Saved in:
| Main Author: | |
|---|---|
| Format: | Recurso digital |
| Language: | |
| Published: |
Zenodo
2026
|
| Online Access: | https://doi.org/10.5281/zenodo.18737474 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866901584746643456 |
|---|---|
| author | PN5 |
| author_facet | PN5 |
| contents | <p><strong>Description</strong> This release contains the dataset and source code for the manuscript: "Integrating Financial Stability Objectives into Monetary Policy using Deep Reinforcement Learning: An Exploratory Analysis of the South Korean Macroeconomy".</p> <p><strong>Contents:</strong></p> <ul> <li>Dataset: Monthly Korean macroeconomic time-series data (Jan 2012 - Mar 2025), including apartment price index, CPI, employment data, household loans, M2, and base rate.</li> <li>Code: VAR model estimation and simulation.<ul> <li>Deep Q-Network (DQN) reinforcement learning environment for dynamic Taylor Rule parameter optimization.</li> <li>Scripts for evaluating policy performance across economic scenarios (Stable, Crisis, Inflation, Tightening).</li> </ul> </li> </ul> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_18737474 |
| institution | Zenodo |
| language | |
| publishDate | 2026 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | BestNumber5/dqn-monetary-policy-korea: Data and Code for "Integrating Financial Stability Objectives into Monetary Policy using Deep Reinforcement Learning" PN5 <p><strong>Description</strong> This release contains the dataset and source code for the manuscript: "Integrating Financial Stability Objectives into Monetary Policy using Deep Reinforcement Learning: An Exploratory Analysis of the South Korean Macroeconomy".</p> <p><strong>Contents:</strong></p> <ul> <li>Dataset: Monthly Korean macroeconomic time-series data (Jan 2012 - Mar 2025), including apartment price index, CPI, employment data, household loans, M2, and base rate.</li> <li>Code: VAR model estimation and simulation.<ul> <li>Deep Q-Network (DQN) reinforcement learning environment for dynamic Taylor Rule parameter optimization.</li> <li>Scripts for evaluating policy performance across economic scenarios (Stable, Crisis, Inflation, Tightening).</li> </ul> </li> </ul> |
| title | BestNumber5/dqn-monetary-policy-korea: Data and Code for "Integrating Financial Stability Objectives into Monetary Policy using Deep Reinforcement Learning" |
| url | https://doi.org/10.5281/zenodo.18737474 |