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DP15109 Modeling and Forecasting Macroeconomic Downside Risk 智库出版物
2022
作者:  Davide Delle Monache;  Andrea De Polis;  Ivan Petrella
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Business cycle  Downside risk  Skewness  Score driven models  Financial conditions  
DP15337 The Global Factor Structure of Exchange Rates 智库出版物
2020
作者:  Sofonias Alemu Korsaye;  Fabio Trojani;  Andrea Vedolin
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
International asset pricing  Stochastic discount factor  Factor models  Financial frictions  Market segmentation  Incomplete markets  Capital flows  Regularization  Lasso  
DP15190 Global Business and Financial Cycles: A Tale of Two Capital Account Regimes 智库出版物
2020
作者:  Alessandro Rebucci;  Julien Acalin
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Business cycles  Global financial cycle  Factor-models  Panel vars  China  South korea  
DP15109 Modeling and Forecasting Macroeconomic Downside Risk 智库出版物
2020
作者:  Davide Delle Monache;  Andrea De Polis;  Ivan Petrella
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Business cycle  Financial conditions  Downside risk  Skewness  Score driven models  
DP14404 Global Macro-Financial Cycles and Spillovers 智库出版物
2020
作者:  Jongrim Ha;  M. Ayhan Kose;  Christopher Otrok;  Eswar Prasad
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Global business cycles  Global financial cycles  Common shocks  International spillovers  Dynamic factor models  
DP13980 Bank intermediation activity in a low interest rate environment 智库出版物
2019
作者:  Michael Brei;  Claudio Borio;  Leonardo Gambacorta
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
monetary policy  Bank business models  Financial crisis  
DP12624 Modeling Your Stress Away 智库出版物
2018
作者:  Friederike Niepmann;  Viktors Stebunovs
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Stress tests  Financial institutions  Regulation  Credit risk models  
New road infrastructure: The effects on firms 智库出版物
2017
作者:  Steve Gibbons;  Teemu Lyytikainen;  Henry Overman;  Rosa Sanchis-Guarner
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Productivity  Technology  Tfp  Us  Financial crisis  economic models  
DP11599 Adaptive state space models with applications to the business cycle and financial stress 智库出版物
2016
作者:  Ivan Petrella;  Fabrizio Venditti;  Davide Delle Monache
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
State space models  Time-varying parameters  Score-driven models  Business cycle  Financial stress  
DP11588 Macroeconomics and Consumption 智库出版物
2016
作者:  John Muellbauer
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Dsge  Macroeconomic policy models  Finance and the real economy  Financial crisis  Consumption  Credit constraints  Household portfolios  Asset prices