Autonomous Factor Forecast Quality: The Case of the Eurosystem
December 27, 2019
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Summary
Subject: Asset and liability management, Banking, Central bank accounting, Central banks, Exchange rate arrangements, Financial markets, Foreign exchange, Liquidity, Money markets, Open market operations
Keywords: Autonomous factor, Autonomous factors, Balance sheet development, Central bank accounting, Central banking, ECB estimate, Evaluation, Exchange rate arrangements, Forecast error, Forecasting, Global, Liquidity, Liquidity manager, Market segmentation, Money markets, Open market operations, Operational frameworks, Refinancing operation, WP
Publication Details
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Pages:
40
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2019/296
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Stock No:
WPIEA2019296
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ISBN:
9781513522005
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ISSN:
1018-5941
