April 17, 2024
This paper estimates and simulates a small open economy model for assessing Korea’s monetary and fiscal policy performance between 2005 and 2022.
April 15, 2024
This paper sheds light on pandemic-related central bank balance sheet tools and ensuing normalization, with a particular focus on ASEAN-4 economies.
February 29, 2024
This paper develops a prototype macroeconomic model for assessing monetary and fiscal policy in the Philippines.
January 3, 2024
This paper provides an analysis of policy performance coming from Bayesian estimation and simulation of a Dynamic Stochastic General Equilibrium (DSGE) model for Thailand.
December 6, 2023
Growing involvement of the traditional banking system with the crypto ecosystem raises concerns about systemic risk and financial stability.
November 17, 2023
This paper develops a prototype macroeconomic model for assessing monetary and fiscal policy in a small emerging-market open economy. We then use this model to evaluate the performance of monetary and fiscal policies in Malaysia between 2005 and 2021.
June 7, 2023
This paper formulates a Bank Vulnerability Index (BVI) for ASEAN+3 banks and banking systems to facilitate the early detection of vulnerabilities for a more informed approach to surveillance and policymaking.
May 26, 2023
Credit risk has played a significant role in many financial crises, including the global financial crisis. The COVID-19 pandemic also highlighted bank credit losses to the private sector. However, there…
December 20, 2022
This paper quantifies the likelihood of spillovers to emerging ASEAN-4 economies and Korea from shifts in US monetary policy.
July 19, 2022
This paper provides a comprehensive and systematic introduction to the Large-Scale AMRO Global Macro-Financial DSGE Model (AGMFM).
