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Record Nr. |
UNINA9910464586203321 |
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Autore |
Aït-Sahalia Yacine |
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Titolo |
How to stop a herd of running bears? [[electronic resource] ] : market response to policy initiatives during the Global Financial Crisis / / prepared by Yacine Aït-Sahalia ... [et al.] |
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Pubbl/distr/stampa |
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[Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
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ISBN |
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1-4623-4870-X |
1-4527-6721-1 |
1-283-51370-6 |
9786613826152 |
1-4519-1772-4 |
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Descrizione fisica |
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1 online resource (63 p.) |
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Collana |
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IMF working paper ; ; WP/09/204 |
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Disciplina |
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Soggetti |
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Global Financial Crisis, 2008-2009 |
Monetary policy |
Risk |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di contenuto |
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Cover Page; Title Page; Copyright Page; Contents; Figures; Tables; I. Introduction; 1. Residential Investment (y-o-y real growth rate); 2. House Price Indices (y-o-y percent growth rate); 3. 3-Month T-Bill Rates in Spain and in the EMU; 4. Number of Households and Population. Annual Growth Rates; II. The Model; A. Households; B. Producers; B.1 Final Goods Producers; B.2 Intermediate Goods Producers; C. Closing the Model; C.1 Market Clearing Conditions; C.2 Monetary Policy Rule; III. Bayesian Estimation; A. Data; B. Priors and Posteriors; 1. Calibrated parameters |
2a. Prior and Posterior Disributions5. Priors (black solid line) and Posteriors (red dashed line); 6. Priors (black solid line) and Posteriors (red dashed line); 2b. Prior and Posterior Disributions; C. Implications of the Model: Posterior Second Moments and Impulse Responses; C.1 Second Moments; 3a. Second Moments in Spain; 3b. Second Moments |
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