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DP15827 Speculative and Precautionary Demand for Liquidity in Competitive Banking Markets 智库出版物
2022
作者:  Diemo Dietrich;  Thomas Gehrig
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Expenditure needs  Investment opportunities  Liquidity insurance  Penalty rates  Competitive bank business models  
DP15978 What Moves Treasury Yields? 智库出版物
2022
作者:  Emanuel Moench;  Soroosh Soofi Siavash
收藏  |  浏览/下载:7/0  |  提交时间:2022/09/22
Term structure of interest rates  Yield curve  News shocks  Volatility shocks  Business cycle news  Structural dynamic factor models  
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:4/0  |  提交时间:2022/09/22
Business cycle  Downside risk  Skewness  Score driven models  Financial conditions  
DP16077 The Fundamental Surplus Strikes Again 智库出版物
2021
作者:  Lars Ljungqvist;  Thomas Sargent
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Matching models  Alternating offer bargaining  Fundamental surplus  Dsge  Unemployment  Business cycle  
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:2/0  |  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:4/0  |  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:4/0  |  提交时间:2022/09/22
Global business cycles  Global financial cycles  Common shocks  International spillovers  Dynamic factor models  
DP14367 Rational Bubbles in Non-Linear Business Cycle Models: Closed and Open Economies 智库出版物
2020
作者:  Robert Kollmann
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Rational bubbles  Boom-bust cycles  Business cycles in closed and open economies  Non-linear dsge models  Long-plosser model  Dellas model  
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:3/0  |  提交时间:2022/09/22
monetary policy  Bank business models  Financial crisis  
Unpacking e-commerce: The rise of new business models 智库出版物
2019
作者:  Molly Lesher;  Jan Tscheke
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
E-commerce  online  Business models  Blockchain  Digitalisation