Center for Monetary Research Economic Letters

FRBSF Economic Letters are brief summaries of SF Fed economic research that explain in reader-friendly terms what our work means for the people we serve. This section contains Economic Letters on monetary economics and macro-finance topics.

  • The AI Moment? Possibilities, Productivity, and Policy

    2026-06 | February 23, 2026

    Mary C. Daly

    AI adoption and use are still evolving, and the technology itself is changing rapidly. What we know about AI and its impact on productivity growth and the economy remains uncertain. Transformations take time. We need to look for early indicators in the data and in business to get monetary policy right. The following is adapted from remarks by the president of the Federal Reserve Bank of San Francisco to the Silicon Valley Leadership Group and San Jose State University in San Jose, California, on February 17.

  • Is the PPPLF Still Encouraging Small Business Lending?

    2026-04 | February 9, 2026

    Lora Dufresne, Mark Spiegel

    The Federal Reserve designed its Paycheck Protection Program Liquidity Facility to ease liquidity issues and support small business lending during the pandemic. The liquidity facility allowed banks to pledge Paycheck Protection Program loans as risk-free collateral during the beginning of the COVID-19 pandemic. Analysis shows that, although the program has essentially ended, the positive effects on small business lending have persisted, particularly among small banks with lower liquidity, in keeping with the intent of the program.

  • The Changing Sensitivity of Interest Rates to Oil Supply News

    2025-30 | December 15, 2025

    Wataru Miyamoto, Rami Najjar, Thuy Lan Nguyen, Dmitriy Sergeyev

    A decrease in oil supply drives up oil prices, which can raise unemployment and inflation. To counter adverse effects on inflation, a central bank may choose to increase its policy rate, potentially reducing economic activity further. Changing interest rates can thus shape how unexpected oil price changes affect the economy. In recent years, interest rates have become more sensitive to unexpected oil supply news. However, market-based long-term U.S. inflation expectations did not shift significantly in response to oil supply news, suggesting that the public’s inflation expectations remain well anchored.

  • Modern Central Banking: Monetary Policy Implementation and Communication

    2025-27 | November 17, 2025

    Mary C. Daly

    Central banks set policy to support the economy, provide liquidity, and promote financial stability. Modern central banking requires adaptation to current demands and a framework that fosters agility and readiness. Accordingly, central banks have used their balance sheets as policy tools over the past two decades. These tools demand clear communication to the public. The following is adapted from remarks presented by the president of the Federal Reserve Bank of San Francisco at the Institute of International and European Affairs in Dublin, Ireland, on November 13.

  • Market Reactions to Tariff Announcements

    2025-23 | October 6, 2025

    Rohit Garimella, Simon Kwan, Thomas Mertens

    Financial markets repriced assets across a wide range of sectors following the U.S. trade policy announcement on April 2, 2025. Analysis suggests that market participants interpreted tariffs to have direct effects not only on companies in the sectors involved but also indirect effects on overall demand. Investors expected declines in corporate profits to be persistent both in the United States and abroad. The U.S. dollar depreciated against other safe-haven currencies, which points to investors reallocating their portfolios away from the United States and toward other markets.

  • The Zero Lower Bound Remains a Medium-Term Risk

    2025-16 | July 7, 2025

    Sophia Cho, Thomas Mertens, John Williams

    Financial markets—specifically derivatives—contain information about the range of probable future short-term interest rates. The information from this statistical distribution can help measure the perceived risk of interest rates returning to the zero lower bound in the future. The risk varies over time, driven mainly by the expected level of interest rates. At longer forecast horizons, a higher risk of returning to the lower bound primarily reflects a higher amount of uncertainty. Currently, the perceived risk appears slim over the next few years but is significant at longer horizons.

  • Dynamic Central Bank Communication

    2025-15 | June 30, 2025

    Mary C. Daly

    Central banks have a responsibility to share information in ways that improve the public’s understanding. This communication must be consistent enough that people can follow, and dynamic enough that it can adjust to the circumstances that are faced. Federal Reserve communications over the past 30 years have evolved to become significantly more transparent. The following is adapted from remarks presented by the president of the Federal Reserve Bank of San Francisco at the Western Economic Association International 100th Annual Conference in San Francisco on June 22.

  • Do Local Economic Conditions Influence FOMC Votes? 

    2025-13 | June 2, 2025

    Anton Bobrov, Rupal Kamdar, Caroline Paulson, Aditi Poduri, Mauricio Ulate

    Monetary policy in the United States is determined by the Federal Open Market Committee (FOMC), a decisionmaking body that includes regional representation. Evidence shows that the economic conditions in their respective regions have influenced how presidents of the 12 regional Federal Reserve Districts voted at the FOMC meetings in past decades. Specifically, a 1 percentage point higher unemployment rate in a District relative to the national average is associated with a 9 percentage point higher probability of dissenting in favor of looser policy during the FOMC vote.

  • A Rising Star: The Natural Interest Rate in the Euro Area

    2025-11 | May 12, 2025

    Jens H. E. Christensen, Sarah Mouabbi

    The natural rate of interest, also known as r-star, is a key variable for analyzing fiscal and monetary policy. A novel method of measuring this rate for the euro area uses a yield curve model estimated directly on the prices of bonds that are indexed to euro-area inflation. Estimates suggest that the euro-area natural interest rate declined persistently in the two decades before the pandemic but has risen notably in recent years. Projections using this methodology suggest that the rate is likely to increase further, albeit more gradually.

  • Underlying Trends in the U.S. Neutral Interest Rate

    2025-10 | April 21, 2025

    Carlos Carvalho, Andrea Ferrero, Felipe Mazin, Fernanda Nechio

    After a prolonged decline, U.S. inflation-adjusted interest rates have increased somewhat since the pandemic—possibly implying a higher new normal. As central banks attempt to tame the post-pandemic inflationary bout, whether real rates will fall back closer to pre-pandemic levels will ultimately depend on the trends in their long-term underlying determinants. Estimates suggest that the pre-pandemic downward pressures from global factors and from U.S. population aging have faded, while fiscal conditions continue to put upward pressure on U.S. real rates.