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.

Macroeconomics

Working Paper

Large SVARs

WP 26-04/R – We develop a new algorithm to analyze economic data using SVAR models identified with sign restrictions. We demonstrate its usefulness on a small SVAR of the world oil market and a large SVAR of the U.S. economy.

Regional Economics

Working Paper

Rental Prices and the Cost of Living in the United States, 1914-2006

WP 26-28 – The Rent of Primary Residence (RoPR) series constructed by the Bureau of Labor Statistics implies that nominal rental prices increased by just 2.6 percent per year from 1914 to 2006 while overall prices grew by 3.3 percent.

Aruoba-Diebold-Scotti Business Conditions Index

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

The Evolution of the Corporate Bond Market: A Theoretical Analysis

WP 26-27 – The authors study the impact of three recent developments in the corporate bond market: an increase in dealers’ balance sheet costs, the rise of electronic trading platforms, and the shift in ownership toward mutual funds and ETFs.

Event

Oct

9-10

2026

Call for Papers: 2026 Conference on Real-Time Data Analysis, Methods, and Applications

Federal Reserve Bank of Philadelphia

Regional Economics

Working Paper

Fast Locations and Slowing Mobility

WP 26-26 – Declining internal migration in the United States is driven by increasing home attachment in “fast” locations with previously high rates of population turnover.

Banking Regulation with Risk of Sovereign Default

WP 26-25 – Banking regulation's failure to recognize the riskiness of government debt induces domestic banks to purchase risky government bonds and lowers the government’s borrowing costs. A government might use banking regulation to avert a default.