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Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
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French Banks Amid the Global Financial Crisis / / Yingbin Xiao
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
French Banks Amid the Global Financial Crisis / / Yingbin Xiao
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Frugality : : Are We Fretting Too Much? Household Saving and Assets in the United States / / Evan Tanner, Yasser Abdih
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Frugality : : Are We Fretting Too Much? Household Saving and Assets in the United States / / Evan Tanner, Yasser Abdih
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Muñoz Sònia  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Muñoz Sònia  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
How Can Burundi Raise its Growth Rate? the Impact of Civil Conflicts and State Interventionon Burundi'S Growth Performance / / Olivier Basdevant
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
How Can Burundi Raise its Growth Rate? the Impact of Civil Conflicts and State Interventionon Burundi'S Growth Performance / / Olivier Basdevant
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth? / / Francis Warnock
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  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui