BIS paper proposes simplified tests for predictive densities
A new working paper from the Bank for International Settlements (BIS) proposes a simplified framework for evaluating conditional predictive densities.
A new paper from the Bank for International Settlements (BIS) assesses the Liquidity Coverage Ratio (LCR) a decade after its implementation.
Recent global shocks have underscored the importance of timely trade monitoring.
A new Federal Reserve International Finance Discussion Paper introduces a method for estimating productivity and quality at the firm-product level.
Researchers from Banco de España propose a simplified framework for evaluating conditional predictive densities.
A new working paper from the Bank for International Settlements (BIS) proposes a simplified framework for evaluating conditional predictive densities.
Researchers from Banco de España have proposed a simplified framework for evaluating conditional predictive densities.
A new European Central Bank working paper introduces a novel method for studying liquidity spirals, which pose significant risks to financial stability.
A new European Central Bank working paper introduces a novel method for studying liquidity spirals and identifying them before financial markets are disrupted.
A new Federal Reserve paper documents substantial inflation heterogeneity among U.S. households during the 2021-2022 inflation episode.
A new Bank for International Settlements (BIS) bulletin highlights the surging investment in artificial intelligence and the necessary shift from cash flow financing to debt.
A new Federal Reserve paper introduces a framework to analyze the vulnerabilities of novel money-like products such as stablecoins and tokenized money market funds.