금융 | A policy model to analyze macroprudential regulations and monetary policy | 한국금융연구원

[LHKOREA]

2014-09-16 일자 [제 14-66 호]

A policy model to analyze macroprudential regulations and monetary policy
BIS (2014-09-15)

We construct a small-open-economy, New Keynesian dynamic stochastic general-equilibrium model with real-financial linkages to analyze the effects of financial shocks and macroprudential policies on the Canadian economy. Our model ..  more

Banks, shadow banking, and fragility
ECB (2014-09-16)

This paper studies a banking model of maturity transformation in which regulatory arbitrage induces the coexistence of regulated commercial banks and unregulated shadow banks. We derive three main results: First, the relative size ..  more

The African financial development and financial inclusion gaps
World Bank (2014-09-16)

This paper investigates the African financial development and financial inclusion gaps relative to other peer developing countries. The paper uses a set of variables related to financial development and inclusion. It first estimat ..  more

제 목	발행기관	발행일자
Handful of small banks must catch up to Basel III	ABA	14-09-11
M&A: Gray means green-for somebody	ABA	14-09-11
20 years in, NAFTA finally sours the US sugar program	AEI	14-09-11
Venturing, Cautiously, into International Trade Finance	BAI	14-09-15
Anticipating Uncertainty with Scenario Planning	BAI	14-09-11
Improving Productivity of Knowledge Workers	BAI	14-09-11
Preventing Data Theft at the Branch Level	BAI	14-09-11
Serving the Underserved with Prepaid Cards	BAI	14-09-11
Targeted Data, Not Big Data	BAI	14-09-11
The Reality, or Not, of Bitcoin	BAI	14-09-11
Simple Macroeconomic Policies and Welfare: a quantitative assessment	Bank of Brazil	14-09-15
A New Approach to Infer Changes in the Synchronization of Business Cycle Phases	Bank of Canada	14-09-15
Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?	Bank of Canada	14-09-15
Improving Public Equity Markets? No Pain, No Gain	Bank of Canada	14-09-15
Predicting Financial Stress Events: A Signal Extraction Approach	Bank of Canada	14-09-15
Real-Time Nowcasting of Nominal GDP Under Structural Breaks	Bank of Canada	14-09-15
What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?	Bank of Canada	14-09-15
Effects of Income Tax Changes on Economic Growth	Brookings	14-09-15
The Impact of Unintended Childbearing on Future Generations	Brookings	14-09-15
The State of the Mobile Economy, 2014: Its Impact and Future	Brookings	14-09-15
The Affordable Care Act: A Family-Friendly Policy	CEPR	14-09-15
Financial Condition and Product Market Cooperation	FRB	14-09-16
Risk Transfer Across Economic Sectors Using Credit Default Swaps	FRB	14-09-16
The Effects of Unemployment Benefits on Unemployment and Labor Force Participation: Evidence from 35 Years of Benefits Extensions	FRB	14-09-16
What Drives the Cross-Section of Credit Spreads?: A Variance Decomposition Approach	FRB	14-09-16
Death of a Reserve Currency	FRB of Atlanta	14-09-16
Benefits of Foreign Ownership: Evidence from Foreign Direct Investment in China	FRB of Chicago	14-09-16
Monetary Policy, Financial Conditions, and Financial Stability	FRB of New York	14-09-16
What Predicts U.S. Recessions?	FRB of New York	14-09-16
Understanding Thomas Piketty and His Critics	Heritage	14-09-16
Distribution-led Growth in the Long Run	Levy	14-09-16
The ECB and the Single European Financial Market	Levy	14-09-16
Asset Management Contracts and Equilibrium Prices	NBER	14-09-16
Banks, Liquidity Management and Monetary Policy	NBER	14-09-16
Labor Market Fluidity and Economic Performance	NBER	14-09-16
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates	NBER	14-09-16

제 목	발행기관	발행일자
Exploiting the monthly data flow in structural forecasting	Bank of England	14-09-15
How does credit supply respond to monetary policy and bank minimum capital requirements?	Bank of England	14-09-15
Institutional investor portfolio allocation, quantitative easing and the global financial crisis	Bank of England	14-09-15
The Shimer puzzle(s) in a New Keynesian framework	Bank of France	14-09-15
The impact of financial (de)regulation on current account balances	Bank of Spain	14-09-15
How Subprime Borrowers and Mortgage Brokers Shared the Pie	Bank of Sweden	14-09-15
Benefits and drawbacks of European Unemployment Insurance	Bruegel	14-09-15
Elements of Europe's energy union	Bruegel	14-09-15
International Trade and Firm-Level Markups when Location and Quality Matter	CEPII	14-09-15
Migration and Regional Trade Agreement: a (new) Gravity Estimation	CEPII	14-09-15
A Life Cycle Approach to Investor Protection	CEPS	14-09-15
How should the EU respond to Russia's war in Ukraine?	CEPS	14-09-15
Labour Market Reforms and Current Account Imbalances: Beggar-thy-neighbour policies in a currency union?	CEPS	14-09-15
Reshaping politics of the left and centre in Greece after the 2014 EP election	CEPS	14-09-15
The strength of the euro: Does it matter and is it really that strong?	CEPS	14-09-15
Cross-Country Heterogeneity in Intertemporal Substitution	Czech National Bank	14-09-15
A future in the EU? Reconciling the 'Brexit' debate with a more modern EU	DB Research	14-09-15
A network analysis of the evolution of the German interbank market	Deutsche Bundesbank	14-09-15
Contagious herding and endogenous network formation in financial networks	Deutsche Bundesbank	14-09-15
Banks, shadow banking, and fragility	ECB	14-09-16
Capital flows and macroprudential policies - A multilateral assessment of effectiveness and externalities	ECB	14-09-16
Credit spreads and the links between the financial and real sectors in a small open economy: the case of the Czech Republic	ECB	14-09-16
Identifying excessive credit growth and leverage	ECB	14-09-16
Collateral amplification under complete markets	ECB	14-09-15
Short-term determinants of the idiosyncratic sovereign risk premium: a regime-dependent analysis for european credit default swaps	ECB	14-09-15
The impact of housing non-cash income on the unconditional distribution of household income in Austria	ECB	14-09-15
Is unemployment structural or cyclical? Main features of job matching in the EU after the crisis	EUROPA	14-09-16
Employment, hours and optimal monetary policy	National Bank of Belgium	14-09-15
On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers	National Bank of Belgium	14-09-15
Have standard VARs remained stable since the crisis?	Norges Bank	14-09-15

제 목	발행기관	발행일자
A Connectivity-Driven Development Strategy for Nepal: From a Landlocked to a Land-Linked State	ADBI	14-09-11
Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective	ADBI	14-09-11
The Pacific's Connectivity and Its Trade Implications	ADBI	14-09-11
Asymmetric Exchange Rate and Oil Price Pass-Through in Turkish Fuel Oil Market	Central Bank of the Republic of Turkey	14-09-15
Consumer Tendency Survey of Turkey: A Disaggregated Analysis	Central Bank of the Republic of Turkey	14-09-15
Firm-Size Wage Gaps along the Formal-Informal Divide: Theory and Evidence	Central Bank of the Republic of Turkey	14-09-15
Sectoral Asymmetries in a Small Open Economy	Central Bank of the Republic of Turkey	14-09-15
Turkish Middle Income Trap and Less Skilled Human Capital	Central Bank of the Republic of Turkey	14-09-15
Chinese Shadow Banking: Bank-Centric Misperceptions	HKIMR	14-09-16
Monetary Policy as a Carry Trade	IMES	14-09-16
From Foot-Draggers to Strategic Counter-Partners: The Dynamics of U.S. and Chinese Policies for Tackling Climate Change	JETRO	14-09-16
Risks and opportunities in China's growing P2P lending market	NRI	14-09-16
Financial Reform in Australia and China	Reserve Bank of Australia	14-09-15
Predicting Dwelling Prices with Consideration of the Sales Mechanism	Reserve Bank of Australia	14-09-15
What Types of Science and Technology Policies Stimulate Innovation? Evidence from Chinese firm-level data	RIETI	14-09-16

제 목	발행기관	발행일자
Maximizing Energy Efficiency of Supply Chain Connectivity Through Improving Rail-waterway Intermodal Container Transport (RWICT) in APEC Economies	APEC	14-09-11
A policy model to analyze macroprudential regulations and monetary policy	BIS	14-09-15
Cross-border banking and global liquidity	BIS	14-09-15
Monetary analysis and the global financial cycle: an Asian central bank perspective	BIS	14-09-15
Spillovers, capital flows and prudential regulation in small open economies	BIS	14-09-15
The effects of intraday foreign exchange market operations in Latin America: results for Chile, Colombia, Mexico and Peru	BIS	14-09-15
The international monetary and financial system: a capital account historical perspective	BIS	14-09-15
The international monetary and financial system: its Achilles heel and what to do about it	BIS	14-09-15
Traditional and matter-of-fact financial frictions in a DSGE model for Brazil: the role of macroprudential instruments and monetary policy	BIS	14-09-15
Bank Ownership and Credit Growth in Emerging Markets During and After the 2008?09 Financial Crisis - A Cross-Regional Comparison	IMF	14-09-16
Financial Inclusion, Growth and Inequality: A Model Application to Colombia	IMF	14-09-16
News and Monetary Shocks at a High Frequency: A Simple Approach	IMF	14-09-16
Optimal Maturity Structure of Sovereign Debt in Situation of Near Default	IMF	14-09-16
Reinvigorating the EU Single Market	OECD	14-09-16
Benchmarking the financial performance, growth, and outreach of greenfield microfinance institutions in Sub-Saharan Africa	World Bank	14-09-16
SME finance in Africa	World Bank	14-09-16
The African financial development and financial inclusion gaps	World Bank	14-09-16

제 목	발행기관	발행일자
Fed Chief Yellen Seeks Interest-Rate Consensus	AWSJ	14-09-16
OECD Cuts Economic Growth Forecasts	AWSJ	14-09-16
International Banks Increase Cross-Border Lending	AWSJ	14-09-15
Economists See Overseas Risks as Growth Wild Card	AWSJ	14-09-12
Currency Markets Jolted After Months of Calm	AWSJ	14-09-11
Hockey Says 'No Way' G-20 Will Retreat From 2% Growth Target	Bloomberg	14-09-16
RBA's Kent Says Further Fall in Currency Would Boost Local Firms	Bloomberg	14-09-16
BofA Profits From Alibaba Even After IPO Snub	Bloomberg	14-09-15
Draghi's $3.9 Trillion Ambition Seen Stretched in Survey	Bloomberg	14-09-15
China Inflation Stays Subdued as Producer Prices Extend Decline	Bloomberg	14-09-11
"Coco" bonds : Mass conversion	Economist	14-09-12
Buttonwood : Double agents	Economist	14-09-12
Economic convergence : The headwinds return	Economist	14-09-12
Islamic finance : Big interest, no interest	Economist	14-09-12
The euro-zone economy : Asset-backed indolence	Economist	14-09-12
Indonesian finance minister urges Widodo to fast-track reform	Financial Times	14-09-16
Markets wary as Chinese data disappoint	Financial Times	14-09-16
Independent Scotland's prosperity hinges on five challenges	Financial Times	14-09-15
IMF warns of market fallout from a Scottish split	Financial Times	14-09-12
ECB to press ahead with ABS-buying programme	Financial Times	14-09-11