Working Paper
A multi-country model of the international influences on the U.S. economy: preliminary results
Stevens, Guy V. G.; Clark, Peter K.; Berner, Richard; Kwack, Sung Y.; Howe, Howard; Hernandez-Cata, Ernesto (1977)
International Finance Discussion Papers , Paper 115

Working Paper
Simultaneous determination of the U.S. balance of payments and exchange rates: an exploratory report
Stevens, Guy V. G.; Clark, Peter K.; Berner, Richard; Kwack, Sung Y.; Howe, Howard (1975)
International Finance Discussion Papers , Paper 59

Working Paper
Modeling the international influences on the U.S. economy: a multi- country approach
Stevens, Guy V. G.; Clark, Peter K.; Berner, Richard; Kwack, Sung Y.; Howe, Howard (1976)
International Finance Discussion Papers , Paper 93

Working Paper
Total import and gross output demands in the context of a multisector general equilibrium model
Berner, Richard (1976)
International Finance Discussion Papers , Paper 88

Working Paper
International sources of domestic inflation
Lowrey, Barbara R.; Enzler, Jared J.; Clark, Peter K.; Berner, Richard (1974)
International Finance Discussion Papers , Paper 55

Working Paper
Modeling bilateral exchange rates in a multi-country model
Tryon, Ralph W.; Stevens, Guy V. G.; Clark, Peter K.; Berner, Richard; Hooper, Peter; Howe, Howard; Hernandez-Cata, Ernesto; Kwack, Sung Y. (1980)
International Finance Discussion Papers , Paper 163

Working Paper
The goods market and the labor market of the multi-country model
Berner, Richard (1976)
International Finance Discussion Papers , Paper 97

Working Paper
Assessing international interdependence with a multi-country model
Stevens, Guy V. G.; Clark, Peter K.; Berner, Richard; Kwack, Sung Y.; Howe, Howard; Hernandez-Cata, Ernesto (1979)
International Finance Discussion Papers , Paper 138

Report
CRISK: Measuring the Climate Risk Exposure of the Financial System
Jung, Hyeyoon; Berner, Richard; Engle, Robert (2021-09-01)
We develop a market-based methodology to assess banks’ resilience to climate-related risks and study the climate-related risk exposure of large global banks. We introduce a new measure, CRISK, which is the expected capital shortfall of a bank in a climate stress scenario. To estimate CRISK, we construct climate risk factors and dynamically measure banks’ stock return sensitivity (that is, climate beta) to the climate risk factor. We validate the climate risk factor empirically and the climate beta estimates by using granular data on large U.S. banks’ loan portfolios. The measure is ...
Staff Reports , Paper 977

Working Paper
Estimating consumer import demand equations
Berner, Richard (1977)
International Finance Discussion Papers , Paper 105