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The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank
| The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank |
| Autore | Hesse Heiko |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 28 p. : ill |
| Disciplina | 332.1;332.11 |
| Altri autori (Persone) | FrankNathaniel |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Central
Global Financial Crisis, 2008-2009 Subprime mortgage loans Liquidity (Economics) Monetary policy Banks and Banking Finance: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Banks Depository Institutions Micro Finance Institutions Mortgages Portfolio Choice Investment Decisions Finance Banking Money markets Interbank rates Interbank markets Liquidity Money market Interest rates International finance Banks and banking Economics |
| ISBN |
1-4623-3457-1
9786612844126 1-282-84412-1 1-4518-7353-0 1-4527-3694-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Review of Developments and Policy Interventions -- III. Empirical Analysis -- IV. Bivariate GARCH Framework -- V. Policy Implications and Conclusions -- References -- Figures -- 1. U.S., U.K., and Euro Area Libor-OIS Spreads -- 2. Decomposition of U.S. and Euro Area Libor-OIS Spreads -- 3. Decomposition of Libor-OIS Spreads -- 4. Markov Switching Mean-Variance Model for Euro Area and U.S. Libor-OIS Spreads -- 5. Markov Switching ARCH Model for Euro Area and U.S. Libor-OIS Spreads -- 6. Impulse Response Functions of Bivariate VAR Model -- Tables -- 1. Markov Switching Parameters for Levels and Volatility Models -- 2. Bivariate VAR Model -- 3. Impact of Central Bank Interventions on LIBOR-OIS Spreads. |
| Record Nr. | UNINA-9910812314703321 |
Hesse Heiko
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Emerging Economy Responses to the Global Financial Crisis of 2007–09 - An Empirical Analysis of the Liquidity Easing Measures / / Etienne Yehoue
| Emerging Economy Responses to the Global Financial Crisis of 2007–09 - An Empirical Analysis of the Liquidity Easing Measures / / Etienne Yehoue |
| Autore | Yehoue Etienne |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (48 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy
Banks and banking, Central Exports and Imports Finance: General Foreign Exchange Portfolio Choice Investment Decisions International Lending and Debt Problems Finance Currency Foreign exchange International economics Liquidity indicators Domestic liquidity Exchange rates External debt Liquidity Economics Debts, External |
| ISBN |
1-4623-0530-X
1-4518-7410-3 1-282-84457-1 9786612844577 1-4527-9344-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; Glossary; I. Introduction; II. Description of Systemic Liquidity Easing Measures; 1. Emerging Market Countries, Liquidity Supporting Measures; 2. Composition of SLE Measures Implemented; III. On the Determinants of the Systemic Liquidity Easing Measures; 1. Binomial Choice: Probit Regressions for FX Liquidity Measures; 2. Binomial Choice: Probit Regressions for Cross-Country Swap Facilities; 3. Binomial Choice: Probit Regressions for Domestic Liquidity Measures; 4. Multinomial Choice: Ordered Probit Regressions for FX Liquidity Measures
5. Multinomial Choice: Ordered Probit Regressions for Domestic Liquidity MeasuresIV. Preliminary Assessment of the Effectiveness of the Measures; 3. Emerging Market Asset Classes; 4. Emerging Market External Bond Spreads; 5. Brazil, Hungary, Korea, and Russia, Interest Rates; 6. Russia's Foreign Exchange Reserves and Rubles per Basket; 7. Russia, Sovereign Bond and CDS Spreads over U.S. Treasuries; 8. Brazil's Foreign Exchange Reserves, Reais per USD, and Reais Implied Volatility; 9. Brazil: Corporate and Sovereign Bond Spreads over U.S. Treasuries 10. Korea: FX Reserves, Exchange Rate, Currency Volatility, and CDS Spreads11. Hungary: FX Reserves, Exchange Rate, Currency Volatility and CDS Spreads; V. Policy Issues; VI. Concluding Remarks; References; Footnotes |
| Record Nr. | UNINA-9910788222503321 |
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Yehoue Etienne
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Emerging Economy Responses to the Global Financial Crisis of 2007–09 - An Empirical Analysis of the Liquidity Easing Measures / / Etienne Yehoue
| Emerging Economy Responses to the Global Financial Crisis of 2007–09 - An Empirical Analysis of the Liquidity Easing Measures / / Etienne Yehoue |
| Autore | Yehoue Etienne |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (48 p.) |
| Disciplina | 338.54201519233 |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy
Banks and banking, Central Exports and Imports Finance: General Foreign Exchange Portfolio Choice Investment Decisions International Lending and Debt Problems Finance Currency Foreign exchange International economics Liquidity indicators Domestic liquidity Exchange rates External debt Liquidity Economics Debts, External |
| ISBN |
1-4623-0530-X
1-4518-7410-3 1-282-84457-1 9786612844577 1-4527-9344-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; Glossary; I. Introduction; II. Description of Systemic Liquidity Easing Measures; 1. Emerging Market Countries, Liquidity Supporting Measures; 2. Composition of SLE Measures Implemented; III. On the Determinants of the Systemic Liquidity Easing Measures; 1. Binomial Choice: Probit Regressions for FX Liquidity Measures; 2. Binomial Choice: Probit Regressions for Cross-Country Swap Facilities; 3. Binomial Choice: Probit Regressions for Domestic Liquidity Measures; 4. Multinomial Choice: Ordered Probit Regressions for FX Liquidity Measures
5. Multinomial Choice: Ordered Probit Regressions for Domestic Liquidity MeasuresIV. Preliminary Assessment of the Effectiveness of the Measures; 3. Emerging Market Asset Classes; 4. Emerging Market External Bond Spreads; 5. Brazil, Hungary, Korea, and Russia, Interest Rates; 6. Russia's Foreign Exchange Reserves and Rubles per Basket; 7. Russia, Sovereign Bond and CDS Spreads over U.S. Treasuries; 8. Brazil's Foreign Exchange Reserves, Reais per USD, and Reais Implied Volatility; 9. Brazil: Corporate and Sovereign Bond Spreads over U.S. Treasuries 10. Korea: FX Reserves, Exchange Rate, Currency Volatility, and CDS Spreads11. Hungary: FX Reserves, Exchange Rate, Currency Volatility and CDS Spreads; V. Policy Issues; VI. Concluding Remarks; References; Footnotes |
| Record Nr. | UNINA-9910827453503321 |
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Yehoue Etienne
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Excess Liquidity and Effectiveness of Monetary Policy : : Evidence from Sub-Saharan Africa / / Magnus Saxegaard
| Excess Liquidity and Effectiveness of Monetary Policy : : Evidence from Sub-Saharan Africa / / Magnus Saxegaard |
| Autore | Saxegaard Magnus |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Africa, Sub-Saharan - Econometric models
Liquidity (Economics) - Econometric models Banks and Banking Finance: General Money and Monetary Policy Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy Finance Banking Monetary economics Excess liquidity Commercial banks Reserve requirements Monetary transmission mechanism Liquidity Economics Banks and banking Monetary policy |
| ISBN |
1-4623-3669-8
1-4527-8344-6 1-283-51394-3 1-4519-0909-8 9786613826398 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME STYLIZED FACTS ON RESERVE REQUIREMENTS AND EXCESS LIQUIDITY IN AFRICAN COUNTRIES""; ""III. MEASUREMENT OF EXCESS LIQUIDITY""; ""IV. EXCESS BANK LIQUIDITY AND MONETARY POLICY TRANSMISSION MECHANISM""; ""V. SUMMARY AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910788413503321 |
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Saxegaard Magnus
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Excess Liquidity and Effectiveness of Monetary Policy : : Evidence from Sub-Saharan Africa / / Magnus Saxegaard
| Excess Liquidity and Effectiveness of Monetary Policy : : Evidence from Sub-Saharan Africa / / Magnus Saxegaard |
| Autore | Saxegaard Magnus |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Africa, Sub-Saharan - Econometric models
Liquidity (Economics) - Econometric models Banks and Banking Finance: General Money and Monetary Policy Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy Finance Banking Monetary economics Excess liquidity Commercial banks Reserve requirements Monetary transmission mechanism Liquidity Economics Banks and banking Monetary policy |
| ISBN |
1-4623-3669-8
1-4527-8344-6 1-283-51394-3 1-4519-0909-8 9786613826398 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME STYLIZED FACTS ON RESERVE REQUIREMENTS AND EXCESS LIQUIDITY IN AFRICAN COUNTRIES""; ""III. MEASUREMENT OF EXCESS LIQUIDITY""; ""IV. EXCESS BANK LIQUIDITY AND MONETARY POLICY TRANSMISSION MECHANISM""; ""V. SUMMARY AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910825684303321 |
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Saxegaard Magnus
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Exploring the Dynamics of Global Liquidity / / Sally Chen, Philip Liu, Andrea Maechler, Chris Marsh, Sergejs Saksonovs, Hyun Shin
| Exploring the Dynamics of Global Liquidity / / Sally Chen, Philip Liu, Andrea Maechler, Chris Marsh, Sergejs Saksonovs, Hyun Shin |
| Autore | Chen Sally |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (48 p.) |
| Altri autori (Persone) |
LiuPhilip
MaechlerAndrea MarshChris SaksonovsSergejs ShinHyun |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Economic development Accounting Finance: General Macroeconomics Economic Theory Financial Crises International Financial Markets General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill 'Panel Data Models Spatio-temporal Models' Portfolio Choice Investment Decisions Agriculture: Aggregate Supply and Demand Analysis Prices Public Administration Public Sector Accounting and Audits Finance Economic theory & philosophy Financial reporting, financial statements Economic & financial crises & disasters Liquidity International liquidity Supply shocks Financial statements Global financial crisis of 2008-2009 Asset and liability management Economic theory Public financial management (PFM) Financial crises Economics International finance Supply and demand Finance, Public Global Financial Crisis, 2008-2009 |
| ISBN |
1-4755-1281-3
1-4755-1280-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature Review; III. A New Approach to Measuring Global Liquidity; A. Quantity Measures; B. Price Measures; IV. Identifying Drivers of Global Liquidity; A. Aggregate Trends of Core and Noncore Global Liquidity; B. Country-specific Trends of Core and Noncore Liabilities; C. Trends in External Liabilities of Countries to BIS Reporting Banks; V. The Real Impact of Global Liquidity; VI. Conclusion; Boxes; 1. Estimation of the Noncore Liquidity Price Index; 2. Indentifying Demand and Supply Shocks
3. A Panel Regression Approach to Assessing the Real Impact of Global Liquidity4. A VAR Approach to Assessing the Real Impact of Global Liquidity; Figures; 1. Total G4 Liquidity in Trillion Dollars and As a Ratio to GDP; 2. National Measures of the Quantity of Liquidity, Ratio to National Nominal GDP; 3. National Measures of the Quantity of Liquidity, Trillion US dollars; 4. Total External Liabilities to BIS Reporting Banks; 5. Nominal GDP Growth Rates; 6. Supply and Demand Shocks, Quantity and Price of Core Global Liquidity 7. Supply and Demand Shocks, Quantity and Price of Noncore Global Liquidity8. Supply and Demand Shocks to Liquidity: United States and Euro Area; 9. Country-Specific Supply and Demand Shocks: United Kingdom and Japan; 10. Supply and Demand Shocks: External Liabilities of G4 Economies; 11. Supply and Demand Shocks: External Liabilities of other countries to BIS Reporting Banks; 12. Impact of Core Demand Shock on Real GDP; 13. Impact of Core Supply Shock on Real GDP; 14. Impact of Noncore Demand Shock on Real GDP; 15. Impact of Noncore Supply Shock on Real GDP; Tables 1. Unit Root Tests of Liquidity Price and Quantity Indicators2. Estimation of Linear Trends; 3. Impact of Funding Shocks on Growth: Benchmark Model; 4. Impact of Funding Shocks on Growth: Separate Time Periods; 5. Impact of Funding Shocks on Growth: G4-Specific Impacts, Q1 1999-Q1 2011; Appendix: Measuring G4 Core and Noncore Liabilities; References |
| Record Nr. | UNINA-9910786480803321 |
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Chen Sally
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exploring the Dynamics of Global Liquidity / / Sally Chen, Philip Liu, Andrea Maechler, Chris Marsh, Sergejs Saksonovs, Hyun Shin
| Exploring the Dynamics of Global Liquidity / / Sally Chen, Philip Liu, Andrea Maechler, Chris Marsh, Sergejs Saksonovs, Hyun Shin |
| Autore | Chen Sally |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (48 p.) |
| Disciplina | 332.1532 |
| Altri autori (Persone) |
LiuPhilip
MaechlerAndrea MarshChris SaksonovsSergejs ShinHyun |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Economic development Accounting Finance: General Macroeconomics Economic Theory Financial Crises International Financial Markets General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill 'Panel Data Models Spatio-temporal Models' Portfolio Choice Investment Decisions Agriculture: Aggregate Supply and Demand Analysis Prices Public Administration Public Sector Accounting and Audits Finance Economic theory & philosophy Financial reporting, financial statements Economic & financial crises & disasters Liquidity International liquidity Supply shocks Financial statements Global financial crisis of 2008-2009 Asset and liability management Economic theory Public financial management (PFM) Financial crises Economics International finance Supply and demand Finance, Public Global Financial Crisis, 2008-2009 |
| ISBN |
1-4755-1281-3
1-4755-1280-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature Review; III. A New Approach to Measuring Global Liquidity; A. Quantity Measures; B. Price Measures; IV. Identifying Drivers of Global Liquidity; A. Aggregate Trends of Core and Noncore Global Liquidity; B. Country-specific Trends of Core and Noncore Liabilities; C. Trends in External Liabilities of Countries to BIS Reporting Banks; V. The Real Impact of Global Liquidity; VI. Conclusion; Boxes; 1. Estimation of the Noncore Liquidity Price Index; 2. Indentifying Demand and Supply Shocks
3. A Panel Regression Approach to Assessing the Real Impact of Global Liquidity4. A VAR Approach to Assessing the Real Impact of Global Liquidity; Figures; 1. Total G4 Liquidity in Trillion Dollars and As a Ratio to GDP; 2. National Measures of the Quantity of Liquidity, Ratio to National Nominal GDP; 3. National Measures of the Quantity of Liquidity, Trillion US dollars; 4. Total External Liabilities to BIS Reporting Banks; 5. Nominal GDP Growth Rates; 6. Supply and Demand Shocks, Quantity and Price of Core Global Liquidity 7. Supply and Demand Shocks, Quantity and Price of Noncore Global Liquidity8. Supply and Demand Shocks to Liquidity: United States and Euro Area; 9. Country-Specific Supply and Demand Shocks: United Kingdom and Japan; 10. Supply and Demand Shocks: External Liabilities of G4 Economies; 11. Supply and Demand Shocks: External Liabilities of other countries to BIS Reporting Banks; 12. Impact of Core Demand Shock on Real GDP; 13. Impact of Core Supply Shock on Real GDP; 14. Impact of Noncore Demand Shock on Real GDP; 15. Impact of Noncore Supply Shock on Real GDP; Tables 1. Unit Root Tests of Liquidity Price and Quantity Indicators2. Estimation of Linear Trends; 3. Impact of Funding Shocks on Growth: Benchmark Model; 4. Impact of Funding Shocks on Growth: Separate Time Periods; 5. Impact of Funding Shocks on Growth: G4-Specific Impacts, Q1 1999-Q1 2011; Appendix: Measuring G4 Core and Noncore Liabilities; References |
| Record Nr. | UNINA-9910820496503321 |
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Chen Sally
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fading Ricardian Equivalence in Ageing Japan / / Ikuo Saito
| Fading Ricardian Equivalence in Ageing Japan / / Ikuo Saito |
| Autore | Saito Ikuo |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (19 pages) |
| Disciplina | 382.0952 |
| Collana | IMF Working Papers |
| Soggetto topico |
Ricardian Model of International Trade
Fiscal policy - Japan Finance: General Public Finance Taxation Demography Macroeconomics: Consumption Saving Wealth Fiscal Policy Fiscal Policies and Behavior of Economic Agents: Household Debt Debt Management Sovereign Debt Portfolio Choice Investment Decisions Business Taxes and Subsidies Economics of the Elderly Economics of the Handicapped Non-labor Market Discrimination Public finance & taxation Finance Macroeconomics Population & demography Liquidity Consumption taxes Fiscal policy Public debt Aging Taxes Asset and liability management Population and demographics Economics Spendings tax Debts, Public Population aging |
| ISBN | 1-4755-4173-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910136700603321 |
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Saito Ikuo
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Regulation and the Current Account / / Tomasz Wieladek, Sergi Lanau
| Financial Regulation and the Current Account / / Tomasz Wieladek, Sergi Lanau |
| Autore | Wieladek Tomasz |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (53 p.) |
| Altri autori (Persone) | LanauSergi |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of payments - Mathematical models
Fiscal policy - Mathematical models Finance, Public - Econometric models Exports and Imports Finance: General Current Account Adjustment Short-term Capital Movements Open Economy Macroeconomics Financial Institutions and Services: Government Policy and Regulation Portfolio Choice Investment Decisions International economics Finance Current account Capital account Liquidity Current account imbalances Current account deficits Balance of payments Asset and liability management Economics |
| ISBN |
1-4755-4443-X
1-4755-7854-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Theory; A. How does financial regulation affect the response of the current account to output shocks?; III. Empirical methodology and data; A. General methodology; B. Identification of net output shocks; Tables; 1. Sign restrictions; C. Estimation and inference; D. Data; IV. Empirical results; 2. Country sample; A. Robustness; V. Conclusion; References; Appendix; A. Appendix; A.1. Deriving the linearized budget constraint; A.2. Derivation of the current account reaction function with external habits and a constant world real interest rate
A.3. Derivation of the current account reaction function with internal habits and a constant world real interest rate A.4. Derivation of the current account reaction function under a stochastic time-varying world real interest rate and no habitual consumption; Figures; 1. Size of current account imbalances; 2. Financial deregulation index; 3. Current account persistence; 4. Impulse response functions to log level net output shock - financial regulation; 5. Impulse response functions to log difference net output shock - financial regulation 6. Impulse response functions to log level net output shock - capital account openness 7. Impulse response functions to log difference net output shock - capital account openness; 8. Impulse response functions to log level output shock - financial regulation controlling for fx regime; 9. Impulse response functions to log difference output shock - financial regulation controlling for fx regime; 10. Impulse response functions to log level output shock - capital account openness controlling for fx regime 11. Impulse response functions to log difference output shock - capital account openness controlling for fx regime 12. Histogram of the square root of λ |
| Record Nr. | UNINA-9910779225703321 |
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Wieladek Tomasz
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial Regulation and the Current Account / / Tomasz Wieladek, Sergi Lanau
| Financial Regulation and the Current Account / / Tomasz Wieladek, Sergi Lanau |
| Autore | Wieladek Tomasz |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (53 p.) |
| Disciplina | 332.450724 |
| Altri autori (Persone) | LanauSergi |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of payments - Mathematical models
Fiscal policy - Mathematical models Finance, Public - Econometric models Exports and Imports Finance: General Current Account Adjustment Short-term Capital Movements Open Economy Macroeconomics Financial Institutions and Services: Government Policy and Regulation Portfolio Choice Investment Decisions International economics Finance Current account Capital account Liquidity Current account imbalances Current account deficits Balance of payments Asset and liability management Economics |
| ISBN |
1-4755-4443-X
1-4755-7854-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Theory; A. How does financial regulation affect the response of the current account to output shocks?; III. Empirical methodology and data; A. General methodology; B. Identification of net output shocks; Tables; 1. Sign restrictions; C. Estimation and inference; D. Data; IV. Empirical results; 2. Country sample; A. Robustness; V. Conclusion; References; Appendix; A. Appendix; A.1. Deriving the linearized budget constraint; A.2. Derivation of the current account reaction function with external habits and a constant world real interest rate
A.3. Derivation of the current account reaction function with internal habits and a constant world real interest rate A.4. Derivation of the current account reaction function under a stochastic time-varying world real interest rate and no habitual consumption; Figures; 1. Size of current account imbalances; 2. Financial deregulation index; 3. Current account persistence; 4. Impulse response functions to log level net output shock - financial regulation; 5. Impulse response functions to log difference net output shock - financial regulation 6. Impulse response functions to log level net output shock - capital account openness 7. Impulse response functions to log difference net output shock - capital account openness; 8. Impulse response functions to log level output shock - financial regulation controlling for fx regime; 9. Impulse response functions to log difference output shock - financial regulation controlling for fx regime; 10. Impulse response functions to log level output shock - capital account openness controlling for fx regime 11. Impulse response functions to log difference output shock - capital account openness controlling for fx regime 12. Histogram of the square root of λ |
| Record Nr. | UNINA-9910813303303321 |
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Wieladek Tomasz
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Liquidity
(72)
- Finance (71)
- Economics (70)
- Finance: General (69)
- Investment Decisions (69)