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世界银行：公共投资对私人投资的“挤入”效应再探（英文版）

Current investment trends in emerging market and developing economies are not enough to meet the needs of their growing populations and will fall short of achieving the Sustainable Development Goals related to human and physical capital development. ...

2024-09-05 86 1.14MB 40页
欧洲央行：CBDC宏观经济建模：批判性回顾（英文版）

Over the last decades, macro-economists have renewed their efforts to reduce the gap between monetary macroeconomics and real-world central banking. This paper reviews how macroeconomics has since 2016 approached the possible introduction of retail c...

2024-09-05 77 1.45MB 47页
欧洲央行：2022年和2023年欧元体系货币政策工具的使用及其货币政策实施框架（英文版）

The Eurosystem implements its monetary policy through a set of monetary policy instruments (MPIs). The period covered by this report (2022-23) was dominated by high inflation, which led to a change from an easing to a tightening monetary policy envir...

2024-09-05 47 1.94MB 59页
国际清算银行：分配效率与生产率下降（英文版）

This paper evaluates the contribution of cross-sector allocative efficiency to the productivity slowdown in the US during the 1970s and 2000s. We extend the framework of Oberfield (2013) to derive sufficient statistics for allocative efficiency and d...

2024-09-04 61 1.34MB 80页
国际清算银行：墨西哥制造业的无条件趋同（1988–2018）（英文版）

In this paper, I digitize economic census data to study unconditional convergence in manufacturing labor productivity across Mexican states from 1988 to 2018. I document its existence in three digit industries at a rate of convergence of 1.22% per y...

2024-09-04 47 1.41MB 57页
国际清算银行：覆盖利率平价：一种估计中性带的预测方法（英文版）

The neutral band is the interval where deviations from covered interest parity (CIP) are not considered profitable arbitrage opportunities. After the great financial crisis, deviations from CIP are no longer short-lived, exposing some limitations of ...

2024-09-04 61 1.22MB 31页
美联储：部分住房所有权：定量分析（英文版）

A convex combination of renting and traditional homeownership—Partial Ownership (PO)—is increasingly popular in many countries. We incorporate an existing for-profit PO contract into a life-cycle model to quantify its impact on investment in housing,...

2024-09-04 68 2.69MB 63页
中国对外承包工程与东道国治理能力提升

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2024-09-03 52 1.64MB 38页
美联储：关于通货膨胀尾巴的故事（英文版）

We study probabilities of extreme inflation events in the United States and the euro area. Using a state-space model that incorporates information from a large set of professional forecasters, we generate the term structure of inflation forecasts as ...

2024-09-03 60 1.18MB 68页
国民经济研究局：中国生产和贸易模式演变的核算（英文版）

This paper studies the evolution of China's production and trade patterns during its integration into the global economy. We document and explain new facts concerning changes in production and exports at the industry and firm levels using microda...

2024-09-03 40 1.32MB 67页
美联储：金融压力下的公司债券发行：全球视角（英文版）

We use a merged global data set of security-level corporate bond issuance and firmlevel financial statement data to show that, in contrast to earlier periods of financial stress, during the COVID pandemic nonfinancial firms around the world were more...

2024-09-03 58 1.16MB 49页
欧洲央行：投资者异质性与大规模资产购买（英文版）

Large-Scale Asset Purchases can impact the price of securities directly, when securities are targeted by the central bank, or indirectly through portfolio re-balancing of private investors. We quantify both the direct and the portfolio re-balancing i...

2024-09-03 67 1.53MB 53页
欧洲央行：银行业绩的决定因素：来自复制投资组合的证据（英文版）

We construct a novel measure of bank performance, investigate its determinants, and show that it affects bank resilience, lending behaviour and real outcomes. Using confidential and granular data, we measure performance against a market-based benchma...

2024-09-03 64 2.03MB 61页
欧洲央行：2023年欧元区银行体系宏观审慎压力测试（英文版）

This paper presents the updated macroprudential stress test for the euro area banking system, comprising around 100 of the largest euro area credit institutions across 19 countries. The approach involves modelling banks’ reactions to changing economi...

2024-09-03 62 1014.63KB 33页
美联储：个人所得税的变化与财务状况：来自减税和就业法案的证据（英文版）

We estimate the effects of personal income tax decreases on financial well-being, including qualitative subjective assessments and quantitative measures. A plausibly causal design shows that tax decreases in the Tax Cuts and Jobs Act made survey resp...

2024-09-03 50 1.04MB 50页
国际清算银行：全球通货膨胀六十年：全球金融危机后的最新情况（英文版）

Is inflation (still) a global phenomenon? We study the international co-movement of inflation based on a dynamic factor model and in a sample spanning up to 56 countries during the 1960-2023 period. Over the entire period, a first global factor expla...

2024-09-03 66 568.01KB 35页
国际清算银行：没什么好隐瞒的吗？共享数据意愿方面的性别和年龄差异（英文版）

Many digital applications rely on the willingness of users to voluntarily share personal data. Yet some users are more comfortable sharing data than others. To document these differences, we draw on questions to a representative sample of U.S. househ...

2024-09-03 72 337.47KB 36页
国际清算银行：大海捞针：一种用于支付系统异常检测的机器学习框架（英文版）

We propose a flexible machine learning (ML) framework for real-time transaction monitoring in high-value payment systems (HVPS), which are a central piece of a country’s financial infrastructure. This framework can be used by system operators and ove...

2024-09-03 64 2.18MB 33页
欧洲央行：用于财务稳定性应用的压力测试方法的进展（英文版）

This paper provides an overview of stress-testing methodologies in Europe, with a focus on theadvancements made by the European Central Bank's Financial Stability Committee Working Group onStress Testing (WGST). Over a four-year period, the WGST ...

2024-09-03 78 4.16MB 100页
欧洲央行：气候变化的全球化：通过投入产出链放大与气候相关的物理风险（英文版）

While global supply chains have recently gained attention in the context of the Covid-related crisis as well as the war in Ukraine, their role in transmitting and amplifying climate-related physical risks across countries has received surprisingly li...

2024-09-03 44 2.14MB 35页

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