Financial Sector Debt Bias / / Oana Luca, Alexander Tieman |
Autore | Luca Oana |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
Descrizione fisica | 1 online resource (29 pages) |
Altri autori (Persone) | TiemanAlexander |
Collana | IMF Working Papers |
Soggetto topico |
Banks and Banking
Investments: Energy Investments: Stocks 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 Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Economywide Country Studies: U.S Canada Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Investment & securities Petroleum, oil & gas industries Finance Oil prices Oil Oil production Stocks Long term interest rates Commodities Production Financial institutions Financial services Petroleum industry and trade Interest rates |
ISBN | 1-4755-5420-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover -- Contents -- I. Introduction -- II. Analyzing the oil market using a multi-country model -- A. The GVAR-Oil model -- B. Effects of a fall in oil prices -- III. Analyzing oil price changes using monthly data -- A. Has the relationship between real oil and equity prices been stable over time? -- B. Are lower oil prices beneficial for the U.S. and the world economy? -- IV. How do global oil supplies respond to lower oil prices? -- V. Concluding Remarks -- References -- Figures -- 1. Nominal and Real (2015 U.S. dollars) WTI Oil Prices -- 2. Effects of Lower Oil Prices on Global Real Equity Prices, Long-Term Interest Rates, and Real GDP -- 3. Effects of Lower Oil Prices on Long-Term Interest Rates in Various Countries -- 4. Effects of Lower Oil Prices on Inflation in Various Countries -- 5. Effects of Lower Oil Prices on Real GDP in Various Countries -- 6. U.S. Oil Production (1000 barrels/day) -- 7. Real Oil Prices and Real US Equity Prices (S& -- P 500), 1946M1-2016M3 -- 8. Rolling Estimates of the Effects of Changes in Oil Prices on Equity Prices -- 9. Real Oil Prices and Real Dividends (S& -- P 500), 1946M1-2016M3 -- 10. Rolling Estimates of the Effects of Changes in Oil Prices on Real Dividends -- 11. Monthly Oil Production for Iran, Iraq, Russia, Saudi Arabia, and the US (1000 barrels/day) -- Tables -- 1. Countries and Regions in the GVAR-Oil Model -- 2. Correlations between Changes in Real Oil Prices, Equity Prices and Dividends -- 3. Estimates of the Long-run Coefficients of Real Oil Prices based on Various ARDL Regressions and Sub-samples, 1970M1-2016M4. |
Record Nr. | UNINA-9910155013703321 |
Luca Oana | ||
Washington, D.C. : , : International Monetary Fund, , 2016 | ||
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Lo trovi qui: Univ. Federico II | ||
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Modeling Macro-Critical Energy Sectors in Low-Income Countries : : A General Framework and an Application to Côte d’Ivoire / / Holger Fabig |
Autore | Fabig Holger |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (32 p.) |
Disciplina | 665.5 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum - Econometric models
Natural gas - Econometric models Electric utilities - Econometric models Petroleum - Côte d'Ivoire - Econometric models Natural gas - Côte d'Ivoire - Econometric models Electric utilities - Côte d'Ivoire - Econometric models Investments: Energy Industries: Energy Energy: General Electric Utilities Hydrocarbon Resources Energy and the Macroeconomy Macroeconomics: Production Investment & securities Petroleum, oil & gas industries Oil Electricity Natural gas sector Energy sector Oil production Petroleum industry and trade Electric utilities Gas industry Energy industries |
ISBN |
1-4623-2956-X
1-4527-5715-1 1-282-84107-6 1-4518-7014-0 9786612841071 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788235703321 |
Fabig Holger
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Modeling Macro-Critical Energy Sectors in Low-Income Countries : : A General Framework and an Application to Côte d’Ivoire / / Holger Fabig |
Autore | Fabig Holger |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (32 p.) |
Disciplina | 665.5 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum - Econometric models
Natural gas - Econometric models Electric utilities - Econometric models Petroleum - Côte d'Ivoire - Econometric models Natural gas - Côte d'Ivoire - Econometric models Electric utilities - Côte d'Ivoire - Econometric models Investments: Energy Industries: Energy Energy: General Electric Utilities Hydrocarbon Resources Energy and the Macroeconomy Macroeconomics: Production Investment & securities Petroleum, oil & gas industries Oil Electricity Natural gas sector Energy sector Oil production Petroleum industry and trade Electric utilities Gas industry Energy industries |
ISBN |
1-4623-2956-X
1-4527-5715-1 1-282-84107-6 1-4518-7014-0 9786612841071 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910812624703321 |
Fabig Holger
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
Autore | Unalmis Deren |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (42 p.) |
Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage Investments: Energy Inflation Macroeconomics Economic Theory General Aggregative Models: Keynes Keynesian Post-Keynesian Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Commodity Markets Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Commodity price fluctuations Supply shocks Commodities Economic theory Petroleum industry and trade Supply and demand |
ISBN |
1-61635-702-9
1-4755-9843-2 1-283-94779-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage |
Record Nr. | UNINA-9910779593503321 |
Unalmis Deren
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
Autore | Unalmis Deren |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (42 p.) |
Disciplina | 338.29346 |
Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage Investments: Energy Inflation Macroeconomics Economic Theory General Aggregative Models: Keynes Keynesian Post-Keynesian Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Commodity Markets Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Commodity price fluctuations Supply shocks Commodities Economic theory Petroleum industry and trade Supply and demand |
ISBN |
1-61635-702-9
1-4755-9843-2 1-283-94779-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage |
Record Nr. | UNINA-9910817344703321 |
Unalmis Deren
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Quasi-Fiscal Deficits and Energy Conditionality in Selected CIS Countries / / Tapio Saavalainen, Joy Mylène Berge |
Autore | Saavalainen Tapio |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (37 p.) |
Altri autori (Persone) | BergeJoy Mylène |
Collana | IMF Working Papers |
Soggetto topico |
Municipal services - Former Soviet republics
Government business enterprises - Former Soviet republics Public utilities - Former Soviet republics Deficit financing - Former Soviet republics Banks and Banking Investments: Energy Macroeconomics Taxation Industries: Energy Exports and Imports Mining, Extraction, and Refining: Hydrocarbon Fuels Fiscal Policy Socialist Systems and Transitional Economies: Planning, Coordination, and Reform International Monetary Arrangements and Institutions Structure, Scope, and Performance of Government Trade Policy International Trade Organizations Energy and the Macroeconomy Electric Utilities Comparison of Public and Private Enterprises and Nonprofit Institutions Privatization Contracting Out Banks Depository Institutions Micro Finance Institutions Mortgages International Lending and Debt Problems Public finance & taxation Petroleum, oil & gas industries Investment & securities Banking International economics Tariffs Energy sector Electricity Taxes Economic sectors Commodities External debt Tariff Energy industries Electric utilities Banks and banking Debts, External |
ISBN |
1-4623-1853-3
1-4527-7134-0 1-283-51258-0 1-4519-0839-3 9786613825032 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MEASURING THE QUASI-FISCAL DEFICIT""; ""III. MACROECONOMIC RELEVANCE OF QUASI-FISCAL DEFICITS""; ""IV. ENERGY SECTOR CONDITIONALITY""; ""V. OUTCOMES AND LESSONS LEARNED""; ""VI. POLICY OPTIONS""; ""VII. EPILOGUE""; ""References"" |
Record Nr. | UNINA-9910788417203321 |
Saavalainen Tapio
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Quasi-Fiscal Deficits and Energy Conditionality in Selected CIS Countries / / Tapio Saavalainen, Joy Mylène Berge |
Autore | Saavalainen Tapio |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (37 p.) |
Altri autori (Persone) | BergeJoy Mylène |
Collana | IMF Working Papers |
Soggetto topico |
Municipal services - Former Soviet republics
Government business enterprises - Former Soviet republics Public utilities - Former Soviet republics Deficit financing - Former Soviet republics Banks and Banking Investments: Energy Macroeconomics Taxation Industries: Energy Exports and Imports Mining, Extraction, and Refining: Hydrocarbon Fuels Fiscal Policy Socialist Systems and Transitional Economies: Planning, Coordination, and Reform International Monetary Arrangements and Institutions Structure, Scope, and Performance of Government Trade Policy International Trade Organizations Energy and the Macroeconomy Electric Utilities Comparison of Public and Private Enterprises and Nonprofit Institutions Privatization Contracting Out Banks Depository Institutions Micro Finance Institutions Mortgages International Lending and Debt Problems Public finance & taxation Petroleum, oil & gas industries Investment & securities Banking International economics Tariffs Energy sector Electricity Taxes Economic sectors Commodities External debt Tariff Energy industries Electric utilities Banks and banking Debts, External |
ISBN |
1-4623-1853-3
1-4527-7134-0 1-283-51258-0 1-4519-0839-3 9786613825032 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MEASURING THE QUASI-FISCAL DEFICIT""; ""III. MACROECONOMIC RELEVANCE OF QUASI-FISCAL DEFICITS""; ""IV. ENERGY SECTOR CONDITIONALITY""; ""V. OUTCOMES AND LESSONS LEARNED""; ""VI. POLICY OPTIONS""; ""VII. EPILOGUE""; ""References"" |
Record Nr. | UNINA-9910826094103321 |
Saavalainen Tapio
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Republic of Armenia : : Ex Post Assessment of Long-Term Program Engagement |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2005 |
Descrizione fisica | 1 online resource (27 p.) |
Collana | IMF Staff Country Reports |
Soggetto topico |
Foreign exchange rates - Government policy - Armenia (Republic)
Economic assistance - Armenia (Republic) Banks and Banking Macroeconomics Taxation Industries: Energy Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Energy and the Macroeconomy Taxation, Subsidies, and Revenue: General Institutions and the Macroeconomy Banking Petroleum, oil & gas industries Public finance & taxation Energy sector Commercial banks Tax administration core functions Structural reforms Economic sectors Revenue administration Financial institutions Macrostructural analysis Banks and banking Energy industries Tax administration and procedure Revenue |
ISBN |
1-4552-5724-9
1-4527-5356-3 1-280-88456-8 1-4518-7639-4 9786613725875 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""EXECUTIVE SUMMARY""; ""I. INTRODUCTION""; ""II. OVERVIEW OF PROGRAM OBJECTIVES AND PERFORMANCE""; ""III. COLLABORATION WITH THE WORLD BANK""; ""IV. ASSESSMENT AND LESSONS""; ""V. CONSIDERATIONS FOR FUTURE FUND INVOLVEMENT"" |
Record Nr. | UNINA-9910788538203321 |
Washington, D.C. : , : International Monetary Fund, , 2005 | ||
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Lo trovi qui: Univ. Federico II | ||
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Republic of Armenia : : Ex Post Assessment of Long-Term Program Engagement |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2005 |
Descrizione fisica | 1 online resource (27 p.) |
Collana | IMF Staff Country Reports |
Soggetto topico |
Foreign exchange rates - Government policy - Armenia (Republic)
Economic assistance - Armenia (Republic) Banks and Banking Macroeconomics Taxation Industries: Energy Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Energy and the Macroeconomy Taxation, Subsidies, and Revenue: General Institutions and the Macroeconomy Banking Petroleum, oil & gas industries Public finance & taxation Energy sector Commercial banks Tax administration core functions Structural reforms Economic sectors Revenue administration Financial institutions Macrostructural analysis Banks and banking Energy industries Tax administration and procedure Revenue |
ISBN |
1-4552-5724-9
1-4527-5356-3 1-280-88456-8 1-4518-7639-4 9786613725875 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""EXECUTIVE SUMMARY""; ""I. INTRODUCTION""; ""II. OVERVIEW OF PROGRAM OBJECTIVES AND PERFORMANCE""; ""III. COLLABORATION WITH THE WORLD BANK""; ""IV. ASSESSMENT AND LESSONS""; ""V. CONSIDERATIONS FOR FUTURE FUND INVOLVEMENT"" |
Record Nr. | UNINA-9910808812303321 |
Washington, D.C. : , : International Monetary Fund, , 2005 | ||
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Lo trovi qui: Univ. Federico II | ||
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Ukraine : : Staff Report for the 2013 Article IV Consultation and First Post-Program Monitoring |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (134 p.) |
Disciplina | 338.94771 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Competition - Ukraine
Banks and Banking Finance: General Foreign Exchange Money and Monetary Policy Public Finance Macroeconomics Exports and Imports Industries: Financial Services Industries: Energy Banks Depository Institutions Micro Finance Institutions Mortgages Debt Debt Management Sovereign Debt Monetary Policy Fiscal Policy International Lending and Debt Problems Energy and the Macroeconomy Banking Currency Foreign exchange Public finance & taxation Monetary economics International economics Finance Government debt management Exchange rates Public debt External debt Loans Financial institutions Energy sector Economic sectors Banks and banking Debts, Public Monetary policy Fiscal policy Debts, External Energy industries |
ISBN |
1-4983-6460-8
1-4983-9338-1 1-4983-3299-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; CONTENTS; CONTEXT; RECENT DEVELOPMENTS; EXTERNAL STABILITY ASSESSMENT; BOXES; 1. Stand-By Arrangements in 2008-12; OUTLOOK AND RISKS; REPORT ON DISCUSSIONS; A. The Policy Mix and Medium-Term Outlook; 2. 2012 Article IV Consultation: Key Recommendations and Actions Taken; B. Moving Towards a Sustainable Exchange Rate Regime and Monetary Framework; C. Maintaining Financial Stability; D. Launching Fiscal Consolidation to Support the Adjustment; E. Reducing Quasi-Fiscal Losses and Raising Growth with Energy Sector Reforms; F. Boosting Sustainable Growth; CAPACITY TO REPAY THE FUND
STAFF APPRAISALFIGURES; 1. Performance Among Peers, 2000-12; 2. Real Sector Indicators, 2009-13; 3. Inflation, Monetary, and Exchange Rate Developments, 2009-13; 4. External Sector Developments, 2008-13; 5. Debt and Rollover of Debt, 2008-13; 6. Financial Sector Indicators, 2009-13; 7. Structural Reforms; 8. Baseline and Adjustment Scenarios, 2011-18; TABLES; 1. Baseline Selected Economic and Social Indicators, 2009-18; 2. Baseline General Government Finances, 2010-18; 3. Baseline Balance of Payments, 2010-18; 4. Baseline Gross External Financing Requirements, 2010-18 5. Baseline Monetary Accounts, 2010-186. Financial Soundness Indicators for the Banking Sector, 2009-13; 7. Adjustment Scenario: Selected Economic and Social Indicators, 2012-18; 8. Baseline General Government Finances, GFSM 2001 Presentation, 2010-18; 9. Indicators of Fund Credit, 2009-18; ANNEXES; I. Competitiveness, Exchange Rate Assessment, and Reserve Adequacy; II. Risk Assessment Matrix; III. Public and External Debt Sustainability Analysis; IV. The Role of Devaluation Expectations in Determining the Spread Between Local and Foreign Currency Interest Rates in Ukraine V. Enhancing the Operational Monetary Policy FrameworkVI. Determinants of Sovereign Borrowing Costs from International Markets; VII. Government Expenditures-Options for Fiscal Consolidation; VIII. Reforming Energy Subsidies in Ukraine; IX. Boosting Potential Growth in Ukraine Through Structural Reforms; CONTENTS; FUND RELATIONS; RELATIONS WITH THE WORLD BANK; RELATIONS WITH THE EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT; STATISTICAL ISSUES |
Record Nr. | UNINA-9910791145503321 |
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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