September 15, 2025
This working paper examines whether artificial intelligence models could forecast policy rates accurately.
September 4, 2025
This working paper introduces the LSTM multiplier response function, analogous to the impulse response function of a standard linear VAR model.
May 15, 2025
This working paper explores Lao PDR’s remarkable goods export growth from 2010 to 2021 despite its geographical disadvantages as a landlocked country.
May 8, 2025
This paper employs a Large Bayesian Vector Autoregression model to generate a medium-term economic outlook for Hong Kong, China’s economy.
April 17, 2025
This paper examines Japan’s fiscal position from the perspectives of the standard debt sustainability analysis and the asset pricing approaches.
February 27, 2025
This study examines the implications of the EU’s CBAM on key sectoral exports and renewable energy investments in ASEAN economies engaged in the BRI.
February 24, 2025
This paper proposes an option-pricing based valuation framework that addresses two key characteristics of biodiversity-linked bonds.
February 10, 2025
This paper explores the role of productivity gains in driving economic growth in Brunei Darussalam, a resource-rich economy.
February 3, 2025
This paper examines the dynamic interconnections between the real estate market, financial stability, and the real economy in the ASEAN+3 region.
January 2, 2025
This paper examines financial interconnectedness in ASEAN+3 using BIS Locational Banking Statistics to map the cross-border claims and liabilities of ASEAN+3 banks and analyze contagion risks via daily market and financial asset prices.
