Center for Quantitative Economic Research
The Center for Quantitative Economic Research (CQER) of the Federal Reserve Bank of Atlanta advances empirical research in economics and promotes forecasting models usable for policy studies.
GDPNow Forecast for Second Quarter Ticks Down to 1.7 PercentOn May 4, the GDPNow model forecast for real GDP growth in the second quarter of 2016 is 1.7 percent. View GDPNow for more details.
Affine Term Structure Pricing with Bond Supply as FactorsFumio Hayashi
CQER Working Paper 16-01 (April)
The author investigates how the maturity structure of government debt affects the yield curve. He uses an affine term structure model in which the factors for the yield curve include the short rate and the government bond supply for each maturity.
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Center for Financial Innovation and Stability (CenFIS)
Advancing knowledge of the connection between financial innovation and stability through conferences and research on issues and government policies.