Open Source Cross-Sectional Asset Pricing

  These data and code successfully reproduce nearly all cross-sectional stock return predictors. The 319 characteristics draw from previous meta-studies, but authors differ by...

• What Drives U.S. Treasury Re-use?

  Based on confidential supervisory data, this dataset estimates the degree of collateral re-use at the dealer level through their collateral multiplier: the ratio between a...

• Changes in Women's Representation in Economics: New Data from the AEA Papers and Proceedings

  This dataset sheds light on the evolution of published contributions of women economists over a 110-year period. The dataset is collected from the Papers and Proceedings...

• Indicative Forward-Looking SOFR Term Rates

  This dataset includes indicative forward-looking term rates derived from end-of-day SOFR futures prices. It also includes compound averages of daily SOFR rates. In 2017 the...

• Updating the Labor Market Conditions Index

  The LMCI is derived from a dynamic factor model that extracts the primary common variation from 19 labor market indicators. One essential feature of the authors' factor model is...

• Yield Curve Models and Data - TIPS Yield Curve and Inflation Compensation

  The yield curve, also called the term structure of interest rates, refers to the relationship between the remaining time-to-maturity of debt securities and the yield on those...