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Current Accounts in a Currency Union / / Jörg Decressin, Emil Stavrev
| Current Accounts in a Currency Union / / Jörg Decressin, Emil Stavrev |
| Autore | Decressin Jörg |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.4566 |
| Altri autori (Persone) | StavrevEmil |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - European Union countries
Foreign exchange - European Union countries Exports and Imports Foreign Exchange Current Account Adjustment Short-term Capital Movements International economics Currency Foreign exchange Current account Real exchange rates Current account balance Real effective exchange rates Exchange rates Balance of payments |
| ISBN |
1-4623-2852-0
1-4527-6924-9 1-282-84341-9 9786612843419 1-4518-7274-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Literature; III. The Data; IV. Current Account Divergences and Dynamics; Figures; 1. Current Account Dispersions; 2. Adjustment to Country-Specific Current Account Shocks 1/; V. The Role of the Exchange Rate and Other Factors; 3. Real Exchange Rate Dispersions; Tables; 1. Estimates of Speed of Adjustment of Current Accounts; 4a: EMU and Other Countries: Impulse Responses of the Current Account; 4b: EMU and Other Countries: Impulse Responses of the Real Exchange Rate; 2. Current Account and Real Exchange Rate Persistence
5. EMU and Other Countries: Correlation Between Current Account3. Estimates of the Current Account Equation; 4. EMU Countries: Current Account Dispersions and NFA; 6. EMU Countries: Fundamental Current Account Dispersions; VI. Conclusion; 7. EMU Countries: Dispersions of Determinants of Current Accounts; Appendix; 8: EMU Countries: Testing for Structural Breaks; References |
| Record Nr. | UNINA-9910810171203321 |
Decressin Jörg
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Debt Dynamics and Global Imbalances : : Some Conventional Views Reconsidered / / Guy Meredith
| Debt Dynamics and Global Imbalances : : Some Conventional Views Reconsidered / / Guy Meredith |
| Autore | Meredith Guy |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina |
335.4
335.4/12 |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of trade - United States
Debts, External - United States Banks and Banking Exports and Imports Foreign Exchange Empirical Studies of Trade Interest Rates: Determination, Term Structure, and Effects International Investment Long-term Capital Movements International economics Finance Currency Foreign exchange Real interest rates Trade balance Real exchange rates Trade deficits Foreign assets Balance of trade Interest rates Investments, Foreign |
| ISBN |
1-4623-9317-9
1-4527-6930-3 1-283-51792-2 1-4519-1021-5 9786613830371 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Stylized Facts; A. Evolution of Global Imbalances; Figures; 1. U.S. External Balances, 1979-2005; 2. Movements in Real U.S. Trade Balance: 1995-2005 Versus 1979-89; 3. U.S. Imports and Exports, 1980-2005; 4. U.S. Real Effective Exchange Rate: 1995-2005 Versus 1979-89; 5. U.S. Shares in World GDP, 1980-2005; 6. Ratio of Real Private Consumption to GDP, 1985-20005; 7. U.S. Net Foreign Assets, 1982-2005; 8. U.S. External Assets and Liabilities, 1982-2005; 9. ROW Holdings of Official Reserves, 1971-2005; B. Real Interest Rates; Tables
1. U.S. Real Interest Rates and Growth Rates, 1900-200510. Yield on Inflation-Indexed U.S. Treasuries, 1997-2006; 2. Real Returns on U.S. External Assets and Liabilities, 1953-2004; 11. Real Yields on U.S. External Assets and Liabilities, 1977-2005; 12. U.S. Net International Investment Income, 1977-2005; 13. Valuation Adjustments to U.S. NFA, Cumulative Average, 1983-2005; III. Debt Dynamics; 14. Yields on BAA Corporate Bonds Versus U.S. Treasuries, 1953-2006; IV. Simulation Model; A. Structure; B. Parameterization; V. Simulation Results; A. Initial Equilibrium; B. Calibration of Shocks C. Baseline Simulation 15. Baseline Shocks to Model, 1995-2025; 16. Baseline Simulation Results, 1995-2025; 17. Baseline Simulation Results, 1995-2100; 18. U.S. Real Growth Rate and Marginal Product of Capital; 19. U.S. and ROW Consumption, 1995-2075; D. Alternative Paths for the Shocks; 20. Larger and More Drawn-Out Shocks, 1995-2100; 21. Phase-Out of International Reserve Accumulation, 1995-2025; 22. "Hard-Landing" Scenario, 1995-2025; E. Alternative Parameter Values; 23. Higher Initial Real Interest Rate, 1995-2100; 25. Alternative Trade Price Elasticities, 1995-2150 24. Increasing Asset Substitutability, 1995-2100 26. Ratio of U.S. to Row GDP, 1995-2010; 27. Higher Foreign Growth, 1995-2025; F. Fiscal Policy; 28. "Twin Deficits": Effect on Trade Balance of Change in Fiscal Balance; VI. Concluding Remarks; Appendix: Consumption, Wealth and Real Interest Rates; A. Infinite-Horizon Model; B. Finite-Horizon Model; References |
| Record Nr. | UNINA-9910788693803321 |
|
Meredith Guy
|
||
| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Debt Dynamics and Global Imbalances : : Some Conventional Views Reconsidered / / Guy Meredith
| Debt Dynamics and Global Imbalances : : Some Conventional Views Reconsidered / / Guy Meredith |
| Autore | Meredith Guy |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina |
335.4
335.4/12 |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of trade - United States
Debts, External - United States Banks and Banking Exports and Imports Foreign Exchange Empirical Studies of Trade Interest Rates: Determination, Term Structure, and Effects International Investment Long-term Capital Movements International economics Finance Currency Foreign exchange Real interest rates Trade balance Real exchange rates Trade deficits Foreign assets Balance of trade Interest rates Investments, Foreign |
| ISBN |
1-4623-9317-9
1-4527-6930-3 1-283-51792-2 1-4519-1021-5 9786613830371 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Stylized Facts; A. Evolution of Global Imbalances; Figures; 1. U.S. External Balances, 1979-2005; 2. Movements in Real U.S. Trade Balance: 1995-2005 Versus 1979-89; 3. U.S. Imports and Exports, 1980-2005; 4. U.S. Real Effective Exchange Rate: 1995-2005 Versus 1979-89; 5. U.S. Shares in World GDP, 1980-2005; 6. Ratio of Real Private Consumption to GDP, 1985-20005; 7. U.S. Net Foreign Assets, 1982-2005; 8. U.S. External Assets and Liabilities, 1982-2005; 9. ROW Holdings of Official Reserves, 1971-2005; B. Real Interest Rates; Tables
1. U.S. Real Interest Rates and Growth Rates, 1900-200510. Yield on Inflation-Indexed U.S. Treasuries, 1997-2006; 2. Real Returns on U.S. External Assets and Liabilities, 1953-2004; 11. Real Yields on U.S. External Assets and Liabilities, 1977-2005; 12. U.S. Net International Investment Income, 1977-2005; 13. Valuation Adjustments to U.S. NFA, Cumulative Average, 1983-2005; III. Debt Dynamics; 14. Yields on BAA Corporate Bonds Versus U.S. Treasuries, 1953-2006; IV. Simulation Model; A. Structure; B. Parameterization; V. Simulation Results; A. Initial Equilibrium; B. Calibration of Shocks C. Baseline Simulation 15. Baseline Shocks to Model, 1995-2025; 16. Baseline Simulation Results, 1995-2025; 17. Baseline Simulation Results, 1995-2100; 18. U.S. Real Growth Rate and Marginal Product of Capital; 19. U.S. and ROW Consumption, 1995-2075; D. Alternative Paths for the Shocks; 20. Larger and More Drawn-Out Shocks, 1995-2100; 21. Phase-Out of International Reserve Accumulation, 1995-2025; 22. "Hard-Landing" Scenario, 1995-2025; E. Alternative Parameter Values; 23. Higher Initial Real Interest Rate, 1995-2100; 25. Alternative Trade Price Elasticities, 1995-2150 24. Increasing Asset Substitutability, 1995-2100 26. Ratio of U.S. to Row GDP, 1995-2010; 27. Higher Foreign Growth, 1995-2025; F. Fiscal Policy; 28. "Twin Deficits": Effect on Trade Balance of Change in Fiscal Balance; VI. Concluding Remarks; Appendix: Consumption, Wealth and Real Interest Rates; A. Infinite-Horizon Model; B. Finite-Horizon Model; References |
| Record Nr. | UNINA-9910808877903321 |
|
Meredith Guy
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| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
| Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal |
| Autore | Lama Ruy |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (53 p.) |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary unions
International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates |
| ISBN |
1-4755-1226-0
1-4755-1225-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
| Record Nr. | UNINA-9910786481403321 |
|
Lama Ruy
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
| Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal |
| Autore | Lama Ruy |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (53 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary unions
International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates |
| ISBN |
1-4755-1226-0
1-4755-1225-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
| Record Nr. | UNINA-9910814616103321 |
|
Lama Ruy
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries
| Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (40 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Econometric models - Baltic States
Economics - Baltic States Econometrics Exports and Imports Foreign Exchange Macroeconomics Externalities Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Energy: Demand and Supply Prices Trade: General Currency Foreign exchange Econometrics & economic statistics International economics Spillovers Real effective exchange rates Vector autoregression Oil prices Exports International finance |
| ISBN |
1-4623-0330-7
1-4527-3089-X 1-4518-7272-0 1-282-84339-7 9786612843396 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The 1998 Russian Crisis; Figures; 1. The Baltic Countries: Responses of Aggregate Demand Components to 1998 Russian Crisis (year-on-year change, in percent); III. Trade and Financial Linkages; 2. The Baltics: Exports and Imports of Goods and Services (in percent of total, 1994-2007); Tables; 1. The Baltics: Sources and Destination of Foreign Direct Investment (in percent of total, 2007); 3 Baltic Countries: Business Cycle Synchronization with Major Trading Partners; IV. Econometric Analysis; A. Vector Auto regression Models
2. Variance Decomposition for Baltic Countries' Real GDP (Base VAR Models)4. Baltic Countries: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners and Real Effective Exchange Rate; B. Extended Vector Auto regression Models; 3. Variance Decomposition for Baltic Countries' Real GDP (Extended VAR Models); 5. Baltic Countries: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners, Oil Price Growth and REER; V. Measuring the Channels of Spillovers; 6. The Baltic Countries: Contributions to Spillovers from EU Countries 7. The Baltic Countries: Contributions to Spillovers from Russia 8. The Baltic Countries: Contributions to Spillovers from the Scandinavian Region; VI. Conclusions and Lessons for Policy; References; Data Description; Appendices; Tables; A1. The Baltic Countries: Direction of Imports to Major Trading Partners (in percent of total); A2. Structure of Bank Ownership in the Baltic Countries; A3. Results of Unit Root Tests Using the Ng-Perron Procedure; A4. Variance Decomposition Results (Base VAR Models, 1996-2007); A5. Variance Decomposition Results (Extended VAR Models, 1996-2007); Figures A1. The Baltic Countries: Decomposition of Exports and Imports (in percent of GDP, 1993-2007) A2. Impulse Response Results (Base VAR Models, 1996-2007); A3. Impulse Response Results (Extended VAR Models, 1996-2007); A4. The Baltics: Responses to 1 Percent Shock from the Scandinavian Region |
| Record Nr. | UNINA-9910788334003321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries
| Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (40 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Working Papers |
| Soggetto topico |
Econometric models - Baltic States
Economics - Baltic States Econometrics Exports and Imports Foreign Exchange Macroeconomics Externalities Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Energy: Demand and Supply Prices Trade: General Currency Foreign exchange Econometrics & economic statistics International economics Spillovers Real effective exchange rates Vector autoregression Oil prices Exports International finance |
| ISBN |
1-4623-0330-7
1-4527-3089-X 1-4518-7272-0 1-282-84339-7 9786612843396 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The 1998 Russian Crisis; Figures; 1. The Baltic Countries: Responses of Aggregate Demand Components to 1998 Russian Crisis (year-on-year change, in percent); III. Trade and Financial Linkages; 2. The Baltics: Exports and Imports of Goods and Services (in percent of total, 1994-2007); Tables; 1. The Baltics: Sources and Destination of Foreign Direct Investment (in percent of total, 2007); 3 Baltic Countries: Business Cycle Synchronization with Major Trading Partners; IV. Econometric Analysis; A. Vector Auto regression Models
2. Variance Decomposition for Baltic Countries' Real GDP (Base VAR Models)4. Baltic Countries: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners and Real Effective Exchange Rate; B. Extended Vector Auto regression Models; 3. Variance Decomposition for Baltic Countries' Real GDP (Extended VAR Models); 5. Baltic Countries: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners, Oil Price Growth and REER; V. Measuring the Channels of Spillovers; 6. The Baltic Countries: Contributions to Spillovers from EU Countries 7. The Baltic Countries: Contributions to Spillovers from Russia 8. The Baltic Countries: Contributions to Spillovers from the Scandinavian Region; VI. Conclusions and Lessons for Policy; References; Data Description; Appendices; Tables; A1. The Baltic Countries: Direction of Imports to Major Trading Partners (in percent of total); A2. Structure of Bank Ownership in the Baltic Countries; A3. Results of Unit Root Tests Using the Ng-Perron Procedure; A4. Variance Decomposition Results (Base VAR Models, 1996-2007); A5. Variance Decomposition Results (Extended VAR Models, 1996-2007); Figures A1. The Baltic Countries: Decomposition of Exports and Imports (in percent of GDP, 1993-2007) A2. Impulse Response Results (Base VAR Models, 1996-2007); A3. Impulse Response Results (Extended VAR Models, 1996-2007); A4. The Baltics: Responses to 1 Percent Shock from the Scandinavian Region |
| Record Nr. | UNINA-9910812318703321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Emigrant Deposits in Cape Verde
| Determinants of Emigrant Deposits in Cape Verde |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (28 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Emigrant remittances - Cabo Verde
Emigration and immigration - Economic aspects - Cabo Verde Banks and Banking Exports and Imports Foreign Exchange Emigration and Immigration International Migration Interest Rates: Determination, Term Structure, and Effects Remittances Migration, immigration & emigration Finance International economics Currency Foreign exchange Migration Real interest rates Deposit rates Emigration and immigration Interest rates International finance |
| ISBN |
1-4623-6393-8
1-4527-2693-0 1-283-51360-9 9786613826053 1-4519-9028-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EVIDENCE ON EMIGRANT DEPOSITS""; ""III. DATA AND METHODOLOGY""; ""IV. EMPIRICAL FINDINGS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""VI. REFERENCES"" |
| Record Nr. | UNINA-9910788411503321 |
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Emigrant Deposits in Cape Verde
| Determinants of Emigrant Deposits in Cape Verde |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (28 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Emigrant remittances - Cabo Verde
Emigration and immigration - Economic aspects - Cabo Verde Banks and Banking Exports and Imports Foreign Exchange Emigration and Immigration International Migration Interest Rates: Determination, Term Structure, and Effects Remittances Migration, immigration & emigration Finance International economics Currency Foreign exchange Migration Real interest rates Deposit rates Emigration and immigration Interest rates International finance |
| ISBN |
1-4623-6393-8
1-4527-2693-0 1-283-51360-9 9786613826053 1-4519-9028-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EVIDENCE ON EMIGRANT DEPOSITS""; ""III. DATA AND METHODOLOGY""; ""IV. EMPIRICAL FINDINGS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""VI. REFERENCES"" |
| Record Nr. | UNINA-9910817457003321 |
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Foreign Currency Borrowing in the New Member States of the EU / / Christoph Rosenberg, Marcel Tirpák
| Determinants of Foreign Currency Borrowing in the New Member States of the EU / / Christoph Rosenberg, Marcel Tirpák |
| Autore | Rosenberg Christoph |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (26 p.) |
| Disciplina | 332.15 |
| Altri autori (Persone) | TirpákMarcel |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Loans, Foreign - Europe, Central - Econometric models
Loans, Foreign - Europe, Eastern - Econometric models Exports and Imports Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Monetary economics Currency Foreign exchange International economics Currencies Exchange rates External debt Dollarization Money Debts, External Monetary policy |
| ISBN |
1-4623-7093-4
1-4527-1275-1 9786612841248 1-282-84124-6 1-4518-7031-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Stylized Facts; III. Reasons for Foreign Currency Borrowing-Some Hypotheses; IV. Empirical Estimation; A. Model Structure and Data; B. Estimation Results; V. Conclusions; VI. References; APPENDIX I. Data Sources and Transformations; APPENDIX II. Model Specification and Robustness Tests |
| Record Nr. | UNINA-9910788233103321 |
|
Rosenberg Christoph
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Currency
(627)
- Foreign exchange (626)
- Foreign Exchange (610)
- Macroeconomics (413)
- International economics (337)