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The Volatility Costs of Procyclical Lending Standards : : An Assessment Using a Dsge Model / / Silvia Sgherri, Bertrand Gruss
The Volatility Costs of Procyclical Lending Standards : : An Assessment Using a Dsge Model / / Silvia Sgherri, Bertrand Gruss
Autore Sgherri Silvia
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (39 p.)
Disciplina 338.9669
Altri autori (Persone) GrussBertrand
Collana IMF Working Papers
Soggetto topico Credit control - Mathematical models
Loans - Standards - Mathematical models
Investments: Stocks
Macroeconomics
Money and Monetary Policy
Industries: Financial Services
Business Fluctuations
Cycles
International Policy Coordination and Transmission
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Macroeconomics: Consumption
Saving
Wealth
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Price Level
Inflation
Deflation
Investment & securities
Monetary economics
Finance
Stocks
Credit
Consumption
Collateral
Asset prices
Financial institutions
Money
National accounts
Prices
Economics
Loans
ISBN 1-4623-4871-8
1-4527-4099-2
1-282-84257-9
1-4518-7182-1
9786612842573
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Home economy; B. Foreign economy; C. Shocks; D. Equilibrium and solution method; IV. Calibration; V. Policy experiment: altering the cyclical pattern of lending standards; A. Benchmark leverage level; B. Alternative leverage levels; VI. Sensitivity analysis; VII. Conclusions; Appendix; References; Tables; 1. Results from Estimating an AR(1) Processes to Demeaned LTVs; 2. Benchmark Calibration; Figures; 1. Time Variation in Loan-To-Value Ratios; 2. Share of Output Variation Explained by Credit and Asset Price Shocks
3. Degree of Cyclicality in Credit Innovations 4. Procyclicality in Credit Innovations and Sensitivity of Credit to Asset Price Shocks; 5. Procyclicality in Credit Innovations and Macroeconomic Volatility; 6. Increasing Reliance of Emerging Europe on Foreign Funding; 7. Concentration of Emerging Europe Exposure to Western Europe; 3. Business Cycle Moments from Simulated Series under Benchmark Calibration; 4. Policy Exercise Results (Average LTV = 0.4); 5. Policy Exercise Results (Average LTV = 0.7); 8. IRFs to a Negative Productivity Shock under Alternative Leverage Levels
9. IRFs to a Negative Shock to Lending Standards under Alternative Leverage Levels10. Sensitivity of Volatility to Different Degrees of Cyclicality in Lending Standards Under Alternative Leverage Levels; 6. Sensitivity Analysis
Record Nr. UNINA-9910826451103321
Sgherri Silvia  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Volatility Trap : : Precautionary Saving, Investment, and Aggregate Risk / / Reda Cherif, Fuad Hasanov
The Volatility Trap : : Precautionary Saving, Investment, and Aggregate Risk / / Reda Cherif, Fuad Hasanov
Autore Cherif Reda
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (23 p.)
Altri autori (Persone) HasanovFuad
Collana IMF Working Papers
Soggetto topico Risk
Saving and investment
Investments: Commodities
Exports and Imports
Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
Investment
Capital
Intangible Capital
Capacity
Intertemporal Consumer Choice
Life Cycle Models and Saving
Economic Growth and Aggregate Productivity: General
Aggregate Factor Income Distribution
Current Account Adjustment
Short-term Capital Movements
Agriculture: General
International economics
Investment & securities
Precautionary savings
Income
Income shocks
Current account surpluses
Agricultural commodities
National accounts
Balance of payments
Commodities
Farm produce
ISBN 1-4755-1887-0
1-4755-7069-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; Introduction; II. A "Store-or-Sow" Model of Precautionary Saving and Investment; III. Results and Implications; Figures; 1. Precautionary Saving and the Golden Rule Investment Rate; 2. A Phase Diagram of Precautionary Saving and Investment Rates; 3. Precautionary Saving and Investment Rates vs. Volatility of Permanent Shocks; 4. Precautionary Saving and Investment Rates vs. Volatility of Temporary Shocks; IV. An Empirical Relationship Among Investment, Saving, and Volatility; Tables; 1. Saving, Investment, and Volatility: Descriptive Statistics
5. Saving vs. Investment6. Saving vs. Investment-Saving Ratio; V. Concluding Remarks; 2. Panel Fixed Effects Regressions; References; Appendix Table. Average Investment, Saving, and Volatility (1970-2008)
Record Nr. UNINA-9910779225603321
Cherif Reda  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Volatility Trap : : Precautionary Saving, Investment, and Aggregate Risk / / Reda Cherif, Fuad Hasanov
The Volatility Trap : : Precautionary Saving, Investment, and Aggregate Risk / / Reda Cherif, Fuad Hasanov
Autore Cherif Reda
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (23 p.)
Disciplina 332.152
Altri autori (Persone) HasanovFuad
Collana IMF Working Papers
Soggetto topico Risk
Saving and investment
Investments: Commodities
Exports and Imports
Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
Investment
Capital
Intangible Capital
Capacity
Intertemporal Consumer Choice
Life Cycle Models and Saving
Economic Growth and Aggregate Productivity: General
Aggregate Factor Income Distribution
Current Account Adjustment
Short-term Capital Movements
Agriculture: General
International economics
Investment & securities
Precautionary savings
Income
Income shocks
Current account surpluses
Agricultural commodities
National accounts
Balance of payments
Commodities
Farm produce
ISBN 1-4755-1887-0
1-4755-7069-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; Introduction; II. A "Store-or-Sow" Model of Precautionary Saving and Investment; III. Results and Implications; Figures; 1. Precautionary Saving and the Golden Rule Investment Rate; 2. A Phase Diagram of Precautionary Saving and Investment Rates; 3. Precautionary Saving and Investment Rates vs. Volatility of Permanent Shocks; 4. Precautionary Saving and Investment Rates vs. Volatility of Temporary Shocks; IV. An Empirical Relationship Among Investment, Saving, and Volatility; Tables; 1. Saving, Investment, and Volatility: Descriptive Statistics
5. Saving vs. Investment6. Saving vs. Investment-Saving Ratio; V. Concluding Remarks; 2. Panel Fixed Effects Regressions; References; Appendix Table. Average Investment, Saving, and Volatility (1970-2008)
Record Nr. UNINA-9910818625203321
Cherif Reda  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Autore Muñoz Sònia
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (53 p.)
Collana IMF Working Papers
Soggetto topico Capital market - Great Britain - Econometric models
Capital market - Italy - Econometric models
Consumption (Economics) - Great Britain - Econometric models
Consumption (Economics) - Italy - Econometric models
Wealth - Great Britain - Econometric models
Wealth - Italy - Econometric models
Finance: General
Investments: Stocks
Macroeconomics
Money and Monetary Policy
Multiple or Simultaneous Equation Models: Models with Panel Data
Discrete Regression and Qualitative Choice Models
Discrete Regressors
Proportions
Consumer Economics: Empirical Analysis
Financial Markets and the Macroeconomy
Portfolio Choice
Investment Decisions
Macroeconomics: Consumption
Saving
Wealth
Aggregate Factor Income Distribution
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Finance
Investment & securities
Monetary economics
Consumption
Income
Stocks
Liquidity
Capital markets
National accounts
Financial institutions
Asset and liability management
Financial markets
Asset prices
Prices
Economics
Capital market
ISBN 1-4623-4477-1
1-4527-4410-6
1-283-51563-6
1-4519-0826-1
9786613828088
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. Introduction""; ""II. Household Data on Wealth and Consumption""; ""III. Capital Markets in Europe and Household Portfolios""; ""IV. The Life-Cycle Model of Consumption""; ""V. The Basic Model""; ""VI. Empirical Results""; ""VII. Conclusion""; ""Appendix: Data and Constructed Variables ""; ""References""
Record Nr. UNINA-9910788406503321
Muñoz Sònia  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Autore Muñoz Sònia
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (53 p.)
Collana IMF Working Papers
Soggetto topico Capital market - Great Britain - Econometric models
Capital market - Italy - Econometric models
Consumption (Economics) - Great Britain - Econometric models
Consumption (Economics) - Italy - Econometric models
Wealth - Great Britain - Econometric models
Wealth - Italy - Econometric models
Finance: General
Investments: Stocks
Macroeconomics
Money and Monetary Policy
Multiple or Simultaneous Equation Models: Models with Panel Data
Discrete Regression and Qualitative Choice Models
Discrete Regressors
Proportions
Consumer Economics: Empirical Analysis
Financial Markets and the Macroeconomy
Portfolio Choice
Investment Decisions
Macroeconomics: Consumption
Saving
Wealth
Aggregate Factor Income Distribution
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Finance
Investment & securities
Monetary economics
Consumption
Income
Stocks
Liquidity
Capital markets
National accounts
Financial institutions
Asset and liability management
Financial markets
Asset prices
Prices
Economics
Capital market
ISBN 1-4623-4477-1
1-4527-4410-6
1-283-51563-6
1-4519-0826-1
9786613828088
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. Introduction""; ""II. Household Data on Wealth and Consumption""; ""III. Capital Markets in Europe and Household Portfolios""; ""IV. The Life-Cycle Model of Consumption""; ""V. The Basic Model""; ""VI. Empirical Results""; ""VII. Conclusion""; ""Appendix: Data and Constructed Variables ""; ""References""
Record Nr. UNINA-9910826318103321
Muñoz Sònia  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Welfare Gains of Aid Indexation in Small Open Economies / / Anubha Dhasmana
Welfare Gains of Aid Indexation in Small Open Economies / / Anubha Dhasmana
Autore Dhasmana Anubha
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (40 p.)
Disciplina 338.91
Collana IMF Working Papers
IMF working paper
Soggetto topico Economic assistance - Developing countries - Econometric models
Economic development - Developing countries - Econometric models
Business cycles - Developing countries - Econometric models
Investments: Commodities
Exports and Imports
Macroeconomics
Foreign Aid
Empirical Studies of Trade
Macroeconomics: Consumption
Saving
Wealth
Agriculture: General
Trade: General
International economics
Investment & securities
Aid flows
Terms of trade
Consumption
Agricultural commodities
Exports
Economic assistance
Economic policy
nternational cooperation
Economics
Farm produce
ISBN 1-4623-8910-4
1-4527-7027-1
1-282-84056-8
9786612840562
1-4518-6962-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Primary Commodity Exports and Price Volatility; III. The Benchmark Model; IV. Model Calibration and Comparative Statics; V. Dynamics; VI. Results; VII. Conclusion; Figures; 1. Resource flow as a percentage of GDP; Tables; 1. Dynamic behavior of Aid; 2. Share of the leading primary commodity export (97-99); 3. Share of the Top Three Primary Commodities, (1997-99); 4. Instability indices of prices of major primary commodities during 1957-1999; 2. Steady state values; 3. Sensitivity analysis; 6. Welfare cost under alternative model specifications
7. Welfare gains from indexed Aid 4. Stationary capital distribution; 8. Welfare gains from indexed Aid; 9. Welfare gains from indexed Aid; References; References
Record Nr. UNINA-9910788239103321
Dhasmana Anubha  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Welfare Gains of Aid Indexation in Small Open Economies / / Anubha Dhasmana
Welfare Gains of Aid Indexation in Small Open Economies / / Anubha Dhasmana
Autore Dhasmana Anubha
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (40 p.)
Disciplina 338.91
Collana IMF Working Papers
IMF working paper
Soggetto topico Economic assistance - Developing countries - Econometric models
Economic development - Developing countries - Econometric models
Business cycles - Developing countries - Econometric models
Investments: Commodities
Exports and Imports
Macroeconomics
Foreign Aid
Empirical Studies of Trade
Macroeconomics: Consumption
Saving
Wealth
Agriculture: General
Trade: General
International economics
Investment & securities
Aid flows
Terms of trade
Consumption
Agricultural commodities
Exports
Economic assistance
Economic policy
nternational cooperation
Economics
Farm produce
ISBN 1-4623-8910-4
1-4527-7027-1
1-282-84056-8
9786612840562
1-4518-6962-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Primary Commodity Exports and Price Volatility; III. The Benchmark Model; IV. Model Calibration and Comparative Statics; V. Dynamics; VI. Results; VII. Conclusion; Figures; 1. Resource flow as a percentage of GDP; Tables; 1. Dynamic behavior of Aid; 2. Share of the leading primary commodity export (97-99); 3. Share of the Top Three Primary Commodities, (1997-99); 4. Instability indices of prices of major primary commodities during 1957-1999; 2. Steady state values; 3. Sensitivity analysis; 6. Welfare cost under alternative model specifications
7. Welfare gains from indexed Aid 4. Stationary capital distribution; 8. Welfare gains from indexed Aid; 9. Welfare gains from indexed Aid; References; References
Record Nr. UNINA-9910820697903321
Dhasmana Anubha  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
Autore Swiston Andrew
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) BulirAles
Collana IMF Working Papers
Soggetto topico Saving and investment - Mexico
Consumption (Economics) - Mexico
Exports and Imports
Finance: General
Foreign Exchange
Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: General (includes Measurement and Data)
Current Account Adjustment
Short-term Capital Movements
Aggregate Factor Income Distribution
Finance
International economics
Currency
Foreign exchange
Private savings
Emerging and frontier financial markets
Current account deficits
Purchasing power parity
Income
Saving and investment
Financial services industry
Balance of payments
ISBN 1-4623-3870-4
1-4519-9641-1
1-282-47418-9
1-4519-9105-3
9786613821713
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. GROWTH, SAVING, AND INVESTMENT IN AN EMERGING MARKET ECONOMY""; ""III. THE MEASUREMENT OF PRIVATE SAVING""; ""IV. CROSS-COUNTRY EVIDENCE""; ""V. TIME-SERIES EVIDENCE FOR MEXICO""; ""VI. MEXICO�S SAVING: WHICH WAY DOES THE CAUSALITY GO?""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788525703321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
Autore Swiston Andrew
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) BulirAles
Collana IMF Working Papers
Soggetto topico Saving and investment - Mexico
Consumption (Economics) - Mexico
Exports and Imports
Finance: General
Foreign Exchange
Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: General (includes Measurement and Data)
Current Account Adjustment
Short-term Capital Movements
Aggregate Factor Income Distribution
Finance
International economics
Currency
Foreign exchange
Private savings
Emerging and frontier financial markets
Current account deficits
Purchasing power parity
Income
Saving and investment
Financial services industry
Balance of payments
ISBN 1-4623-3870-4
1-4519-9641-1
1-282-47418-9
1-4519-9105-3
9786613821713
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. GROWTH, SAVING, AND INVESTMENT IN AN EMERGING MARKET ECONOMY""; ""III. THE MEASUREMENT OF PRIVATE SAVING""; ""IV. CROSS-COUNTRY EVIDENCE""; ""V. TIME-SERIES EVIDENCE FOR MEXICO""; ""VI. MEXICO�S SAVING: WHICH WAY DOES THE CAUSALITY GO?""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910808813303321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Who Saves in Ireland? The Micro Evidence / / Marialuz Moreno Badia
Who Saves in Ireland? The Micro Evidence / / Marialuz Moreno Badia
Autore Moreno Badia Marialuz
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (33 p.)
Collana IMF Working Papers
Soggetto topico Saving and investment - Ireland
Housing - Prices - Ireland
Labor
Macroeconomics
Demography
Aggregate Factor Income Distribution
Nonwage Labor Costs and Benefits
Private Pensions
Economics of the Elderly
Economics of the Handicapped
Non-labor Market Discrimination
Macroeconomics: Consumption
Saving
Wealth
Retirement
Retirement Policies
Pensions
Population & demography
Labour
income economics
Income
Aging
Consumption
Population aging
Economics
ISBN 1-4623-1045-1
1-4527-2895-X
1-283-51526-1
9786613827715
1-4519-9634-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. WHO SAVES IN IRELAND?""; ""III. ARE HOUSEHOLD SAVINGS AFFECTED BY CAPITAL GAINS IN HOUSING?""; ""IV. THE SPECIAL SAVINGS INCENTIVE ACCOUNTS""; ""V. CONCLUDING REMARKS""; ""APPENDIX I""; ""APPENDIX II""; ""APPENDIX III""; ""REFERENCES""
Record Nr. UNINA-9910788405203321
Moreno Badia Marialuz  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui