금융 | Exchange rate forecasting with DSGE models | 한국금융연구원

[LHKOREA]

2016-05-17 일자 [제 16-36 호]

Exchange rate forecasting with DSGE models
ECB (2016-05-17)

We run a real exchange rate forecasting \horse race", which highlights that two principles hold. First, forecasts should not replicate the high volatility of exchange rates observed in sample. Second, models should exploit the mea ..  more

Bernanke's No-arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?
NBER (2016-05-17)

We first show that, at least in theory, open market operations in real assets can be a useful tool for overcoming a liquidity trap because they change the inflation incentives of the government, and thus change private sector expe ..  more

Exploring Risk-Adjusted Fiscal Sustainability Analysis for Asian Economies
ADB (2016-05-16)

This paper explores the analytical tools available for gauging fiscal sustainability under uncertainty to help national authorities in managing and mitigating fiscal vulnerability in Asia. The paper explores risk-based fiscal ..  more

제 목	발행기관	발행일자
Germany should leave the euro	AEI	16-05-16
More on keeping banks from needing bailouts	AEI	16-05-16
Five Strategies for Competing with FinTechs	BAI	16-05-16
Leadership and Technology for Global Financial Services Innovation	BAI	16-05-16
Nine Tips for Improving Branch Lobby Performance	BAI	16-05-16
Six Ways to Capitalize on the Internet of Things	BAI	16-05-16
Transforming Branch Staff with Predictive Analytics	BAI	16-05-16
Housing and Tax-Deferred Retirement Accounts	Bank of Canada	16-05-16
Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity	Bank of Canada	16-05-16
Five known unknowns about the next generation global political economy	Brookings	16-05-17
Understanding the relationship between growth and employment in Nigeria	Brookings	16-05-17
Fees, Fees and More Fees: How Private Equity Abuses Its Limited Partners and U.S. Taxpayers	CEPR	16-05-17
Is Underemployment Underestimated? Evidence from Panel Data	FRB	16-05-17
Where do I see the Monetary Policy Normalization Tools on the Fed's Balance Sheet and Income Statement?	FRB	16-05-17
Nonlinearities, Smoothing and Countercyclical Monetary Policy	FRB of St. Louis	16-05-17
Going Forward from B to A?	Levy	16-05-17
Bernanke's No-arbitrage Argument Revisited: Can Open Market Operations in Real Assets Eliminate the Liquidity Trap?	NBER	16-05-17
Collective Action in an Asymmetric World	NBER	16-05-17
The Race Between Machine and Man: Implications of Technology for Growth, Factor Shares and Employment	NBER	16-05-17
Using a Free Permit Rule to Forecast the Marginal Abatement Cost of Proposed Climate Policy	NBER	16-05-17
Which Social Cost of Carbon? A Theoretical Perspective	NBER	16-05-17

제 목	발행기관	발행일자
Robustness of subgame perfect implementation	Bank of England	16-05-16
Saving Wall Street or Main Street	Bank of Finland	16-05-16
Growing like Spain: 1995-2007	Bank of Spain	16-05-16
Measuring market liquidity in US fixed income markets: a new synthetic indicator	Bank of Spain	16-05-16
Challenges for Central Banks? Macro Models	Bank of Sweden	16-05-17
Curbing Shocks to Corporate Liquidity: The Role of Trade Credit	Bank of Sweden	16-05-17
Firms' Strategic Choice of Loan Delinquencies	Bank of Sweden	16-05-17
Fiscal Consolidation Under Imperfect Credibility	Bank of Sweden	16-05-17
The interest rate effects of government bond purchases away from the lower bound	Bank of Sweden	16-05-17
Topics in Labour Markets	Czech National Bank	16-05-16
Monetary review, 1st Quarter 2016	Danmarks Nationalbank	16-05-16
You're banned! The effect of sanctions on German cross-border financial flows	Deutsche Bundesbank	16-05-17
Exchange rate forecasting with DSGE models	ECB	16-05-17
TARGET Annual Report 2015	ECB	16-05-17
The housing market, household portfolios and the German consumer	ECB	16-05-17
Determinants of Credit Constrained Firms: Evidence from Central and Eastern Europe Region	National bank of Austria	16-05-16
Norwegian and international yields in the 10 year segment	Norges Bank	16-05-16
What influences household demand for goods and services?	Norges Bank	16-05-16

제 목	발행기관	발행일자
Socioeconomic Inequity in Excessive Weight in Indonesia	ADBI	16-05-16
Exchange Rate Dynamics and US Dollar-denominated Sovereign Bond Prices in Emerging Markets	HKIMR	16-05-17
The Effectiveness of Monetary Policy in China: Evidence from a Qual VAR	HKIMR	16-05-17
Why Do Companies Hold Cash?	Reserve Bank of Australia	16-05-16

제 목	발행기관	발행일자
Exploring Risk-Adjusted Fiscal Sustainability Analysis for Asian Economies	ADB	16-05-16
How Growth Deceleration in the People's Republic of China Affects Other Asian Economies: An Empirical Analysis	ADB	16-05-16
APEC Regional Trends Analysis	APEC	16-05-16
Exchange Rate Developments and Policies in the Caucasus and Central Asia	IMF	16-05-17
Does the global trade slowdown matter ?	World Bank	16-05-17
Exports and job training	World Bank	16-05-17
Prioritizing infrastructure investment : a framework for government decision making	World Bank	16-05-17
Trust in government and support for redistribution	World Bank	16-05-17
Will digital technologies transform agriculture in developing countries ?	World Bank	16-05-17

제 목	발행기관	발행일자
China Challenged to Keep Yuan Stable as Dollar Rises	AWSJ	16-05-17
Japanese Companies Forecast More Strong-Yen Headwinds	AWSJ	16-05-17
Big Hedge Fund Bridgewater Approved to Set Up Shanghai Subsidiary	AWSJ	16-05-16
'Elusive Risks' Cited as Chinese Banks Blur Lines	AWSJ	16-05-16
BlackRock's Fink Says 'We All Have to' Worry About China's Debt	Bloomberg	16-05-17
Goldman Says Investors Should Sell In May This Year	Bloomberg	16-05-17
Bank of Singapore Sees Asia Rich Shift to Paying Fees for Advice	Bloomberg	16-05-16
Central Bankers' Wisdom Faulted as Gold Holdings Surge 25%	Bloomberg	16-05-16
A chronic problem	Economist	16-05-13
Beyond OPEC	Economist	16-05-13
Freedom fighters	Economist	16-05-13
Membership revoked	Economist	16-05-13
Triple whammy	Economist	16-05-13
US companies step up share buybacks in first quarter of 2016	FT	16-05-17
US in hunt for 'real time' government bond data	FT	16-05-17
Move over NY and City - here comes Jacksonville	FT	16-05-16
UBS seeks savings in wealth management empires	FT	16-05-16