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Financial turmoil, securitization, ABS, mark-to-market
Bayesian estimation, forecasting, identification, MCMC, Switzerland
Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium
CDO, securitization, asymmetric, lemons
Bayesian estimation, Econometric modeling, Kalman filter, Likelihood, Local identifcation, Euro Area, MCMC, Policy-relevant parameters, Prior-versus-posterior comparison, Sensitivity analysis
Foreign official inflows, Treasury yields, reserves, capital flows
Technology, computers, education
Credit, Credit Gap, Optimization, Predictive Power, Robustness, Trend-Cycle Decomposition
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Banks, credit unions, and other financial institutions, Counterparty credit risk, Data visualization, Network models
