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The central banker as a risk manager : estimating the federal reserve's preferences under greenspan

Kilian, Lutz; Manganelli, Simone - 2007

Persistent link: https://www.econbiz.de/10003413774

Quantifying the risk of deflation

Kilian, Lutz; Manganelli, Simone - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 561-590

Persistent link: https://www.econbiz.de/10003469718

The central banker as a risk manager : estimating the federal reserve's preferences under Greenspan

Kilian, Lutz; Manganelli, Simone - In: Journal of money, credit and banking : JMCB 40 (2008) 6, pp. 1103-1129

Persistent link: https://www.econbiz.de/10003745901

The central bank as a risk manager : quantifying and forecasting inflation risks

Kilian, Lutz (contributor); Manganelli, Simone (contributor) - 2003

Persistent link: https://www.econbiz.de/10001762889

The Central Bank as a Risk Manager : Quantifying and Forecasting Inflation Risks

Kilian, Lutz; Manganelli, Simone - 2021

We propose to regard the central banker as a risk manager who aims to contain inflation within pre-specified bounds. We develop formal tools of risk management that may be used to quantify and forecast the risks of failing to attain that objective. We illustrate the use of these risk measures in...

Persistent link: https://www.econbiz.de/10013319941