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| Format: | Recurso digital |
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Zenodo
2026
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| Online Access: | https://doi.org/10.5281/zenodo.18737474 |
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Table of 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>