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Macrofinancial modeling at central banks : recent developments and future directions /
This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and financial stability analysis. It highlights the need to develop macrofinancial models which...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2012.
|
| Colección: | IMF working paper ;
WP/12/21. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Roger, Scott, |e author. | |
| 245 | 1 | 0 | |a Macrofinancial modeling at central banks : |b recent developments and future directions / |c Scott Roger and Jan Vlcek. |
| 246 | 1 | |i At head of title: |a IMF Offices in Europe | |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2012. | ||
| 300 | |a 1 online resource (38 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/12/21 | |
| 500 | |a Title from PDF title page (IMF Web site, viewed January 20, 2012). | ||
| 500 | |a "January 2012." | ||
| 520 | |a This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and financial stability analysis. It highlights the need to develop macrofinancial models which allow analysis of the macroeconomic effects of macroprudential policy tools and to evaluate elements of the Basel III reforms as a priority. The paper also reviews the main approaches to introducing financial frictions into general equilibrium models. | ||
| 504 | |a Includes bibliographical references (pages 21-25). | ||
| 505 | 0 | |a Cover; Contents; I. Introduction; II. Macrofinancial DSGE Models in Use by Central Banks; A. Models in Use Before the Crisis; Tables; 1. Central Bank Forecasting and Policy Analysis Models Prior to 2008; B. Model Development Since the Crisis; 2. Central Bank DSGE Forecasting Models Since 2008; 3. Published Central Bank Models with Financial Frictions; III. Challenges and Priorities for Model Development; References; Appendix; I. Approaches to Embedding Financial Frictions, Transmission Channels, and Risks in DSGE Models; 4. Approaches to Modeling Financial Frictions. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Banks and banking, Central |x Econometric models. | |
| 650 | 0 | |a Economic forecasting |x Econometric models. | |
| 650 | 0 | |a Financial services industry |x Econometric models. | |
| 650 | 0 | |a Capital market |x Econometric models. | |
| 650 | 6 | |a Banques centrales |x Modèles économétriques. | |
| 650 | 6 | |a Prévision économique |x Modèles économétriques. | |
| 650 | 6 | |a Services financiers |x Modèles économétriques. | |
| 650 | 6 | |a Marché financier |x Modèles économétriques. | |
| 650 | 7 | |a Banks and banking, Central |x Econometric models |2 fast | |
| 650 | 7 | |a Capital market |x Econometric models |2 fast | |
| 650 | 7 | |a Economic forecasting |x Econometric models |2 fast | |
| 650 | 7 | |a Financial services industry |x Econometric models |2 fast | |
| 700 | 1 | |a Vlček, Jan, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Office in Europe, |e issuing body. | |
| 758 | |i has work: |a Macrofinancial modeling at central banks (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG3DtKTvcdqxqdyrXTQjG3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 830 | 0 | |a IMF working paper ; |v WP/12/21. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1606528 |z Texto completo |
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