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Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger



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Autore: Vlcek Jan Visualizza persona
Titolo: Macrofinancial Modeling At Central Banks : : Recent Developments and Future Directions / / Jan Vlcek, Scott Roger Visualizza cluster
Pubblicazione: Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica: 1 online resource (41 p.)
Soggetto topico: Equilibrium (Economics)
Banks and banking, Central
Global Financial Crisis, 2008-2009
Banks and Banking
Econometrics
Finance: General
Economic Theory
Forecasting
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Forecasting and Simulation
Financial Markets and the Macroeconomy
Forecasting and Simulation: Models and Applications
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Economics
General Financial Markets: Government Policy and Regulation
General Financial Markets: General (includes Measurement and Data)
Computable and Other Applied General Equilibrium Models
Forecasting and Other Model Applications
Banking
Finance
Economic theory & philosophy
Econometrics & economic statistics
Economic Forecasting
Financial frictions
Financial stability assessment
Interbank markets
Dynamic stochastic general equilibrium models
Economic theory
Financial sector policy and analysis
Economic forecasting
Econometric analysis
Financial markets
Banks and banking
Financial services industry
International finance
Econometric models
Soggetto geografico: New Zealand
Altri autori: RogerScott  
Note generali: Description based upon print version of record.
Nota di bibliografia: Includes bibliographical references.
Nota di contenuto: 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
Sommario/riassunto: 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.
Titolo autorizzato: Macrofinancial Modeling At Central Banks  Visualizza cluster
ISBN: 1-4639-5608-8
1-4639-4755-0
1-4639-4296-6
Formato: Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione: Inglese
Record Nr.: 9910789908003321
Lo trovi qui: Univ. Federico II
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Serie: IMF Working Papers; Working Paper ; ; No. 2012/021