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3046 Results

Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

Staff Working Paper 2010-29 Céline Gauthier, Zhongfang He, Moez Souissi
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial stability, Financial system regulation and policies JEL Code(s): C, C1, C15, C8, C81, E, E4, E44, G, G0, G01, G2, G21

A Measure of Underlying Inflation in the United States

Staff Working Paper 1997-20 Iris Claus
A monetary authority with the primary objective of price stability has to distinguish between temporary price shocks and persistent shocks to the rate of inflation. A measure of underlying inflation, therefore, has an important role to play as a guideline for monetary policy.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, International topics JEL Code(s): E, E3, E31

'Lean' versus 'Rich' Data Sets: Forecasting during the Great Moderation and the Great Recession

Staff Working Paper 2010-37 Marco J. Lombardi, Philipp Maier
We evaluate forecasts for the euro area in data-rich and ‘data-lean' environments by comparing three different approaches: a simple PMI model based on Purchasing Managers' Indices (PMIs), a dynamic factor model with euro area data, and a dynamic factor model with data from the euro plus data from national economies (pseudo-real time data).
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C50, C53, E, E3, E37, E4, E47

Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?

Staff Working Paper 2014-58 Sami Alpanda, Sarah Zubairy
In this paper, we build a dynamic stochastic general-equilibrium model with housing and household debt, and compare the effectiveness of monetary policy, housing-related fiscal policy, and macroprudential regulations in reducing household indebtedness.

Labour Reallocation, Relative Prices and Productivity

Staff Working Paper 2010-2 Shutao Cao, Danny Leung
This paper documents the rate at which labour flows between industries and between firms within industries using the most recent data available. It examines the determinants of these flows and their relationship with the productivity growth.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, Labour markets, Productivity JEL Code(s): D, D2, D23, E, E3, E32, J, J6
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