Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy / / Papa N'Diaye |
Autore | N'Diaye Papa |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (36 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy
Assets (Accounting) Accounting Banks and Banking Financial Risk Management Inflation Macroeconomics Price Level Deflation International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Public Administration Public Sector Accounting and Audits Finance Banking Financial reporting, financial statements Asset prices Asset valuation Financial statements Prices Asset-liability management Banks and banking Finance, Public |
ISBN |
1-4623-5878-0
9786612844515 1-4527-0969-6 1-282-84451-2 1-4518-7403-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Overview of the CCA; III. Model Overview; A. Aggregate Demand Equation; B. Inflation; C. Core Inflation-Phillips curve; D. Okun's Law Relationship; E. Labor Income; F. Exchange Rate; G. Monetary Policy Rule; H. Yield Curve and Term Structure; I. Spreads and Balance Sheets; J. Uncertainty; K. Debt Dynamics; L. Financial Regulations; M. Equity; N. The Supply Side; IV. Illustrative Model Simulations; V. Conclusion; References; Footnotes |
Record Nr. | UNINA-9910788223003321 |
N'Diaye Papa | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Countercyclical Macro Prudential Policies in a Supporting Role to Monetary Policy / / Papa N'Diaye |
Autore | N'Diaye Papa |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (36 p.) |
Disciplina | 338.19234 |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy
Assets (Accounting) Accounting Banks and Banking Financial Risk Management Inflation Macroeconomics Price Level Deflation International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Public Administration Public Sector Accounting and Audits Finance Banking Financial reporting, financial statements Asset prices Asset valuation Financial statements Prices Asset-liability management Banks and banking Finance, Public |
ISBN |
1-4623-5878-0
9786612844515 1-4527-0969-6 1-282-84451-2 1-4518-7403-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Overview of the CCA; III. Model Overview; A. Aggregate Demand Equation; B. Inflation; C. Core Inflation-Phillips curve; D. Okun's Law Relationship; E. Labor Income; F. Exchange Rate; G. Monetary Policy Rule; H. Yield Curve and Term Structure; I. Spreads and Balance Sheets; J. Uncertainty; K. Debt Dynamics; L. Financial Regulations; M. Equity; N. The Supply Side; IV. Illustrative Model Simulations; V. Conclusion; References; Footnotes |
Record Nr. | UNINA-9910827453703321 |
N'Diaye Papa | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Credit Market in Morocco : : A Disequilibrium Approach / / Nada Oulidi, Laurence Allain |
Autore | Oulidi Nada |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (20 p.) |
Disciplina | 338.9669 |
Altri autori (Persone) | AllainLaurence |
Collana | IMF Working Papers |
Soggetto topico |
Credit control - Morocco - Mathematical models
Credit - Morocco - Mathematical models Banks and Banking Finance: General Money and Monetary Policy Real Estate Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Real Estate Markets, Spatial Production Analysis, and Firm Location: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Price Level Inflation Deflation Monetary economics Finance Property & real estate Credit Real estate prices Bank credit Stock markets Real interest rates Money Prices Financial markets Asset prices Housing Stock exchanges Interest rates |
ISBN |
1-4623-9613-5
1-4527-5310-5 9786612842757 1-282-84275-7 1-4518-7201-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Overview of Credit Market Developments; Figures; 1. Required Bank Reserves and Official Reserves, 2000-07; 2. Treasury Bill Rate, 2000-07; 3. Private Sector Credit in Percent of GDP, 2000-07; 4. Structure of Banking System Assets; 5. Credit to the Economy (2002=100); 6. Evolution of Real Estate Stock Market Index; III. Literature Review; IV. Estimation Strategy; V. Estimation Results; VI. Concluding Remarks; Appendixes; I. Unit Root Tests; II. Cointegration Tests; References |
Record Nr. | UNINA-9910788339303321 |
Oulidi Nada | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Credit Market in Morocco : : A Disequilibrium Approach / / Nada Oulidi, Laurence Allain |
Autore | Oulidi Nada |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (20 p.) |
Disciplina | 338.9669 |
Altri autori (Persone) | AllainLaurence |
Collana | IMF Working Papers |
Soggetto topico |
Credit control - Morocco - Mathematical models
Credit - Morocco - Mathematical models Banks and Banking Finance: General Money and Monetary Policy Real Estate Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Real Estate Markets, Spatial Production Analysis, and Firm Location: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Price Level Inflation Deflation Monetary economics Finance Property & real estate Credit Real estate prices Bank credit Stock markets Real interest rates Money Prices Financial markets Asset prices Housing Stock exchanges Interest rates |
ISBN |
1-4623-9613-5
1-4527-5310-5 9786612842757 1-282-84275-7 1-4518-7201-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Overview of Credit Market Developments; Figures; 1. Required Bank Reserves and Official Reserves, 2000-07; 2. Treasury Bill Rate, 2000-07; 3. Private Sector Credit in Percent of GDP, 2000-07; 4. Structure of Banking System Assets; 5. Credit to the Economy (2002=100); 6. Evolution of Real Estate Stock Market Index; III. Literature Review; IV. Estimation Strategy; V. Estimation Results; VI. Concluding Remarks; Appendixes; I. Unit Root Tests; II. Cointegration Tests; References |
Record Nr. | UNINA-9910825900203321 |
Oulidi Nada | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene |
Autore | Krichene Noureddine |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (25 pages) : illustrations |
Disciplina | 338.232820112 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum products - Prices - Forecasting
Investments: Energy Inflation Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Energy: General Commodity Markets Investment & securities Oil prices Asset prices Oil Commodity prices Petroleum industry and trade |
ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788237603321 |
Krichene Noureddine | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Crude Oil Prices : : Trends and Forecast / / Noureddine Krichene |
Autore | Krichene Noureddine |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (25 pages) : illustrations |
Disciplina | 338.232820112 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum products - Prices - Forecasting
Investments: Energy Inflation Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Energy: General Commodity Markets Investment & securities Oil prices Asset prices Oil Commodity prices Petroleum industry and trade |
ISBN |
1-4623-9010-2
1-4519-9637-3 1-282-84085-1 1-4518-6992-4 9786612840852 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Recent Evolution of Oil Prices -- III. Modeling Oil Prices as Levy Process -- IV. Oil Price Process as Normal Inverse Gaussian Process -- V. Estimation of Oil Price Process as a Normal Inverse Gaussian Process -- VI. Market Incompleteness and Esscher Transform -- VII. Density Forecast of Crude Oil Prices: The Inverse Problem -- VIII. Conclusions -- Tables -- 1. Descriptive Statistics for Oil Price Returns -- 2. Oil Price as Normal Inverse Distribution, Parameterization -- 3. Oil Price as Normal Inverse Distribution, Parameterization -- Figures -- 1. Oil Daily Futures Prices, January 2000-October 2007 -- 2a. Empirical Distribution of Oil Price Returns 2000M1-2003M4 -- 2b. Empirical Distribution of Oil Price Returns, 2003M5-2007M10 -- 3. Oil Price Returns GARCH(1.1) Volatility, January 2000-October 2007 -- References. |
Record Nr. | UNINA-9910818879503321 |
Krichene Noureddine | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
Autore | Goodhart C |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
Collana | IMF Working Papers |
Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910788407903321 |
Goodhart C | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
Autore | Goodhart C |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
Collana | IMF Working Papers |
Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910826309803321 |
Goodhart C | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye |
Autore | N'Diaye Papa |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
Descrizione fisica | 1 online resource (28 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Deflation (Finance) - China - Hong Kong - Econometric models
Business cycles Macroeconomics Money and Monetary Policy Production and Operations Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Money Supply Credit Money Multipliers Monetary Policy Central Banks and Their Policies Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Production Monetary economics Monetary base Productivity Consumer price indexes Asset prices Money Prices Production Money supply Industrial productivity Price indexes |
ISBN |
1-4623-2341-3
1-4527-0966-1 1-283-56982-5 1-4519-2051-2 9786613882271 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. OVERVIEW""; ""II. THE FRAMEWORK""; ""III. RESULTS""; ""IV. INTERPRETING THE RESULTS""; ""V. CONCLUSION""; ""APPENDIX""; ""References"" |
Record Nr. | UNINA-9910788691703321 |
N'Diaye Papa | ||
Washington, D.C. : , : International Monetary Fund, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye |
Autore | N'Diaye Papa |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
Descrizione fisica | 1 online resource (28 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Deflation (Finance) - China - Hong Kong - Econometric models
Business cycles Macroeconomics Money and Monetary Policy Production and Operations Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Money Supply Credit Money Multipliers Monetary Policy Central Banks and Their Policies Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Production Monetary economics Monetary base Productivity Consumer price indexes Asset prices Money Prices Production Money supply Industrial productivity Price indexes |
ISBN |
1-4623-2341-3
1-4527-0966-1 1-283-56982-5 1-4519-2051-2 9786613882271 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. OVERVIEW""; ""II. THE FRAMEWORK""; ""III. RESULTS""; ""IV. INTERPRETING THE RESULTS""; ""V. CONCLUSION""; ""APPENDIX""; ""References"" |
Record Nr. | UNINA-9910814899503321 |
N'Diaye Papa | ||
Washington, D.C. : , : International Monetary Fund, , 2003 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|