The Economy

We produce and compile research and data on the overall economy, banking and financial markets. Our goal is to help financial institutions operate in a safe manner and support a robust U.S. financial system.

Over a Century of Housing Prices, All in One Place

Economic Insights — Our Historical Housing Prices Project charts changing prices in major U.S. cities since 1890.

Macroeconomics

Working Paper

Spreading Out Across Expanding Idea Space

WP 26-39 – Over nearly two centuries, U.S. inventions have become increasingly dissimilar: not just fewer head-to-head collisions between inventors, but growing distance between neighboring inventions.

Aruoba-Diebold-Scotti Business Conditions Index

An index designed to track real business conditions at high observation frequency

The Economy

Working Paper

ForeComp: An R Package for Comparing Predictive Accuracy Using Fixed-Smoothing Asymptotics

WP 26-38 – We introduce ForeComp, an R package for comparing predictive accuracy using Diebold–Mariano type tests of equal predictive ability with standard and fixed-smoothing inference.

Event

Oct

9-10

2026

2026 Conference on Real-Time Data Analysis, Methods, and Applications

Federal Reserve Bank of Philadelphia

Macroeconomics

Working Paper

Testing for Endogeneity: A Moment-Based Bayesian Approach

WP 24-19/R – A standard assumption in the Bayesian estimation of linear regression models is that the regressors are exogenous in the sense that they are uncorrelated with the model error term. In practice, however, this assumption can be invalid.

Macroeconomics

Working Paper

Inference Based on Scale, Label, and Economic Restrictions

WP 26-36 – The results of nearly 100 prominent studies in empirical macroeconomics have been called into question by Baumeister and Hamilton (2018).