A quantitative case for leaning against the wind

by Andrew Filardo and Phurichai Rungcharoenkitkul

Year of publication:	December 2016
Authors:	Filardo, Andrew J. ; Phurichai Rungcharoenkitkul
Publisher:	[Basel] : Bank for International Settlements, Monetary and Economic Department
Subject:	monetary policy \| financial stability \| leaning against the wind \| financial cycle \| time-varying transition probability Markov regime-switching model \| Geldpolitik \| Monetary policy \| Finanzkrise \| Financial crisis \| Markov-Kette \| Markov chain \| Theorie \| Theory \| Konjunktur \| Business cycle \| Finanzmarktaufsicht \| Financial supervision \| Prognoseverfahren \| Forecasting model \| Finanzmarkt \| Financial market

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