This study estimates the monetary policy reaction function (MPRF) in a Dynamic Stochastic General Equilibrium (DSGE) framework using Bayesian analysis for the emerging economies. DSGE models are suita
In the field of financial risk management, the accuracy of portfolio Value-at-Risk (VaR) forecasts is of critical importance to both practitioners and academics. This study pioneers a comprehensive ev
The pervasive effects of the COVID-19 pandemic in Korea on the daily lives of Korean citizens, as well as the nation’s economic and industrial landscape, cannot be understated. In this article, we exp
