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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision
ESRB, financial imbalances, financial regulation, Financial stability, macroprudential, monetary policy, SSM, stress testing, systemic risk
European Monetary Union; Macroeconometric Modelling; Euro Area
forecast, euro area, dynamic factors, inflation
Equilibrium exchange rate, euro, model uncertainty
New-Keynesian Phillips curve, forward looking output equation, Taylor rule, rational expectations, factor analysis, determinacy of equilibrium.
Interpolation, factor model, Kalman filter, spline
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Euro area, model simulations, fiscal policy, prices
real-time, euro area, revisions, database
database, euro area, real-time, revisions
Inflation, euro area, dynamic factors, forecast
macro-financial linkages, overleveraging, credit supply
Euro area, Macroeconometric modelling, Monetary policy