Research Data

Data files for FEDS working papers are now available with the papers for which the data sets were created. Links on this page will take you to the appropriate files for that working paper. Please update your bookmarks to reflect this change.

Finance and Economics Discussion Series Working Papers

The TIPS Yield Curve and Inflation Compensation (2008-05)
Refet S. Gurkaynak, Brian Sack, and Jonathan H. Wright

Expected Stock Returns and Variance Risk Premia (2007-11)
Tim Bollerslev and Hao Zhou

The U.S. Treasury Yield Curve: 1961 to the Present (2006-28)
Refet S. Gurkaynak, Brian Sack, and Jonathan H. Wright

Estimates of Home Mortgage Originations, Repayments, and Debt on One-to-Four-Family Residences (2005-41)
Alan Greenspan and James Kennedy

An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates (2005-33)
Don H. Kim and Jonathan H. Wright

Employer-to-Employer Flows in the U.S. Labor Market: The Complete Picture of Gross Worker Flows (2004-34)
Bruce Fallick and Charles A. Fleischman

 

The data files were compressed with PKZIP; software to expand the files is available from PKWARE's website.