Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
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 | ||
| ||
Soggetto topico
-
Macroeconomics: Consumption
(229)
- Saving (229)
- Wealth (229)
- Macroeconomics (227)
- Economics (206)