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Input-Output-Based Measures of Systemic Importance
(2013-08-01)
The analyses of intersectoral linkages of Leontief (1941) and Hirschman (1958) provide a natural way to study the transmission of risk among interconnected banks and to measure their systemic importance. In this paper we ...
Monetary Policy Implementation in an Interbank Network: Effects on Systemic Risk
(2014-03-26)
This paper makes a conceptual contribution to the effect of monetary policy on financial stability. We develop a microfounded network model with endogenous network formation to analyze the impact of central banks' monetary ...
Mutual Excitation in Eurozone Sovereign CDS
(2014-05-01)
We study self- and cross-excitation of shocks in the Eurozone sovereign CDS market. We adopt a multivariate setting with credit default intensities driven by mutually exciting jump processes, to capture the salient features ...
Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change
(2018-09-24)
This paper studies a dynamic stochastic general equilibrium model involving climate change. Our framework allows for feedback effects on the temperature dynamics. We are able to match estimates of future temperature ...
CMIP5
Under the World Climate Research Programme (WCRP) the Working Group on Coupled Modelling (WGCM) established the Coupled Model Intercomparison Project (CMIP) as a standard experimental protocol for studying the output of ...
Met Office
The Met Office is the national meteorological service for the UK. We provide critical weather services and world-leading climate science, helping you make better decisions to stay safe and thrive.
McKinsey
To provide a fact base on emissions-reduction opportunities and their associated cost and investment needs, McKinsey is continuously researching the topic of abatement or mitigation. We published our first global greenhouse ...
IMF
The IMF publishes a range of time series data on IMF lending, exchange rates and other economic and financial indicators. Manuals, guides, and other material on statistical practices at the IMF, in member countries, and ...
IPCC
The Task Group on Data Support for Climate Change Assessments aims to provide guidance to the IPCC’s Data Distribution Centre on curation, traceability, stability, availability and transparency of data and scenarios related ...