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A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
| A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston |
| Autore | Swiston Andrew |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 354.2799273 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Loans - United States - Econometric models
Credit - United States - Econometric models Banks and Banking Econometrics Investments: Stocks Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary economics Econometrics & economic statistics Finance Investment & securities Credit Vector autoregression Bank credit Short term interest rates Stocks Interest rates |
| ISBN |
1-4623-4369-4
1-4527-2284-6 1-4518-7019-1 9786612841125 1-282-84112-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Literature Review; II. Building a Better Financial Conditions Index; A. Why VAR and IRF?; B. Whose Lending? Which Standards?; Figures; 1. Lending Standards and GDP Growth; Tables; 1. Lending Standards and Real Activity: Correlations; 2. Lending Standards and Financial Variables: Correlations; 2. Response of GDP to Lending Standards; C. Which Other Variables Enter the Mix?; 3. Response of GDP to Risk-Free Interest Rates; 4. Response of GDP to Default Risk and Volatility; 5. Response of GDP to Asset Prices; 6. Lending Standards and the High Yield Spread
III. Financial Conditions and GrowthA. What are the Guts of the FCI?; B. Which Financial Conditions Matter?; 7. Response of GDP to Financial Shocks; 8. Response of Financial Conditions to Lending Standards; C. What Role for Credit Aggregates?; 9. Credit Availability and the Impact of Monetary Policy on Growth; 10. Response of GDP to Credit Aggregates; D. What is the FCI's Contribution to Growth?; 3. Financial Conditions and Real Activity: Correlations and Variance Decompositions; 11. Financial Conditions Index; 12. Financial Shocks and Contributions to the FCI E. Where Do Financial Conditions Hit Hardest?13. Individual Contributions to the FCI; 14. Response of Components of Demand to Financial Shocks; F. Can the FCI See Into the Future?; 15. Leading Financial Conditions Index; IV. Conclusions; References |
| Record Nr. | UNINA-9910788234803321 |
Swiston Andrew
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
| A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston |
| Autore | Swiston Andrew |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 354.2799273 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Loans - United States - Econometric models
Credit - United States - Econometric models Banks and Banking Econometrics Investments: Stocks Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary economics Econometrics & economic statistics Finance Investment & securities Credit Vector autoregression Bank credit Short term interest rates Stocks Interest rates |
| ISBN |
1-4623-4369-4
1-4527-2284-6 1-4518-7019-1 9786612841125 1-282-84112-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Literature Review; II. Building a Better Financial Conditions Index; A. Why VAR and IRF?; B. Whose Lending? Which Standards?; Figures; 1. Lending Standards and GDP Growth; Tables; 1. Lending Standards and Real Activity: Correlations; 2. Lending Standards and Financial Variables: Correlations; 2. Response of GDP to Lending Standards; C. Which Other Variables Enter the Mix?; 3. Response of GDP to Risk-Free Interest Rates; 4. Response of GDP to Default Risk and Volatility; 5. Response of GDP to Asset Prices; 6. Lending Standards and the High Yield Spread
III. Financial Conditions and GrowthA. What are the Guts of the FCI?; B. Which Financial Conditions Matter?; 7. Response of GDP to Financial Shocks; 8. Response of Financial Conditions to Lending Standards; C. What Role for Credit Aggregates?; 9. Credit Availability and the Impact of Monetary Policy on Growth; 10. Response of GDP to Credit Aggregates; D. What is the FCI's Contribution to Growth?; 3. Financial Conditions and Real Activity: Correlations and Variance Decompositions; 11. Financial Conditions Index; 12. Financial Shocks and Contributions to the FCI E. Where Do Financial Conditions Hit Hardest?13. Individual Contributions to the FCI; 14. Response of Components of Demand to Financial Shocks; F. Can the FCI See Into the Future?; 15. Leading Financial Conditions Index; IV. Conclusions; References |
| Record Nr. | UNINA-9910818878103321 |
|
Swiston Andrew
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng
| A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng |
| Autore | Cheng Kevin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (29 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Electronic books. -- local
Monetary policy -- Kenya -- Econometric models Money supply -- Kenya Banks and Banking Econometrics Foreign Exchange Money and Monetary Policy Interest Rates: Determination, Term Structure, and Effects Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Monetary economics Currency Foreign exchange Econometrics & economic statistics Short term interest rates Nominal effective exchange rate Monetary transmission mechanism Vector autoregression Monetary base Interest rates Monetary policy Money supply |
| ISBN |
1-4623-3566-7
1-4527-7333-5 1-283-51207-6 1-4519-1013-4 9786613824523 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. THE POLICY PROBLEM""; ""IV. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788416003321 |
|
Cheng Kevin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng
| A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng |
| Autore | Cheng Kevin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (29 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Electronic books. -- local
Monetary policy -- Kenya -- Econometric models Money supply -- Kenya Banks and Banking Econometrics Foreign Exchange Money and Monetary Policy Interest Rates: Determination, Term Structure, and Effects Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Monetary economics Currency Foreign exchange Econometrics & economic statistics Short term interest rates Nominal effective exchange rate Monetary transmission mechanism Vector autoregression Monetary base Interest rates Monetary policy Money supply |
| ISBN |
1-4623-3566-7
1-4527-7333-5 1-283-51207-6 1-4519-1013-4 9786613824523 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. THE POLICY PROBLEM""; ""IV. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910826092203321 |
|
Cheng Kevin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei
| What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei |
| Autore | Rebei Nooman |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Labor supply - Effect of technological innovations on - Mathematical models
Hours of labor - Effect of technological innovations on - Econometric models Econometrics Labor Macroeconomics Innovation Research and Development Technological Change Intellectual Property Rights: General Labor Economics: General Wages, Compensation, and Labor Costs: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Price Level Inflation Deflation Labour income economics Technology general issues Econometrics & economic statistics Real wages Structural vector autoregression Sticky prices Econometric analysis Prices Labor economics Wages |
| ISBN |
1-4755-2415-3
1-4755-5236-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Stylized facts and the RBC model; A. Stylized facts; Figures; 1. SVAR IRFs following a technology shock; B. The benchmark RBC model; 1. Representative household's and firm's problems; 2. Impulse-response functions; III. Alternative models; A. The sticky price (SP) model; 2. Impulse-response functions: SVAR versus the standard RBC model; B. The entry-exit (EE) model; 3. Impulse-response functions: SVAR versus the SP model; C. The habit in consumption (HC) model; 4. Impulse-response functions: SVAR versus the EE model
5. Impulse-response functions: SVAR versus the HC modelD. The persistent technology shock (PT) model; E. The labor friction (LF) model; 6. Impulse-response functions: SVAR versus the PT model; F. The Leontief production (LP) model; 7. Impulse-response functions: SVAR versus the LF model; IV. Full information estimation and model comparison; 8. Impulse-response functions: SVAR versus the LP model; A. Priors and data; Tables; 1. Prior distributions of parameters; B. Estimation results and model comparison; 2. Parameter Estimation Results; C. Impulse-response functions 9. IRFs of the Alternative Estimated ModelsD. Autocorrelation functions; 10. Autocorrelations of the Alternative Models; 3. Autocorrelation statistics; V. Robustness; 4. Estimation results with sticky wages; 11. Autocorrelations: SP versus HC model; VI. Conclusion; References |
| Record Nr. | UNINA-9910786482103321 |
|
Rebei Nooman
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei
| What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei |
| Autore | Rebei Nooman |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.152 |
| Collana | IMF Working Papers |
| Soggetto topico |
Labor supply - Effect of technological innovations on - Mathematical models
Hours of labor - Effect of technological innovations on - Econometric models Econometrics Labor Macroeconomics Innovation Research and Development Technological Change Intellectual Property Rights: General Labor Economics: General Wages, Compensation, and Labor Costs: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Price Level Inflation Deflation Labour income economics Technology general issues Econometrics & economic statistics Real wages Structural vector autoregression Sticky prices Econometric analysis Prices Labor economics Wages |
| ISBN |
1-4755-2415-3
1-4755-5236-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Stylized facts and the RBC model; A. Stylized facts; Figures; 1. SVAR IRFs following a technology shock; B. The benchmark RBC model; 1. Representative household's and firm's problems; 2. Impulse-response functions; III. Alternative models; A. The sticky price (SP) model; 2. Impulse-response functions: SVAR versus the standard RBC model; B. The entry-exit (EE) model; 3. Impulse-response functions: SVAR versus the SP model; C. The habit in consumption (HC) model; 4. Impulse-response functions: SVAR versus the EE model
5. Impulse-response functions: SVAR versus the HC modelD. The persistent technology shock (PT) model; E. The labor friction (LF) model; 6. Impulse-response functions: SVAR versus the PT model; F. The Leontief production (LP) model; 7. Impulse-response functions: SVAR versus the LF model; IV. Full information estimation and model comparison; 8. Impulse-response functions: SVAR versus the LP model; A. Priors and data; Tables; 1. Prior distributions of parameters; B. Estimation results and model comparison; 2. Parameter Estimation Results; C. Impulse-response functions 9. IRFs of the Alternative Estimated ModelsD. Autocorrelation functions; 10. Autocorrelations of the Alternative Models; 3. Autocorrelation statistics; V. Robustness; 4. Estimation results with sticky wages; 11. Autocorrelations: SP versus HC model; VI. Conclusion; References |
| Record Nr. | UNINA-9910807342103321 |
|
Rebei Nooman
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
