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debt_data_Hamilton&Wu
Data regarding FED holdings of Treasuries by maturity bins from 1990 to 2010.
FED
The Federal Reserve System is the central bank of the United States. It performs five general functions to promote the effective operation of the U.S. economy and, more generally, the public interest. The Federal Reserve ...
SPF
The Survey of Professional Forecasters is the oldest quarterly survey of macroeconomic forecasts in the United States. The survey began in 1968 and was conducted by the American Statistical Association and the National ...
TFP_Fernald
This paper describes a real-time, quarterly growth-accounting database for the U.S. business sector. The data on inputs, including capital, are used to produce a quarterly series on total factor productivity (TFP). In ...
debt_data_Kuttner
Data regarding FED holdings of Treasuries by maturity bins prior to 1990.
Discount rates, debt maturity, and the fiscal theory
(2021-10-12)
This paper examines how the transmission of government portfolio risk arising from maturity operations depends on the stance of monetary/fiscal policy. Accounting for risk premia in the fiscal theory allows the government ...