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Bank of Finland - Research
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DSGE model, shadow banking system, too low for too long, boom-bust
equity risk premium, term spread, predictability, frequency domain
predictability, stock returns, equity premium, asset allocation, frequency domain, wavelets
predictability, equity risk premium, frequency domain, discrete wavelets
DSGE model, Finnish economy, small open economy, Bayesian estimation, aggregate shocks
central banking., econometric modelling, forecasting and simulation, monetary policy
business cycles, small open economy, credit constraints, housing market, long-term debt
sticky information, Dynare, macro-processor, lagged expectations
equity premium, term spread, predictability, frequency domain
investment, Tobin’s Q, bond Q, intangible Q, intangible investment, cash flow, discrete wavelets, frequency estimation, forecast
time-frequency forecast, equity premium, multiresolution analysis
Wavelets, bandpass filter, SVAR, sign restrictions, DSGE model
inflation forecasting, new Keynesian Phillips curve, frequency domain, wavelets
equity risk premium, bond risk premium, predictability, multiresolution analysis, active portfolio management
financial shocks, optimal monetary policy, Taylor rules, DSGE models, bond market, loan market
DSGE models, financial shocks, optimal monetary policy, Taylor rules, bond market, loan market
investment dynamics, information costs, inattentiveness, lumpy investment
investment, Tobin's Q, cash flow, time-frequency estimation, continuous wavelets
sticky information, general equilibrium, lumpy investment, business cycle
forecast combination, frequency domain, equity premium, GDP growth, Haar filter, wavelets
corporate finance, bond finance, bank finance, Great Recession, business cycle
monetary policy rules, policy evaluation, model comparison, model uncertainty, frequency domain, design limits, DSGE models