Imposing cointegration on a forecasting system, if cointegration is present, is believed to improve long …

improve the precision of macroeconomic forecasting, especially in areas with data constraints. This paper investigates whether … travel-related online search queries enhance accuracy in the forecasting of tourist arrivals to The Bahamas from the U.S. The …

their leverage on aggregate risk, returns and asset prices. Near the steady-state, they restrict leverage to avoid the risk …

leading to systemic vulnerabilities- increases banks' interest rate risk exposure and lowers their net interest margin …

This paper studies the impact of competition on the determination of interest rates and banks’ risk-taking behavior … entry costs foster competition in deposit rate sand reduce banks’ incentives to limit risk exposure. Although higher … insurance coverage amplifies this effect, two alternative arrangements (risk-based contributions to the insurance fund and …

The banking crises of the 1990s emphasize the need to model the connections between volatility and the potential losses … links changes in the financial environment and the distribution of future bank capital ratios. This forward …-looking quantitative risk assessment methodology allows banks and regulators to identify risks before they materialize and make appropriate …

) predicts a negative relationship between banks'' risk of failure and concentration, indicating a trade-off between competition … can predict a negative relationship between concentration and bank loan-to-asset ratios, and a nonmonotonic relationship … between bank concentration and profitability. We explore these predictions empirically using a cross-sectional sample of about …

relationship between banks'' risk of failure, market structure, bank ownership, and banks'' screening and bankruptcy costs. These …, the positive and significant relationship between bank concentration and bank risk of failure found in Boyd, De Nicolò and …This paper presents a model of a banking industry with heterogeneous banks that delivers predictions on the …