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The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel
| The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 47 p |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Foreign exchange rates Banks and Banking Investments: Stocks Macroeconomics Money and Monetary Policy International Finance: General Foreign Exchange Open Economy Macroeconomics Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Price Level Inflation Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics: Consumption Saving Wealth Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Investment & securities Monetary economics Financial services law & regulation Stocks Sticky prices Currencies Consumption Hedging Financial institutions Prices Money Financial regulation and supervision National accounts Economics Financial risk management |
| ISBN |
1-4623-0432-X
9786612842344 1-4519-8828-1 1-4518-7159-7 1-282-84234-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788349103321 |
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel
| The International Diversification Puzzle when Goods Prices Are Sticky : : It's Really About Exchange-Rate Hedging, not Equity Portfolios / / Akito Matsumoto, Charles Engel |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 47 p |
| Disciplina | 332.152 |
| Altri autori (Persone) | EngelCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Hedging (Finance)
Foreign exchange rates Banks and Banking Investments: Stocks Macroeconomics Money and Monetary Policy International Finance: General Foreign Exchange Open Economy Macroeconomics Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Price Level Inflation Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics: Consumption Saving Wealth Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Investment & securities Monetary economics Financial services law & regulation Stocks Sticky prices Currencies Consumption Hedging Financial institutions Prices Money Financial regulation and supervision National accounts Economics Financial risk management |
| ISBN |
1-4623-0432-X
9786612842344 1-4519-8828-1 1-4518-7159-7 1-282-84234-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. A General Result in a Static Framework -- III. A Simple Equilibrium Static Model -- A. Households -- B. Firms -- C. Solution of the Static Model -- IV. Dynamic Model -- A. Household Problem -- B. Firms -- C. Solution of the Dynamic Model -- D. Calibrated Portfolios -- V. Conclusion -- Table -- 1. Optimal Portfolio Shares of Foreign Equities -- Appendix -- References. |
| Record Nr. | UNINA-9910817535303321 |
|
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The International Effects of Government Spending Composition / / Giovanni Ganelli
| The International Effects of Government Spending Composition / / Giovanni Ganelli |
| Autore | Ganelli Giovanni |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2005 |
| Descrizione fisica | 1 online resource (19 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Government spending policy - Econometric models
Civil service - Econometric models Fiscal policy - Econometric models Labor Macroeconomics Public Finance Macroeconomics: Consumption Saving Wealth Employment Unemployment Wages Intergenerational Income Distribution Aggregate Human Capital Aggregate Labor Productivity National Government Expenditures and Related Policies: General Labour income economics Public finance & taxation Public employment Consumption Expenditure Government consumption Private consumption Economics Economic theory Expenditures, Public |
| ISBN |
1-4623-3975-1
1-4527-8145-1 1-282-04432-X 1-4519-0559-9 9786613797469 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. THE EFFECTS OF GOVERNMENT SPENDING COMPOSITION""; ""IV. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788527403321 |
|
Ganelli Giovanni
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||
| Washington, D.C. : , : International Monetary Fund, , 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The International Effects of Government Spending Composition / / Giovanni Ganelli
| The International Effects of Government Spending Composition / / Giovanni Ganelli |
| Autore | Ganelli Giovanni |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2005 |
| Descrizione fisica | 1 online resource (19 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Government spending policy - Econometric models
Civil service - Econometric models Fiscal policy - Econometric models Labor Macroeconomics Public Finance Macroeconomics: Consumption Saving Wealth Employment Unemployment Wages Intergenerational Income Distribution Aggregate Human Capital Aggregate Labor Productivity National Government Expenditures and Related Policies: General Labour income economics Public finance & taxation Public employment Consumption Expenditure Government consumption Private consumption Economics Economic theory Expenditures, Public |
| ISBN |
1-4623-3975-1
1-4527-8145-1 1-282-04432-X 1-4519-0559-9 9786613797469 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. THE EFFECTS OF GOVERNMENT SPENDING COMPOSITION""; ""IV. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910819874003321 |
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Ganelli Giovanni
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||
| Washington, D.C. : , : International Monetary Fund, , 2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Policy Coordination and Simple Monetary Policy Rules / / Wolfram Berger, Helmut Wagner
| International Policy Coordination and Simple Monetary Policy Rules / / Wolfram Berger, Helmut Wagner |
| Autore | Berger Wolfram |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) | WagnerHelmut |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic policy - Econometric models
Monetary policy - Econometric models Prices - Econometric models Macroeconomics Open Economy Macroeconomics International Policy Coordination and Transmission Monetary Policy Central Banks and Their Policies Macroeconomics: Consumption Saving Wealth Price Level Inflation Deflation Labor Economics: General Aggregate Factor Income Distribution Labour income economics Consumption Consumer price indexes Producer price indexes Labor Income Economics Price indexes Labor economics |
| ISBN |
1-4623-5888-8
1-4527-9252-6 1-283-51585-7 1-4519-8500-2 9786613828309 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. WELFARE, OUTPUT AND CONSUMPTION ""; ""IV. OPTIMAL MONETARY POLICY AND POLICY COORDINATION ""; ""V. SIMPLE RULES AND WELFARE""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788407103321 |
|
Berger Wolfram
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||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Policy Coordination and Simple Monetary Policy Rules / / Wolfram Berger, Helmut Wagner
| International Policy Coordination and Simple Monetary Policy Rules / / Wolfram Berger, Helmut Wagner |
| Autore | Berger Wolfram |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) | WagnerHelmut |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic policy - Econometric models
Monetary policy - Econometric models Prices - Econometric models Macroeconomics Open Economy Macroeconomics International Policy Coordination and Transmission Monetary Policy Central Banks and Their Policies Macroeconomics: Consumption Saving Wealth Price Level Inflation Deflation Labor Economics: General Aggregate Factor Income Distribution Labour income economics Consumption Consumer price indexes Producer price indexes Labor Income Economics Price indexes Labor economics |
| ISBN |
1-4623-5888-8
1-4527-9252-6 1-283-51585-7 1-4519-8500-2 9786613828309 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. WELFARE, OUTPUT AND CONSUMPTION ""; ""IV. OPTIMAL MONETARY POLICY AND POLICY COORDINATION ""; ""V. SIMPLE RULES AND WELFARE""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910817303403321 |
|
Berger Wolfram
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Reserves in Low Income Countries : : Have they Served As Buffers?
| International Reserves in Low Income Countries : : Have they Served As Buffers? |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (38 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange reserves - Developing countries
Finance, Public - Developing countries Banks and Banking Exports and Imports Macroeconomics Macroeconomic Analyses of Economic Development Open Economy Macroeconomics Development Planning and Policy: Trade Policy Factor Movement Foreign Exchange Policy Monetary Policy Empirical Studies of Trade Trade: General Macroeconomics: Consumption Saving Wealth International Investment Long-term Capital Movements International economics Banking Finance International reserves Terms of trade Imports Consumption Foreign direct investment Foreign exchange reserves Economic policy nternational cooperation Economics Investments, Foreign |
| ISBN |
1-4639-5082-9
1-4639-6854-X 1-4639-3574-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Event Study Analysis: 1980-2007; A. Methodology; Figures; 1. Definition of Shock Episodes; 2. Identifying the Cost Associated with a Shock; B. Anatomy of Shocks; Tables; 1. Frequency and Size of Shocks; C. Macroeconomic Impact and Cost of Shocks; 2. Frequency and Size of Shocks by Region; 3. Macroeconomic Impact of Shocks; 4. Costs by Type Shocks; D. The Role of International Reserves; 5. Annual Losses and Level of Reserves; E. Robustness Analysis; 6. Costs of External Shocks by Variable and Type of Shock; 3. Frequency and Size of Shocks (25th Percentile)
7. Costs of External Shocks by Variable and Type of Shock (25th percentile)4. Frequency and Size of Shocks(Whole Sample Distribution); 8. Costs of External Shocks by Variable and Type of Shock (Whole Sample Distribution); 9. Macroeconomic Performance by Level of Reserves and Structural Characteristics ("Closed" Events); III. Global Financial Crisis: 2008-2010; 10. Macroeconomic Impact of the Crisis; 11. Macroeconomic Impact of the Crisis by Level of Reserves; 12. Macroeconomic Performance by Level of Reserves and Structural Characteristics; IV. Conclusions; V. References; VI. Appendix A.1: List of VariablesA.2: List of Countries and Structural Characteristics of the Economy; A.3: Shock Variables (1980-2007)-Summary Statistics; A.4: Macroeconomic Variables (1980-2007)-Summary Statistics; A.5: Macroeconomic Impact of Shocks; A.6: Macroeconomic Impact of Shocks (continued); A.1: GDP and Consumption Costs by Type of Shock; A.2: GDP and Consumption Costs by Type of Shock (continued); A.3: GDP Costs by Type of Shock and Level of Reserves; A.4: GDP Costs by Type of Shock and Level of Reserves (continued); A.5: Consumption Costs by Type of Shock and Level of Reserves A.6: Consumption Costs by Type of Shock and Level of Reserves (continued)A.7: SDR Allocation; A.8: Macroeconomic Impact of the Crisis |
| Record Nr. | UNINA-9910789906103321 |
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Reserves in Low Income Countries : : Have they Served As Buffers?
| International Reserves in Low Income Countries : : Have they Served As Buffers? |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (38 p.) |
| Disciplina | 332.1 |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange reserves - Developing countries
Finance, Public - Developing countries Banks and Banking Exports and Imports Macroeconomics Macroeconomic Analyses of Economic Development Open Economy Macroeconomics Development Planning and Policy: Trade Policy Factor Movement Foreign Exchange Policy Monetary Policy Empirical Studies of Trade Trade: General Macroeconomics: Consumption Saving Wealth International Investment Long-term Capital Movements International economics Banking Finance International reserves Terms of trade Imports Consumption Foreign direct investment Foreign exchange reserves Economic policy nternational cooperation Economics Investments, Foreign |
| ISBN |
1-4639-5082-9
1-4639-6854-X 1-4639-3574-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Event Study Analysis: 1980-2007; A. Methodology; Figures; 1. Definition of Shock Episodes; 2. Identifying the Cost Associated with a Shock; B. Anatomy of Shocks; Tables; 1. Frequency and Size of Shocks; C. Macroeconomic Impact and Cost of Shocks; 2. Frequency and Size of Shocks by Region; 3. Macroeconomic Impact of Shocks; 4. Costs by Type Shocks; D. The Role of International Reserves; 5. Annual Losses and Level of Reserves; E. Robustness Analysis; 6. Costs of External Shocks by Variable and Type of Shock; 3. Frequency and Size of Shocks (25th Percentile)
7. Costs of External Shocks by Variable and Type of Shock (25th percentile)4. Frequency and Size of Shocks(Whole Sample Distribution); 8. Costs of External Shocks by Variable and Type of Shock (Whole Sample Distribution); 9. Macroeconomic Performance by Level of Reserves and Structural Characteristics ("Closed" Events); III. Global Financial Crisis: 2008-2010; 10. Macroeconomic Impact of the Crisis; 11. Macroeconomic Impact of the Crisis by Level of Reserves; 12. Macroeconomic Performance by Level of Reserves and Structural Characteristics; IV. Conclusions; V. References; VI. Appendix A.1: List of VariablesA.2: List of Countries and Structural Characteristics of the Economy; A.3: Shock Variables (1980-2007)-Summary Statistics; A.4: Macroeconomic Variables (1980-2007)-Summary Statistics; A.5: Macroeconomic Impact of Shocks; A.6: Macroeconomic Impact of Shocks (continued); A.1: GDP and Consumption Costs by Type of Shock; A.2: GDP and Consumption Costs by Type of Shock (continued); A.3: GDP Costs by Type of Shock and Level of Reserves; A.4: GDP Costs by Type of Shock and Level of Reserves (continued); A.5: Consumption Costs by Type of Shock and Level of Reserves A.6: Consumption Costs by Type of Shock and Level of Reserves (continued)A.7: SDR Allocation; A.8: Macroeconomic Impact of the Crisis |
| Record Nr. | UNINA-9910818024903321 |
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion
| International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion |
| Autore | Matsumoto Akito |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 38 p. : ill |
| Altri autori (Persone) |
FloodRobert
MarionNancy |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization
Financial risk Finance: General Macroeconomics Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Macroeconomics: Production General Financial Markets: General (includes Measurement and Data) Finance Consumption Income Production growth Private consumption Emerging and frontier financial markets Economics Production Economic theory Financial services industry |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788226503321 |
|
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion
| International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 38 p. : ill |
| Disciplina | 174 |
| Altri autori (Persone) |
FloodRobert
MarionNancy |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization
Financial risk Finance: General Macroeconomics Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Macroeconomics: Production General Financial Markets: General (includes Measurement and Data) Finance Consumption Income Production growth Private consumption Emerging and frontier financial markets Economics Production Economic theory Financial services industry |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Theory -- III. Existing Measures of International Risk Sharing -- A. ρ Measures -- B. β Measures -- C. Growth Rate Volatility -- IV. A New Measure of Risk Sharing (σ) -- A. σ Measure -- B. Social Welfare and Ours σ2 Measure -- C. Frequency Decomposition -- V. Taking the New Measure to Data -- A. Results and Comparison with Existing Measures -- B. Results of High-Low Frequency Decomposition -- VI. Conclusion -- References -- Appendix -- Data Source and Definitions -- Figures -- 1. Lack of Perfect Risk Sharing Due to Difference in Trend Growth and Deviation from Trend -- 2. Rolling Volatility (mean) rw=15 -- 3. Rolling Volatility (mean) rw=20 -- 4. Rolling Volatility (mean) rw=15 -- 5. Rolling Volatility (mean) rw=15 -- 6. Rolling Volatility (mean) rw=15 -- 7. Relation Between the Degree of Risk Sharing and National Income in 2003 -- 8. Relation Between the Degree of Risk Sharing and National Income in 1964 -- 9. σ15 Measure Over Time -- 10. Correlation (mean) rw=15 -- 11. Correlation Measure Over Time 15-year rolling -- 12. Rolling β (median) rw=15 -- 13. β Measure Over Time 15-year Rolling -- 14. Rolling RVCh (mean) rw=15 -- 15. Rolling RVCG (mean) rw=15. |
| Record Nr. | UNINA-9910812314803321 |
|
Matsumoto Akito
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Macroeconomics: Consumption
(229)
- Saving (229)
- Wealth (229)
- Macroeconomics (227)
- Economics (206)