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Lessons Learned: Kevin Warsh, Kevin Warsh, Matthew A. Lieber Sep 2022

Lessons Learned: Kevin Warsh, Kevin Warsh, Matthew A. Lieber

Documents

Lieber, Matthew A. (2022) "Lessons Learned: Kevin Warsh," Journal of Financial Crises: Vol. 4 : Iss. 3, 224-227. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/16


Lessons Learned: Simon Potter, Simon Potter, Maryann Haggerty Sep 2022

Lessons Learned: Simon Potter, Simon Potter, Maryann Haggerty

Documents

Haggerty, Maryann (2022) "Lessons Learned: Simon Potter," Journal of Financial Crises: Vol. 4 : Iss. 3, 212-215. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/12


Lessons Learned: Nathan Sheets, Nathan Sheets, Yasemin Esmen Sep 2022

Lessons Learned: Nathan Sheets, Nathan Sheets, Yasemin Esmen

Documents

Sim Esmen, Yasemin and Wiggins, Rosalind Z. (2022) "Lessons Learned: Nathan Sheets," Journal of Financial Crises: Vol. 4 : Iss. 3, 219-221. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/14


Lessons Learned: Christopher Spoth, Christopher Spoth, Sandra Ward Sep 2022

Lessons Learned: Christopher Spoth, Christopher Spoth, Sandra Ward

Documents

Ward, Sandra (2022) "Lessons Learned: Christopher Spoth," Journal of Financial Crises: Vol. 4 : Iss. 3, 222-223. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/15


Lessons Learned: Brian Sack, Brian Sack, Sandra Ward Sep 2022

Lessons Learned: Brian Sack, Brian Sack, Sandra Ward

Documents

Ward, Sandra (2022) "Lessons Learned: Brian Sack," Journal of Financial Crises: Vol. 4 : Iss. 3, 216-218. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/13


The Boosted Hp Filter Is More General Than You Might Think, Ziwei Mei, Peter C. B. Phillips, Zhentao Shi Sep 2022

The Boosted Hp Filter Is More General Than You Might Think, Ziwei Mei, Peter C. B. Phillips, Zhentao Shi

Cowles Foundation Discussion Papers

The global financial crisis and Covid recession have renewed discussion concerning trend-cycle discovery in macroeconomic data, and boosting has recently upgraded the popular HP filter to a modern machine learning device suited to data-rich and rapid computational environments. This paper sheds light on its versatility in trend-cycle determination, explaining in a simple manner both HP filter smoothing and the consistency delivered by boosting for general trend detection. Applied to a universe of time series in FRED databases, boosting outperforms other methods in timely capturing downturns at crises and recoveries that follow. With its wide applicability the boosted HP filter is …


Restructuring Trends In Retail Banking: Case Study On Novo Banco (Portugal), Paula Carrilho, Heloisa Perista Sep 2022

Restructuring Trends In Retail Banking: Case Study On Novo Banco (Portugal), Paula Carrilho, Heloisa Perista

Documents

No abstract provided.


Lessons Learned: John Bovenzi, John Bovenzi, Sandra Ward Sep 2022

Lessons Learned: John Bovenzi, John Bovenzi, Sandra Ward

Documents

Ward, Sandra (2022) "Lessons Learned: John Bovenzi," Journal of Financial Crises: Vol. 4 : Iss. 3, 189-191. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/5


Lessons Learned: Tim Clark, Lynnley Browning, Tim Clark Sep 2022

Lessons Learned: Tim Clark, Lynnley Browning, Tim Clark

Documents

Recommended Citation: Browning, Lynnley (2022) "Lessons Learned: Tim Clark," Journal of Financial Crises: Vol. 4 : Iss. 3, 195-197. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/7


Lessons Learned: Steven B. Kamin, Steven Kamin, Yasemin Esmen Sep 2022

Lessons Learned: Steven B. Kamin, Steven Kamin, Yasemin Esmen

Documents

Sim Esmen, Yasemin (2022) "Lessons Learned: Steven B. Kamin," Journal of Financial Crises: Vol. 4 : Iss. 3, 202-204. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/9


Lessons Learned: Seth Carpenter, Seth Carpenter, Maryann Haggerty Sep 2022

Lessons Learned: Seth Carpenter, Seth Carpenter, Maryann Haggerty

Documents

Haggerty, Maryann (2022) "Lessons Learned: Seth Carpenter," Journal of Financial Crises: Vol. 4 : Iss. 3, 192-194. Available at: https://elischolar.library.yale.edu/journal-of-financial-crises/vol4/iss3/6


Imf Staff Reaches Staff-Level Agreement On An Extended Fund Facility Arrangement With Sri Lanka, International Monetary Fund (Imf) Sep 2022

Imf Staff Reaches Staff-Level Agreement On An Extended Fund Facility Arrangement With Sri Lanka, International Monetary Fund (Imf)

Documents

No abstract provided.


Rbi Fx Reserves - Half Yearly - Sep 2022, Reserve Bank Of India Sep 2022

Rbi Fx Reserves - Half Yearly - Sep 2022, Reserve Bank Of India

Documents

No abstract provided.


Balance Sheet Items Of The Snb, Swiss National Bank Aug 2022

Balance Sheet Items Of The Snb, Swiss National Bank

Documents

No abstract provided.


Consolidated Reports Of Condition And Income For A Bank With Domestic And Foreign Offices - Ffiec 031, Silicon Valley Bank Financial Group Aug 2022

Consolidated Reports Of Condition And Income For A Bank With Domestic And Foreign Offices - Ffiec 031, Silicon Valley Bank Financial Group

Documents

No abstract provided.


Banco Central De Chile Suscribe Li­Nea De Credito Flexible Con El Fondo Monetario Internacional Por Usd 18.500 Millones, Banco Central De Chile (Bcch) Aug 2022

Banco Central De Chile Suscribe Li­Nea De Credito Flexible Con El Fondo Monetario Internacional Por Usd 18.500 Millones, Banco Central De Chile (Bcch)

Documents

No abstract provided.


Chile: Request For An Arrangement Under The Flexible Credit Line And Cancellation Of The Arrangement Under The Short-Term Liquidity Line, International Monetary Fund (Imf) Aug 2022

Chile: Request For An Arrangement Under The Flexible Credit Line And Cancellation Of The Arrangement Under The Short-Term Liquidity Line, International Monetary Fund (Imf)

Documents

No abstract provided.


Boosting The Hp Filter For Trending Time Series With Long Range Dependence, Eva Biswas, Farzad Sabzikar, Peter C. B. Phillips Aug 2022

Boosting The Hp Filter For Trending Time Series With Long Range Dependence, Eva Biswas, Farzad Sabzikar, Peter C. B. Phillips

Cowles Foundation Discussion Papers

This paper extends recent asymptotic theory developed for the Hodrick Prescott (HP) filter and boosted HP (bHP) filter to long range dependent time series that have fractional Brownian motion (fBM) limit processes after suitable standardization. Under general conditions it is shown that the asymptotic form of the HP filter is a smooth curve, analogous to the finding in Phillips and Jin (2021) for integrated time series and series with deterministic drifts. Boosting the filter using the iterative procedure suggested in Phillips and Shi (2021) leads under well defined rate conditions to a consistent estimate of the fBM limit process or …


Swap: El Enigmatico Acuerdo De Intercambio De Monedas Con China, Paula Urien Aug 2022

Swap: El Enigmatico Acuerdo De Intercambio De Monedas Con China, Paula Urien

Documents

No abstract provided.


Ypfs Lessons Learned Oral History Project: An Interview With Giorgio Gobbi, Mercedes Cardona Aug 2022

Ypfs Lessons Learned Oral History Project: An Interview With Giorgio Gobbi, Mercedes Cardona

Documents

No abstract provided.


Enhancing East Asia's Regional Financial Safety Net, Chang Yong Rhee Aug 2022

Enhancing East Asia's Regional Financial Safety Net, Chang Yong Rhee

Documents

No abstract provided.


Central Bank Swap Arrangements, Federal Reserve System: Federal Reserve Bank Of New York Aug 2022

Central Bank Swap Arrangements, Federal Reserve System: Federal Reserve Bank Of New York

Documents

No abstract provided.


Ecb And National Bank Of The Republic Of North Macedonia Set Up Repo Line To Provide Euro Liquidity, European Central Bank (Ecb) Aug 2022

Ecb And National Bank Of The Republic Of North Macedonia Set Up Repo Line To Provide Euro Liquidity, European Central Bank (Ecb)

Documents

No abstract provided.


The Impact Of Carbon Taxes On The Value Of Fossil-Fuel Reserves And The Efficiency Of Climate Policy, William D. Nordhaus Aug 2022

The Impact Of Carbon Taxes On The Value Of Fossil-Fuel Reserves And The Efficiency Of Climate Policy, William D. Nordhaus

Cowles Foundation Discussion Papers

The present study analyzes the impact of carbon pricing along with other policies on the value of fossil fuel resources, CO2 emissions, and economic welfare. It employs a model based on the Hotelling analysis of resource values and calibrates this approach to data on fossil resources, costs, demands, and CO2 emissions. Total fossil-fuel resource rents are today estimated to be $17 trillion (2021 US$) without carbon pricing. Oil and gas rents are unchanged for low carbon taxes but would decline by 40% with a $100/tCO2 price. The losses in producer values would be only about 10% of …


Finances And Operations, U. S. Department Of The Treasury Aug 2022

Finances And Operations, U. S. Department Of The Treasury

Documents

No abstract provided.


Taxing Externalities Without Hurting The Poor, Mallesh Pai, Philipp Strack Aug 2022

Taxing Externalities Without Hurting The Poor, Mallesh Pai, Philipp Strack

Cowles Foundation Discussion Papers

We consider the optimal taxation of a good which exhibits a negative externality, in a setting where agents differ in their value for the good, their disutility from the externality, and their value for money, while the planner observes neither. Pigouvian taxation is the unique Pareto efficient mechanism, yet it is only optimal if the planner puts higher Pareto weights on richer agents. We derive the optimal tax schedule for both a narrow allocative objective and a utilitarian objective for the planner. The optimal tax is generically nonlinear, and Pareto inefficient. The optimal mechanism might take a “non-market” form and …


Central Bank Liquidity Swaps, Federal Reserve System: Board Of Governors Aug 2022

Central Bank Liquidity Swaps, Federal Reserve System: Board Of Governors

Documents

No abstract provided.


Answer Given By Executive Vice-President Vestager On Behalf Of The European Commission, European Parliament Aug 2022

Answer Given By Executive Vice-President Vestager On Behalf Of The European Commission, European Parliament

Documents

No abstract provided.


Answer Given By Executive Vice-President Vestager On Behalf Of The European Commission, Margrethe Vestager Aug 2022

Answer Given By Executive Vice-President Vestager On Behalf Of The European Commission, Margrethe Vestager

Documents

No abstract provided.


Data, Competition, And Digital Platforms, Dirk Bergemann, Alessandro Bonatti Aug 2022

Data, Competition, And Digital Platforms, Dirk Bergemann, Alessandro Bonatti

Cowles Foundation Discussion Papers

We propose a model of intermediated digital markets where data and heterogeneity in tastes and products are deÖning features. A monopolist platform uses superior data to match consumers and multiproduct advertisers. Consumers have heterogenous preferences for the advertisers' product lines and shop on- or o§-platform. The platform monetizes its data by selling targeted advertising space that allows advertisers to tailor their products to each consumer's preferences. We derive the equilibrium product lines and advertising prices. We identify search costs and informational advantages as two sources of the platform's bargaining power. We show that privacy-enhancing data-governance rules, such as those corresponding …