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.


Features
GDPNow Forecast for Second Quarter Ticks Down to 1.7 Percent

GDPNow Forecast for Second Quarter Ticks Down to 1.7 Percent

On 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.
Read more
Affine Term Structure Pricing with Bond Supply as Factors

Affine Term Structure Pricing with Bond Supply as Factors

Fumio 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.
Read more
UPDATES & OTHER NEWS