Chief Economists' Workshop: state-of-the-art modelling for central banks
Since 2004 the Bank’s Centre for Central Banking Studies has organised an annual Chief Economists’ Workshop to provide a forum for leading central bank practitioners and academic thinkers to exchange views. The recent financial crisis has put many aspects of central banks’ activities under the spotlight, and this year’s Workshop offered a critical appraisal of the economic modelling frameworks used by central banks. Efforts are under way to build upon advances in research and improve those frameworks. But, at the same time, economists will need to remain humble about the inevitable limitations of their models, which will continue to be just one of many inputs to the policymaking process.
Volume (Year): 50 (2010)
Issue (Month): 3 ()
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Vasco Curdia & Michael Woodford, 2010.
"Credit Spreads and Monetary Policy,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 42(s1), pages 3-35, 09.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit spreads and monetary policy," Staff Reports 385, Federal Reserve Bank of New York.
- Vasco Cúrdia & Michael Woodford, 2009. "Credit Spreads and Monetary Policy," NBER Working Papers 15289, National Bureau of Economic Research, Inc.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2011. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Central Banking, Analysis, and Economic Policies Book Series,in: Rodrigo Alfaro (ed.), Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 12, pages 371-410 Central Bank of Chile.
- Aikman, David & Alessandri, Piergiorgio & Eklund, Bruno & Gai, Prasanna & Kapadia, Sujit & Martin, Elizabeth & Mora, Nada & Sterne, Gabriel & Willison, Matthew, 2009. "Funding liquidity risk in a quantitative model of systemic stability," Bank of England working papers 372, Bank of England.
- David Aikman & Piergiorgio Alessandri & Bruno Eklund & Prasanna Gai & Sujit Kapadia & Elizabeth Martin & Nada Mora & Gabriel Sterne & Matthew Willison, 2009. "Funding Liquidity Risk in a Quantitative Model of Systemic Stability," Working Papers Central Bank of Chile 555, Central Bank of Chile.
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