Managing Macrofinancial Risk /

Managing Macrofinancial Risk /

We augment a linearized dynamic stochastic general equilibrium (DSGE) model with a tractable endogenous risk mechanism, to support the joint analysis of monetary and macroprudential policy. This state dependent conditional heteroskedasticity mechanism specifies the conditional variances of structura...

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Bibliografiske detaljer
Hovedforfatter:	Adrian, Tobias
Andre forfattere:	Vitek, Francis
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2020.
Serier:	IMF Working Papers; Working Paper ; No. 2020/151
Online adgang:	Full text available on IMF

Lignende værker

Macrofinancial Linkages and Growth at Risk in the Dominican Republic /
af: Bespalova, Olga
Udgivet: (2019)

Risk Management and Regulation /
af: Adrian, Tobias
Udgivet: (2018)

The Global Macrofinancial Model /
af: Vitek, Francis
Udgivet: (2018)

Macrofinancial Linkages : Trends, Crises, and Policies /
af: Crowe, Christopher
Udgivet: (2010)

Macrofinancial Stress Testing : Principles and Practices.
Udgivet: (2012)

Accounting for Macrofinancial Fluctuations and Turbulence /
af: Vitek, Francis
Udgivet: (2018)

Policies for Macrofinancial Stability : How to Deal with Credit Booms /
af: Bakker, Bas
Udgivet: (2012)

Macrofinancial Stress Testing : Principles and Practices-Background Material.
Udgivet: (2012)

Policies for Macrofinancial Stability : Options to Deal with Real Estate Booms /
af: Dell'Ariccia, Giovanni
Udgivet: (2011)

Low for Long and Risk-Taking /
af: Adrian, Tobias
Udgivet: (2020)

The Term Structure of Growth-at-Risk /
af: Adrian, Tobias
Udgivet: (2018)

Macrofinancial Causes of Optimism in Growth Forecasts /
af: Carriere-Swallow, Yan
Udgivet: (2021)

An Estimated Model with Macrofinancial Linkages for India /
af: Saxegaard, Magnus
Udgivet: (2010)

Approaches to Climate Risk Analysis in FSAPs /
af: Adrian, Tobias
Udgivet: (2022)

Macrofinancial Modeling At Central Banks : Recent Developments and Future Directions /
af: Vlcek, Jan
Udgivet: (2012)

Approaches to Macrofinancial Surveillance in Article IV Reports.
Udgivet: (2017)

A Macrofinancial Approach to Supervisory Standards Assessments.
Udgivet: (2014)

Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies /
af: Nkusu, Mwanza
Udgivet: (2011)

Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach /
af: Vitek, Francis
Udgivet: (2015)

Predicting Macroeconomic and Macrofinancial Stress in Low-Income Countries /
af: Weisfeld, Hans
Udgivet: (2020)

Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector /
af: Souto, Marcos
Udgivet: (2009)

Commercial Real Estate and Macrofinancial Stability During COVID-19 /
af: Deghi, Andrea
Udgivet: (2021)

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds /
af: Brown, Aaron Howard Clifford
Udgivet: (2010)

Risk Management
af: Antonio
Udgivet: (2013)

Risk Management

Risk management /
af: Crouhy, Michel, 1944-
Udgivet: (2001)

The Financial Performance and Macrofinancial Implications of Large State-Owned Enterprises in Sub-Saharan Africa /
af: Wezel, Torsten
Udgivet: (2022)

Treasury & Risk Management

Credit Risk Management
af: Andrew Fight
Udgivet: (2004)

Managing Banking Risks
af: Cade, Eddie
Udgivet: (1997)

Managing financial risks

Credit risk management
af: Gestel, Tony van

IT Security Risk Management
af: Ackermann
Udgivet: (2013)

Managing Elevated Risk
af: Azis
Udgivet: (2015)

Derivatives and Risk Management
af: Ranganatham, M.;Madhumathi, R.

Derivatives and Risk Management
af: Janakiramanan, Sundaram

Treasury & Risk Management

Financial risk management /
af: Eales, Brian Anthony
Udgivet: (1995)

Risk management and insurance /
af: Williams, C. Arthur (Chester Arthur), 1924-
Udgivet: (1995)

Credit Risk Management
af: Andrew Fight
Udgivet: (2004)