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Internal ratings, credit risk, Value-at-Risk, banks, Basel II, retail credit, SME, risk weights
Internal ratings, credit risk, tails, Value-at-Risk, banks, Basel II
Internal ratings, rating systems, credit risk, tails, Value-at-Risk, banks, Basel II
Internal Ratings Based approach, relative risk weights, Value-at-Risk, credit risk models
Firm default, default risk, credit risk, corporate loans, duration model, survival, macroeconomy
Monetary policy, DSGE, and VAR models, Regime-Switching, Zero Lower Bound, Financial Frictions, Great Recession, Macroprudential policy, Open economy
Bayesian inference, Combined forecasts, DSGE models, Forecasting, Monetary policy, Subjective forecasting, Vector autoregressions
IRB, Basel II, internal ratings, loan portfolio, credit risk, macroeconomic development
Default, default-risk model, business cycles, aggregate fluctuations, microdata, logit, firm-specific variables, macroeconomic variables
default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
Default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
business cycles, default, default-risk model, logit model, macroeconomic variables and micro-data
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Business cycles, Default, Default-risk model, Logit model, Macroeconomic variables, Micro-data
Budget deficits, Cross country analysis, Economic forecasting, Economic models, Europe, Fiscal policy, Government expenditures, Monetary policy, Public debt, Stabilization measures, Taxes, United States
capital, inflation, price behavior
DSGE model, Open economy, Monetary Policy, Bayesian Inference, Business cycle
DSGE, VAR, VECM, Open economy, Bayesian inference
Bayesian inference, DSGE model, DSGE-VAR model, DSGE-VECM model, open economy
permanent technology shocks, hours worked per capita, labor productivity, real business cycle model, vector autoregressions
Permanent technology shocks, hours worked per capita, labor productivity, real business cycle model, vector autoregressions
Optimal monetary policy, instrument rules, optimal policy projections, openeconomy
Optimal monetary policy, instrument rules, optimal policy projections, open-economy DSGE models
Instrument rules, Open-economy DSGE models, Optimal monetary policy, Optimal policy projections
Monetary policy, currency union, fiscal policy, zero lower bound constraint, new Keynesian small open economy DSGE model
currency union, fiscal policy, monetary policy, New Keynesian Small Open Economy DSGE Model, zero lower bound constraint
central banks, objectives, simple loss function, monetary policy design, Smets-Wouters model
central banks' objectives, household welfare, linear-quadratic approximation, monetary policy design, simple loss function, Smets-Wouters model
Optimal monetary policy, instrument rules, open-economy DSGE models, propagation of shocks, impulse responses, output gap, potential output
impulse responses, instrument rules, open-economy DSGE models, Optimal monetary policy, output gap, potential output
Structural open-economy model, new open-economy macroeconomics, estimation, calibration
monetary and fiscal policy, front-loaded vs. gradual consolidation, DSGE model, sticky prices and wages, currency union
Monetary and Fiscal Policy, Front-Loaded vs. Gradual Consolidation, DSGE Model, Sticky Prices and Wages, Currency Union
Currency Union., DSGE model, Front-Loaded vs. Gradual Consolidation, Monetary and Fiscal Policy, Sticky Prices and Wages
Monetary Policy, Fiscal Policy, Liquidity Trap, Zero Bound Constraint, DSGE Model, Currency Union
Identification, Bayesian estimation, Monte-Carlo methods, Maximum Likelihood estimation, New-Keynesian DSGE Model, Open economy
Monetary Policy, Fiscal Policy, Liquidity Trap, Zero Lower Bound
E32, F41
DSGE Model, Fiscal Policy, Liquidity Trap, Monetary Policy, Open Economy Macroeconomics, Zero Bound Constraint
Monetary policy, fiscal policy, liquidity trap, zero bound constraint, open economy macroeconomics, DSGE model
DSGE Model, Fiscal Policy, Liquidity Trap, Monetary Policy, Zero Bound Constraint
Default risk models, business cycles, price stability, financial stability, financial and real interaction