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Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
| Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang |
| Autore | Walker Todd |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (66 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
LeeperEric
YangSusan |
| Collana | IMF Working Papers |
| Soggetto topico |
Taxation
Fiscal policy Information theory in economics Econometrics Investments: Bonds Public Finance Fiscal Policy Fiscal Policies and Behavior of Economic Agents: General General Financial Markets: General (includes Measurement and Data) Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes National Government Expenditures and Related Policies: General Personal Income and Other Nonbusiness Taxes and Subsidies Tax Law Investment & securities Econometrics & economic statistics Public finance & taxation Welfare & benefit systems Macroeconomics Taxation & duties law Municipal bonds Vector autoregression Expenditure Labor taxes Financial institutions Econometric analysis Taxes Tax law Tax policy Bonds Expenditures, Public Income tax Law and legislation |
| ISBN |
1-4755-1691-6
1-4755-5824-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Analytical Example; A. The Econometrics of Foresight; Figures; 1. Responses of Capital to Tax Increase; B. Generalizations; III. Quantitative Importance of Foresight; A. Modeling Information Flows; B. Model Descriptions; C. Information Flows and Estimation Bias; Tables; 1. Information Flow Processes; IV. Solving the Problem; 2. Output Multipliers for a Labor Tax Change; A. An Organizing Principle; B. Lines of Attack; 1. The Narrative Approach; 2. Conditioning on Asset Prices; 3. Direct Estimation of DSGE Model; V. Concluding Remarks; Appendices
I. Simulations Details II. Testing Economic Theory; III. Municipal Bonds and Fiscal Foresight: Additional Results; IV. Assessing the Ex-Ante Approach; References |
| Record Nr. | UNINA-9910809529203321 |
Walker Todd
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
| The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi |
| Autore | Cashin Paul |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (41 p.) |
| Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models Business cycles - Middle East - Econometric models Business cycles - Africa, North - Econometric models Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Economywide Country Studies: Asia including Middle East Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Currency Foreign exchange Petroleum, oil & gas industries Oil Oil prices Vector autoregression Real effective exchange rates Oil production Commodities Econometric analysis Production Petroleum industry and trade |
| ISBN |
1-4755-3230-X
1-4755-9666-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP 2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers 7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988 |
| Record Nr. | UNINA-9910779643103321 |
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Cashin Paul
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
| The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi |
| Autore | Cashin Paul |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (41 p.) |
| Disciplina | 332.1532 |
| Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models Business cycles - Middle East - Econometric models Business cycles - Africa, North - Econometric models Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Economywide Country Studies: Asia including Middle East Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Currency Foreign exchange Petroleum, oil & gas industries Oil Oil prices Vector autoregression Real effective exchange rates Oil production Commodities Econometric analysis Production Petroleum industry and trade |
| ISBN |
1-4755-3230-X
1-4755-9666-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP 2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers 7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988 |
| Record Nr. | UNINA-9910810127103321 |
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Cashin Paul
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz
| Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz |
| Autore | Muñoz Sònia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Portfolio management - Italy - Econometric models
Asset allocation - Italy - Econometric models Econometrics Finance: General Financial Risk Management Investments: Bonds Investments: Stocks Single Equation Models Single Variables: Discrete Regression and Qualitative Choice Models Personal Income, Wealth, and Their Distributions Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) International Financial Markets Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Investment & securities Finance Econometrics & economic statistics Stocks Bonds Asset allocation Stock markets Logit models Financial institutions Asset and liability management Financial markets Econometric analysis Asset-liability management Stock exchanges Econometric models |
| ISBN |
1-4623-7504-9
1-4519-9441-9 1-283-51660-8 9786613829054 1-4519-0825-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Habit Formation in Household Portfolios""; ""III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity""; ""IV. Empirical Results""; ""V. Conclusion""; ""Appendix: Data and Statistics""; ""References"" |
| Record Nr. | UNINA-9910788699103321 |
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Muñoz Sònia
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz
| Habit Formation and Persistence in Individual Asset Portfolio Holdings : : The Case of Italy / / Sònia Muñoz |
| Autore | Muñoz Sònia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Portfolio management - Italy - Econometric models
Asset allocation - Italy - Econometric models Econometrics Finance: General Financial Risk Management Investments: Bonds Investments: Stocks Single Equation Models Single Variables: Discrete Regression and Qualitative Choice Models Personal Income, Wealth, and Their Distributions Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) International Financial Markets Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Investment & securities Finance Econometrics & economic statistics Stocks Bonds Asset allocation Stock markets Logit models Financial institutions Asset and liability management Financial markets Econometric analysis Asset-liability management Stock exchanges Econometric models |
| ISBN |
1-4623-7504-9
1-4519-9441-9 1-283-51660-8 9786613829054 1-4519-0825-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Habit Formation in Household Portfolios""; ""III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity""; ""IV. Empirical Results""; ""V. Conclusion""; ""Appendix: Data and Statistics""; ""References"" |
| Record Nr. | UNINA-9910811443303321 |
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Muñoz Sònia
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Location of Domestic and Foreign Production Affiliates by French Multinational Firms / / Isabelle Mejean, Thierry Mayer, Benjamin Nefussi
| The Location of Domestic and Foreign Production Affiliates by French Multinational Firms / / Isabelle Mejean, Thierry Mayer, Benjamin Nefussi |
| Autore | Mejean Isabelle |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
| Descrizione fisica | 31 p. : ill |
| Altri autori (Persone) |
MayerThierry
NefussiBenjamin |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments, Foreign
Investments Corporate Finance Econometrics Exports and Imports Labor Production and Operations Management Models of Trade with Imperfect Competition and Scale Economies Economic Integration International Investment Long-term Capital Movements Multinational Firms International Business Macroeconomics: Production Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Employment Unemployment Wages Intergenerational Income Distribution Aggregate Human Capital Aggregate Labor Productivity Finance Multinationals Macroeconomics Econometrics & economic statistics Labour income economics Foreign direct investment Transnational corporations Productivity Logit models Balance of payments Economic sectors Production Econometric analysis International business enterprises Industrial productivity Econometric models Economic theory |
| ISBN |
1-4623-0429-X
1-4527-7628-8 9786612845307 1-4519-6234-7 1-282-84530-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788221703321 |
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Mejean Isabelle
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| Washington, D.C. : , : International Monetary Fund, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Location of Domestic and Foreign Production Affiliates by French Multinational Firms / / Isabelle Mejean, Thierry Mayer, Benjamin Nefussi
| The Location of Domestic and Foreign Production Affiliates by French Multinational Firms / / Isabelle Mejean, Thierry Mayer, Benjamin Nefussi |
| Autore | Mejean Isabelle |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
| Descrizione fisica | 31 p. : ill |
| Disciplina | 338.102356 |
| Altri autori (Persone) |
MayerThierry
NefussiBenjamin |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments, Foreign
Investments Corporate Finance Econometrics Exports and Imports Labor Production and Operations Management Models of Trade with Imperfect Competition and Scale Economies Economic Integration International Investment Long-term Capital Movements Multinational Firms International Business Macroeconomics: Production Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Employment Unemployment Wages Intergenerational Income Distribution Aggregate Human Capital Aggregate Labor Productivity Finance Multinationals Macroeconomics Econometrics & economic statistics Labour income economics Foreign direct investment Transnational corporations Productivity Logit models Balance of payments Economic sectors Production Econometric analysis International business enterprises Industrial productivity Econometric models Economic theory |
| ISBN |
1-4623-0429-X
1-4527-7628-8 9786612845307 1-4519-6234-7 1-282-84530-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I Introduction -- II Theory and empirical implementation -- A Assumptions -- B Location decisions -- C Empirical implementation -- III Data -- A The dependent variable: Investments abroad and at home -- 1 Individual features of investing firms -- B "Standard" covariates -- C Supply Access -- 1 Supply Access -- D Sectoral and Firm-level Networks -- 2 Summary statistics on the network variables -- E Trends in the location of French-owned manufacturing establishments -- 2 Distribution of French FDI by Geographical Zone -- 3 Investments by French firms: Domestic/Foreign -- 4 French investments and Market Size -- IV Results for foreign affiliates -- 3 Conditional Logit for the Location of Foreign Investments -- V Results on foreign and domestic investments -- A Conditional logit -- 4 Conditional Logit for the Location of Domestic and Foreign Investment -- 5 Coefficient on Domestic Investment over Time -- 6 Coefficient on Investment in Ex-colonies over Time -- 5 Conditional Logit for the Location of Domestic and Foreign Investments by MNCs -- B Nested logit -- 6 Nested Logit France/RoW Choice -- VI Conclusion -- References -- Footnotes. |
| Record Nr. | UNINA-9910811771303321 |
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Mejean Isabelle
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| Washington, D.C. : , : International Monetary Fund, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
| Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz |
| Autore | Cevik Serhan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (36 p.) |
| Altri autori (Persone) | TeksozKaterina |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Transmission mechanism (Monetary policy)
Econometrics Foreign Exchange Money and Monetary Policy Model Construction and Estimation Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money Supply Credit Money Multipliers Monetary Policy Economywide Country Studies: Asia including Middle East Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Currency Foreign exchange Monetary economics Econometrics & economic statistics Exchange rates Bank credit Exchange rate arrangements Structural vector autoregression Monetary transmission mechanism Money Econometric analysis Monetary policy |
| ISBN |
1-4755-4120-1
1-4755-2218-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. An Overview of The Channels of Monetary Policy Transmission; III. A Brief Overview of Economic Developments; Figures; 1. GCC: Real Non-hydrocarbon GDP Growth and Inflation, 1991-2010; 2. GCC and U.S. Nominal Short-Term Interest Rates, 2004-2010; IV. Empirical Methodology; A. The Benchmark SVAR Specification; B. Data Overview; Tables; 1. Unit Root Tests Results for GCC Countries; V. Estimation Results; 2. Specification tests of the GCC SVAR; VI. Analyzing the Robustness of the Results; 3. Estimated Contemporaneous SVAR Coefficients, 1900-2010
4. GCC: Variance Decomposition (Percent of Total Variance)VII. Conclusion; Appendix Figures; 1. GCC: Impulse Responses with Bootstrapped Confidence Intervals; 2. Bahrain: Impulse Responses with Bootstrapped Confidence Intervals; 3. Kuwait: Impulse Responses with Bootstrapped Confidence Intervals; 4. Oman: Impulse Responses with Bootstrapped Confidence Intervals; 5. Qatar: Impulse Responses with Bootstrapped Confidence Intervals; 6. Saudi Arabia: Impulse Responses with Bootstrapped Confidence Intervals; 7. U.A.E.: Impulse Responses with Bootstrapped Confidence Intervals 8. GCC: Variance Decomposition with Bootstrapped Confidence Intervals9. Bahrain: Variance Decomposition with Bootstrapped Confidence Intervals; 10. Kuwait: Variance Decomposition with Bootstrapped Confidence Intervals; 11. Oman: Variance Decomposition with Bootstrapped Confidence Intervals; 12. Qatar: Variance Decomposition with Bootstrapped Confidence Intervals; 13. Saudi Arabia: Variance Decomposition with Bootstrapped Confidence Intervals; 14. U.A.E.: Variance Decomposition with Bootstrapped Confidence Intervals; References |
| Record Nr. | UNINA-9910786484503321 |
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Cevik Serhan
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
| Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz |
| Autore | Cevik Serhan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | TeksozKaterina |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Transmission mechanism (Monetary policy)
Econometrics Foreign Exchange Money and Monetary Policy Model Construction and Estimation Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money Supply Credit Money Multipliers Monetary Policy Economywide Country Studies: Asia including Middle East Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Currency Foreign exchange Monetary economics Econometrics & economic statistics Exchange rates Bank credit Exchange rate arrangements Structural vector autoregression Monetary transmission mechanism Money Econometric analysis Monetary policy |
| ISBN |
1-4755-4120-1
1-4755-2218-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. An Overview of The Channels of Monetary Policy Transmission; III. A Brief Overview of Economic Developments; Figures; 1. GCC: Real Non-hydrocarbon GDP Growth and Inflation, 1991-2010; 2. GCC and U.S. Nominal Short-Term Interest Rates, 2004-2010; IV. Empirical Methodology; A. The Benchmark SVAR Specification; B. Data Overview; Tables; 1. Unit Root Tests Results for GCC Countries; V. Estimation Results; 2. Specification tests of the GCC SVAR; VI. Analyzing the Robustness of the Results; 3. Estimated Contemporaneous SVAR Coefficients, 1900-2010
4. GCC: Variance Decomposition (Percent of Total Variance)VII. Conclusion; Appendix Figures; 1. GCC: Impulse Responses with Bootstrapped Confidence Intervals; 2. Bahrain: Impulse Responses with Bootstrapped Confidence Intervals; 3. Kuwait: Impulse Responses with Bootstrapped Confidence Intervals; 4. Oman: Impulse Responses with Bootstrapped Confidence Intervals; 5. Qatar: Impulse Responses with Bootstrapped Confidence Intervals; 6. Saudi Arabia: Impulse Responses with Bootstrapped Confidence Intervals; 7. U.A.E.: Impulse Responses with Bootstrapped Confidence Intervals 8. GCC: Variance Decomposition with Bootstrapped Confidence Intervals9. Bahrain: Variance Decomposition with Bootstrapped Confidence Intervals; 10. Kuwait: Variance Decomposition with Bootstrapped Confidence Intervals; 11. Oman: Variance Decomposition with Bootstrapped Confidence Intervals; 12. Qatar: Variance Decomposition with Bootstrapped Confidence Intervals; 13. Saudi Arabia: Variance Decomposition with Bootstrapped Confidence Intervals; 14. U.A.E.: Variance Decomposition with Bootstrapped Confidence Intervals; References |
| Record Nr. | UNINA-9910826196603321 |
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Cevik Serhan
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : : An Application to Ecuador / / Francesco Grigoli, Mario Mansilla, Martín Saldías
| Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : : An Application to Ecuador / / Francesco Grigoli, Mario Mansilla, Martín Saldías |
| Autore | Grigoli Francesco |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (29 pages) : illustrations, tables |
| Disciplina | 332.1753 |
| Altri autori (Persone) |
MansillaMario
SaldíasMartín |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank loans
Credit - Ecuador Economic forecasting - Ecuador Banks and Banking Econometrics Macroeconomics Money and Monetary Policy Industries: Financial Services Forecasting and Other Model Applications Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Energy: Demand and Supply Prices Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Financial Crises Finance Banking Monetary economics Econometrics & economic statistics Economic & financial crises & disasters Nonperforming loans Credit Oil prices Vector autoregression Financial institutions Money Econometric analysis Global financial crisis of 2008-2009 Financial crises Loans Banks and banking Global Financial Crisis, 2008-2009 |
| ISBN | 1-4755-6969-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162943503321 |
|
Grigoli Francesco
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
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Econometric analysis
(54)
- Econometrics (54)
- Econometrics & economic statistics (54)
- Macroeconomics (39)
- Diffusion Processes (29)