FRED

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Abstract
Federal Reserve Economic Data (FRED) is a database maintained by the Research division of the Federal Reserve Bank of St. Louisthat has more than 500,000 economic time series from 87 sources. The data can be viewed in graphical and text form or downloaded for import to a database or spreadsheet, and viewed on mobile devices. They cover banking, business/fiscal, consumer price indexes, employment and population, exchange rates, gross domestic product, interest rates, monetary aggregates, producer price indexes, reserves and monetary base, U.S. trade and international transactions, and U.S. financial data. The time series are compiled by the Federal Reserve and many are collected from government agencies such as the U.S. Census and the Bureau of Labor Statistics.
Research Area
Financial Markets
Transparency Lab
Macro Finance
Financial Institutions
Corporate Finance
Household Finance
Systemic Risk Lab
Keywords
firm valuation, real options, volatility, r&d expenses, pca, bank runs, risk taking, monetary policy, financial crisis, deposit insurance, bank regulation, inside debt, credit spreads, risk-taking, narrative approach, fiscal stabilization, tax multiplier, weak instruments, product market competition, peers, lbos, restructuring, leading indicator, eu industrial production, granger causality, turning points, forward-looking taylor rule, executive compensation, deferred compensation, corporate distress, asset pricing, general equilibrium, heterogeneous agents, interdependent preferences, portfolio choice, temperature shocks, long-run growth, asset prices, welfare costs, adaptation, liquidity premium, liquidity risk, tips, inflation swaps, tips-treasury puzzle, epstein-zin preferences, jump risk, stochastic volatility, level and slope of implied volatility smile, unconventional monetary policy, asset purchases, monetary transmission, sin stocks, sovereign bonds, term structure of interest rates, segmentation, liquidity, flight-to-safety, credit risk, reverse mortgage, consumption-portfolio decisions, optimal stopping, biometric risks, financial disasters
JEL Classification
G12, E5, G2, G21, G28, G32, G34, E62, H30, E69, C54, D43, G23, G24, E32, C22, C52, D51, D52, D53, E20, E21, F21, G11, E30, Q0, C51, G01, H63, E50, E51, E52, D91, G15, G18, D14, J14, R21
Working Paper References
Growth Options and Firm Valuation
Monetary Policy and Risk Taking
Bank Rescues and Bailout Expectations: The Erosion of Market Discipline During the Financial Crisis
How do insured deposits affect bank risk? Evidence from the 2008 Emergency Economic Stabilization Act
Direct and Indirect Risk-Taking Incentives of Inside Debt
Revisiting the Narrative Approach of Estimating Tax Multipliers
The Influence of Leveraged Buyouts on Target Firms’ Competitors
A Quasi Real-Time Leading Indicator for the EU Industrial Production
Abandon Ship: Deferred Compensation and Risk-Taking Incentives in Bad Times
International Capital Markets with Time-Varying Preferences
Temperature Shocks and Welfare Costs
The Missing Piece of the Puzzle: Liquidity Premiums in Inflation-Indexed Markets
Level and Slope of Volatility Smiles in Long-Run Risk Models
The Macroeconomic Effects of Asset Purchases Revisited
Pricing Sin Stocks: Ethical Preference vs. Risk Aversion
Much Ado About Nothing: A Study of Differential Pricing and Liquidity of Short and Long Term Bonds
When Should Retirees Tap Their Home Equity?
Topic
Saving and Borrowing
Stability and Regulation
Macro Finance
Publication Type
Research Data
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