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Author:Kim, Jangryoul 

Discussion Paper
Are banking supervisory data useful for macroeconomic forecasts?

Some argue that central banks can improve monetary policy by including confidential supervisory assessments of banking organizations in their forecasts of inflation and unemployment. In this study we examine the extent to which forecasts of these variables would have been improved with the inclusion of supervisory data. We begin by reproducing the earlier results used to support the claim. We critically examine them and extend the analysis from in-sample to out-of-sample testing. Finally, we check the robustness of our findings by extending the analysis period, using a different methodology ...
Banking and Policy Studies , Paper 1-02

Conference Paper
Are banking supervisory data useful for macroeconomic forecasts?

Proceedings , Paper 825

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