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 |
1-4755-5413-3
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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French Banks Amid the Global Financial Crisis / / Yingbin Xiao |
Autore | Xiao Yingbin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 22 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - France
Global Financial Crisis, 2008-2009 Banks and Banking Investments: Stocks Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Monetary economics Investment & securities Credit default swap Stocks Foreign banks Commercial banks Banks and banking Credit Banks and banking, Foreign |
ISBN |
1-4623-0733-7
1-4527-8134-6 1-4518-7348-4 9786612844089 1-282-84408-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226803321 |
Xiao Yingbin
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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French Banks Amid the Global Financial Crisis / / Yingbin Xiao |
Autore | Xiao Yingbin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 22 p. : ill |
Disciplina | 940.53;940.531813 |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking - France
Global Financial Crisis, 2008-2009 Banks and Banking Investments: Stocks Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banking Monetary economics Investment & securities Credit default swap Stocks Foreign banks Commercial banks Banks and banking Credit Banks and banking, Foreign |
ISBN |
1-4623-0733-7
1-4527-8134-6 1-4518-7348-4 9786612844089 1-282-84408-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Banking and Supervisory Structure -- III. International Comparative Analyses -- A. Profitability -- B. Asset quality -- C. Capital adequacy -- D. Leverage -- E. Quality of capital -- F. Funding -- IV. Analyses of Business and Exposures -- V. An Event Study of the French Banking Sector Support -- VI. Conclusions -- References -- Figures -- 1. Profitability -- 2. Asset Quality -- 3. Capital Adequacy -- 4. Leverage -- 5. Capital Quality -- 6. Funding -- 7. Liquidity -- 8. Business Lines -- 9. Foreign Exposure -- 10. Emerging Market Exposure -- 11. Writedowns, Losses, and Capital Raised -- 12. CDS Spreads -- 13. Impact on Debt -- 14. Impact on Equity -- 15. Share of Capital Injections into Debt. |
Record Nr. | UNINA-9910817622403321 |
Xiao Yingbin
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Frugality : : Are We Fretting Too Much? Household Saving and Assets in the United States / / Evan Tanner, Yasser Abdih |
Autore | Tanner Evan |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 51 p. : ill |
Altri autori (Persone) | AbdihYasser |
Collana | IMF Working Papers |
Soggetto topico |
Saving and investment - United States - Econometric models
Income - United States - Econometric models Wealth - United States - Econometric models Investments: Stocks Macroeconomics Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Disposable income Income Consumption Personal income Stocks National income Economics |
ISBN |
1-4623-4264-7
1-4518-7344-1 1-282-84405-9 9786612844058 1-4527-7932-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788227303321 |
Tanner Evan
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Frugality : : Are We Fretting Too Much? Household Saving and Assets in the United States / / Evan Tanner, Yasser Abdih |
Autore | Tanner Evan |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 51 p. : ill |
Disciplina | 332.024;332.02401 |
Altri autori (Persone) | AbdihYasser |
Collana | IMF Working Papers |
Soggetto topico |
Saving and investment - United States - Econometric models
Income - United States - Econometric models Wealth - United States - Econometric models Investments: Stocks Macroeconomics Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Disposable income Income Consumption Personal income Stocks National income Economics |
ISBN |
1-4623-4264-7
1-4518-7344-1 1-282-84405-9 9786612844058 1-4527-7932-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Intro -- Contents -- I. Introduction -- II. Indicators of Household Wealth and Saving in the United States. -- III. An Inverse Relationship between Primary Savings and Asset Income? -- IV. The Estimated Relation Between Primary Saving and Asset Income -- V. Prospective Analysis: Alternative Scenarios for Savings and Assets -- A. Forward Simulations -- B. Stochastic Simulation (No Change to Parameters) -- C. Alternative "New Frugality" Scenarios: Structural Shifts In The Model -- VI. Pleasant Pigovian Accounting? Further Reflections on the Paradox of Thrift -- A. An Accounting Model -- B. Prospective Paths for Consumer Expenditures -- C. Capital Investment -- VII. Summary, Conclusions, and Directions for Future Work -- References -- Appendixes -- A. Data Definitions -- B. Assessing Transversality: Primary Savings and the Level of Assets -- C. Estimation Details -- 1. Model Setup -- 2. Coefficient Estimates: Long-Run and Short-Run -- D. Pleasant Pigovian Accounting in an Open Economy -- Appendix Tables -- A.1. Unit Root Tests for Variables in Levels and Differences -- A.2. Cointegration Analysis (Johansen (1990) Test -- A.3. Hypothesis Tests, Restrictions on Cointegrating Coefficients -- A.4. Summary of Estimates, VECM System (3') -- Tables -- 1. United States: Household Assets and Liabilities Averages by Decade -- 2. United States: Household Assets and Liabilities Averages by Decade -- 3. United States: Household Assets and Liabilities Changes between Decades -- 4. Summary of Estimates, Equations (4a), (4b), (4c) -- 5. Summary of Alternative Savings Scenarios -- 6. Summary of Estimates, Equation (12) -- 7. Summary of Estimates, Equation (13) -- Figures -- 1. Household Net Wealth and Personal Savings (in Percent of GDP) -- 2. United States: Real Rates of Return on Assets Percent per Annum, Yearly.
3. United States: Saving, Alternative Measures (In Percent of Disposable -- 4. Impulse Response Functions, VECM System (3() -- 5. Primary Savings (S*)-Stochastic Simulations US Billion -- 6. Net Worth (A, Upper Chart) and Primary Savings (S*, Lower Chart), -- 7. U.S. Savings: Corporate vs. Household Savings -- 8. US: Capital Formation and Net Wealth -- 9. US Household Consumption -- 10. Fixed Capital Formation (FC), Stochastic Simulations (US Billions) -- 11. Total Fixed Investment (Billions of 2000 US) -- Boxes -- 1. Recent Views on U.S. Savings and the Paradox Of Thrift in the Popular and Financial Press. |
Record Nr. | UNINA-9910812017903321 |
Tanner Evan
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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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 |
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 |
Muñoz Sònia
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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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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 |
Muñoz Sònia
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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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How Can Burundi Raise its Growth Rate? the Impact of Civil Conflicts and State Interventionon Burundi'S Growth Performance / / Olivier Basdevant |
Autore | Basdevant Olivier |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (20 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Economic development - Burundi
Investments: Commodities Investments: General Investments: Stocks Macroeconomics Macroeconomic Analyses of Economic Development Economywide Country Studies: Africa Forecasting and Other Model Applications Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Investment Capital Intangible Capital Capacity Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Agriculture: General Aggregate Factor Income Distribution Investment & securities Depreciation Stocks Agricultural commodities Income Capital accumulation National accounts Financial institutions Commodities Saving and investment Farm produce |
ISBN |
1-4623-4367-8
1-4527-7026-3 1-282-84233-1 9786612842337 1-4518-7158-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; 1. Doing Business, 2007-08; II. The Continued Decline in GDP per Capita; 1. A History Marked by a Decline of Real GDP per Capita, 1970-2007; Tables; 2. Average Growth Rates; 2. The Three Growth Periods in Burundi, 1970-2007; 3. Growth and Investment in Burundi and Sub-Saharan Africa (SSA), 1970-2007; 4. ICOR in Burundi and SSA, 1970-2007; Boxes; 1. Energy; 5. Top 10 Constraints on Firm Investment in Burundi, 2006; 2. Coffee Sector; Figures; 3. Coffee Prices; 4. Coffee Production; III. Estimating the Capacity Constraint with a Production Function
6. Estimated Coefficients 5. Real GDP and Capital Stock Indices, 1970-2007; 6. Estimated Depreciation Rates, 1973-2007; IV. Breaking the Vicious Circle of Low Investment and Economic Inefficiency; 7. Growth Decomposition (percent); V. Conclusion; 7. GNI per Capita in Constant US, 2005-50; 8. Long-run Values of Key Variables; References; Appendix |
Record Nr. | UNINA-9910788350003321 |
Basdevant Olivier
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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How Can Burundi Raise its Growth Rate? the Impact of Civil Conflicts and State Interventionon Burundi'S Growth Performance / / Olivier Basdevant |
Autore | Basdevant Olivier |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (20 p.) |
Disciplina | 301.24 |
Collana | IMF Working Papers |
Soggetto topico |
Economic development - Burundi
Investments: Commodities Investments: General Investments: Stocks Macroeconomics Macroeconomic Analyses of Economic Development Economywide Country Studies: Africa Forecasting and Other Model Applications Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Investment Capital Intangible Capital Capacity Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Agriculture: General Aggregate Factor Income Distribution Investment & securities Depreciation Stocks Agricultural commodities Income Capital accumulation National accounts Financial institutions Commodities Saving and investment Farm produce |
ISBN |
1-4623-4367-8
1-4527-7026-3 1-282-84233-1 9786612842337 1-4518-7158-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; 1. Doing Business, 2007-08; II. The Continued Decline in GDP per Capita; 1. A History Marked by a Decline of Real GDP per Capita, 1970-2007; Tables; 2. Average Growth Rates; 2. The Three Growth Periods in Burundi, 1970-2007; 3. Growth and Investment in Burundi and Sub-Saharan Africa (SSA), 1970-2007; 4. ICOR in Burundi and SSA, 1970-2007; Boxes; 1. Energy; 5. Top 10 Constraints on Firm Investment in Burundi, 2006; 2. Coffee Sector; Figures; 3. Coffee Prices; 4. Coffee Production; III. Estimating the Capacity Constraint with a Production Function
6. Estimated Coefficients 5. Real GDP and Capital Stock Indices, 1970-2007; 6. Estimated Depreciation Rates, 1973-2007; IV. Breaking the Vicious Circle of Low Investment and Economic Inefficiency; 7. Growth Decomposition (percent); V. Conclusion; 7. GNI per Capita in Constant US, 2005-50; 8. Long-run Values of Key Variables; References; Appendix |
Record Nr. | UNINA-9910816924203321 |
Basdevant Olivier
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth? / / Francis Warnock |
Autore | Warnock Francis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (28 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Asset-liability management
Portfolio management Finance: General Investments: General Investments: Bonds Investments: Stocks Foreign Exchange Current Account Adjustment Short-term Capital Movements International Lending and Debt Problems International Finance Forecasting and Simulation General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Finance Emerging and frontier financial markets Bonds Securities Stocks Securities markets Financial markets Financial institutions Financial services industry Financial instruments Capital market |
ISBN |
1-4623-0742-6
1-4527-5417-9 1-283-51900-3 1-4519-8615-7 9786613831453 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EXPOSURE TO LONG- TERM U. S. SECURITIES""; ""A. Foreign Positions in U.S. Securities in 2004""; ""B. Impact of Declines in the Dollar and U.S. Asset Prices""; ""C. Evolution of Exposure: 1994 to 2004""; ""D. Exposure to Dollar Bonds Issued by Third Countries""; ""III. ANOTHER VIEW OF EXPOSURE IN 2004: U.S. LIABILITIES IMPLIED BY CPIS DATA""; ""A. CPIS Data""; ""B. CPIS Data: Implied U.S. Liabilities and Impact of U.S. Financial Market Shocks""; ""IV. CONCLUSION""; ""References"" |
Record Nr. | UNINA-9910788689603321 |
Warnock Francis
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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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