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Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
| ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910788407903321 |
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
| ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910826309803321 |
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Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald
| The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald |
| Autore | Flamini Valentina |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) |
SchumacherLiliana
McDonaldCalvin |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank profits - Africa, Sub-Saharan
Banks and banking - Africa, Sub-Saharan Banks and Banking Finance: General Investments: Stocks Macroeconomics Inflation Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Price Level Deflation Banking Finance Financial services law & regulation Investment & securities Bank soundness Credit risk Stocks Personal income Financial sector policy and analysis Financial regulation and supervision Financial institutions National accounts Prices Banks and banking Financial risk management Income |
| ISBN |
1-4623-3156-4
1-4527-4806-3 1-282-84237-4 1-4518-7162-7 9786612842375 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Review; III. Data and Methodology; IV. Empirical Results; V. Concluding Remarks and Some Implications for Policymakers; Figures; Figure 1. Time Series of Sub-Saharan African Countries' Return on Assets; Figure 2. Average Return on Assets by Income Group (2006); Figure 3. Sub-Saharan Africa Return on Assets by Country (2006); Figure 4. Distribution of Sub-Saharan Africa Return on Assets (2006); Figure 5. Time Series of Sub-Saharan Africa's Return on Assets by Income Group; Figure 6. Time Series of Sub-Saharan Africa's Net Interest Margins
Figure 7. Average Net Interest Margins by Income Group (2006)Tables; Table 1. Account Decomposition of Banks by Income Group; Table 2. Account Decomposition of Sub-Saharan African Banks; Table 3. Variable Definition and Notation; Table 4. Descriptive Statistics; Table 5. Estimation Results; Table 6. Sargan Test for Alternative Model with All Variables Strictly Exogenous; Control Variables Table 7. Granger-Causality Test Between Return on Asset and Capital Without; Control Variables Table 8. Granger-Causality Test Between Return on Asset and Capital with Table 9. Estimation Results Using Random EffectsReferences |
| Record Nr. | UNINA-9910788349203321 |
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Flamini Valentina
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald
| The Determinants of Commercial Bank Profitability in Sub-Saharan Africa / / Valentina Flamini, Liliana Schumacher, Calvin McDonald |
| Autore | Flamini Valentina |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (32 p.) |
| Disciplina | 332.3;332.32;332.3209684 |
| Altri autori (Persone) |
SchumacherLiliana
McDonaldCalvin |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank profits - Africa, Sub-Saharan
Banks and banking - Africa, Sub-Saharan Banks and Banking Finance: General Investments: Stocks Macroeconomics Inflation Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Price Level Deflation Banking Finance Financial services law & regulation Investment & securities Bank soundness Credit risk Stocks Personal income Financial sector policy and analysis Financial regulation and supervision Financial institutions National accounts Prices Banks and banking Financial risk management Income |
| ISBN |
1-4623-3156-4
1-4527-4806-3 1-282-84237-4 1-4518-7162-7 9786612842375 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Review; III. Data and Methodology; IV. Empirical Results; V. Concluding Remarks and Some Implications for Policymakers; Figures; Figure 1. Time Series of Sub-Saharan African Countries' Return on Assets; Figure 2. Average Return on Assets by Income Group (2006); Figure 3. Sub-Saharan Africa Return on Assets by Country (2006); Figure 4. Distribution of Sub-Saharan Africa Return on Assets (2006); Figure 5. Time Series of Sub-Saharan Africa's Return on Assets by Income Group; Figure 6. Time Series of Sub-Saharan Africa's Net Interest Margins
Figure 7. Average Net Interest Margins by Income Group (2006)Tables; Table 1. Account Decomposition of Banks by Income Group; Table 2. Account Decomposition of Sub-Saharan African Banks; Table 3. Variable Definition and Notation; Table 4. Descriptive Statistics; Table 5. Estimation Results; Table 6. Sargan Test for Alternative Model with All Variables Strictly Exogenous; Control Variables Table 7. Granger-Causality Test Between Return on Asset and Capital Without; Control Variables Table 8. Granger-Causality Test Between Return on Asset and Capital with Table 9. Estimation Results Using Random EffectsReferences |
| Record Nr. | UNINA-9910826451703321 |
|
Flamini Valentina
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye
| Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye |
| Autore | N'Diaye Papa |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (28 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Deflation (Finance) - China - Hong Kong - Econometric models
Business cycles Macroeconomics Money and Monetary Policy Production and Operations Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Money Supply Credit Money Multipliers Monetary Policy Central Banks and Their Policies Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Production Monetary economics Monetary base Productivity Consumer price indexes Asset prices Money Prices Production Money supply Industrial productivity Price indexes |
| ISBN |
1-4623-2341-3
1-4527-0966-1 1-283-56982-5 1-4519-2051-2 9786613882271 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. OVERVIEW""; ""II. THE FRAMEWORK""; ""III. RESULTS""; ""IV. INTERPRETING THE RESULTS""; ""V. CONCLUSION""; ""APPENDIX""; ""References"" |
| Record Nr. | UNINA-9910788691703321 |
|
N'Diaye Papa
|
||
| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye
| Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye |
| Autore | N'Diaye Papa |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (28 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Deflation (Finance) - China - Hong Kong - Econometric models
Business cycles Macroeconomics Money and Monetary Policy Production and Operations Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Money Supply Credit Money Multipliers Monetary Policy Central Banks and Their Policies Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Production Monetary economics Monetary base Productivity Consumer price indexes Asset prices Money Prices Production Money supply Industrial productivity Price indexes |
| ISBN |
1-4623-2341-3
1-4527-0966-1 1-283-56982-5 1-4519-2051-2 9786613882271 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. OVERVIEW""; ""II. THE FRAMEWORK""; ""III. RESULTS""; ""IV. INTERPRETING THE RESULTS""; ""V. CONCLUSION""; ""APPENDIX""; ""References"" |
| Record Nr. | UNINA-9910814899503321 |
|
N'Diaye Papa
|
||
| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy
| Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy |
| Autore | Kandil Magda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 32 p. : ill |
| Altri autori (Persone) | MorsyHanan |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance)
Foreign Exchange Inflation Public Finance Production and Operations Management Business Fluctuations Cycles Open Economy Macroeconomics International Policy Coordination and Transmission Economic Integration Economic Development: General Price Level Deflation National Government Expenditures and Related Policies: General Macroeconomics: Production Macroeconomics Currency Foreign exchange Public finance & taxation Expenditure Exchange rate adjustments Exchange rates Capacity utilization Prices Production Expenditures, Public Industrial capacity |
| ISBN |
1-4623-9210-5
1-4518-7229-1 9786612843020 1-4519-9836-8 1-282-84302-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788336903321 |
|
Kandil Magda
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy
| Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy |
| Autore | Kandil Magda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 32 p. : ill |
| Disciplina | 332.414 |
| Altri autori (Persone) | MorsyHanan |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance)
Foreign Exchange Inflation Public Finance Production and Operations Management Business Fluctuations Cycles Open Economy Macroeconomics International Policy Coordination and Transmission Economic Integration Economic Development: General Price Level Deflation National Government Expenditures and Related Policies: General Macroeconomics: Production Macroeconomics Currency Foreign exchange Public finance & taxation Expenditure Exchange rate adjustments Exchange rates Capacity utilization Prices Production Expenditures, Public Industrial capacity |
| ISBN |
1-4623-9210-5
1-4518-7229-1 9786612843020 1-4519-9836-8 1-282-84302-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- I. Introduction -- II. Literature Review -- III. Econometric Methodology -- IV. Data and Estimation -- V. Extensions -- VI. Conclusions -- References -- Text Tables -- 1. Cointegration Test for Inflation Equation -- 2. Vector Error Correction Estimates: Lon Run Equation -- Appendix Figure 1. Impulse Response -- Appendix Tables -- 1. Bahrain: Vector Error Correction Estimates -- 2. Kuwait: Vector Error Correction Estimates -- 3. Oman: Vector Error Correction Estimates -- 4. Qatar: Vector Error Correction Estimates -- 5. Saudi Arabia: Vector Error Correction Estimates -- 6. United Arab Emirates: Vector Error Correction Estimates -- 7. Variance Decomposition p -- 8. Bahrain: Vector Error Correction Estimates -- 9. Kuwait: Vector Error Correction Estimates -- 10. Oman: Vector Error Correction Estimates -- 11. United Arab Emirates: Vector Error Correction Estimates. |
| Record Nr. | UNINA-9910817194203321 |
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Kandil Magda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose
| Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose |
| Autore | Laxton Douglas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 65 p. : ill |
| Altri autori (Persone) |
ScottAlasdair
RoseDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Inflation targeting Inflation Macroeconomics Public Finance Forecasting Labor Economics: General General Aggregative Models: General Price Level Deflation Forecasting and Other Model Applications Taxation, Subsidies, and Revenue: General Labour income economics Economic Forecasting Public finance & taxation Labor National accounts Communications in revenue administration Labor economics National income Prices Revenue |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788338403321 |
|
Laxton Douglas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose
| Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose |
| Autore | Laxton Douglas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 65 p. : ill |
| Disciplina | 338.102368 |
| Altri autori (Persone) |
ScottAlasdair
RoseDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Inflation targeting Inflation Macroeconomics Public Finance Forecasting Labor Economics: General General Aggregative Models: General Price Level Deflation Forecasting and Other Model Applications Taxation, Subsidies, and Revenue: General Labour income economics Economic Forecasting Public finance & taxation Labor National accounts Communications in revenue administration Labor economics National income Prices Revenue |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- CONTENTS -- I. Introduction -- II. Developing a Decision-Making Process -- III. Benefits of a Successful IFT Regime -- IV. Critical Path For Developing A Structured FPAS -- V. The Quarterly Projection Exercise -- VI. The Core Model -- VII. The Role of Models in the FPAS -- VIII. On the Evolution and Development of the FPAS -- Text Figures -- 1. The Role of Models in the Forecast Process -- 2. From Policy Issues to Policy Recommendations -- 3. How Several Models can be Combined to Impose Consistency -- Appendix Figures -- 4. A Possible Reporting Structure -- 5. Links Between Different Databases -- 6. The Monetary Policy Transmission Mechanism -- 7. Inflation Expectations 10-Years-Ahead in the United Kingdom -- Appendix Tables -- 1. Estimation of a Model with Model-Consistent Measures of Potential GDP -- 2. Notation: Time Periods Correspond to Calendar Quarters. |
| Record Nr. | UNINA-9910812022903321 |
|
Laxton Douglas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Deflation (577)
- Inflation (577)
-
Price Level
(577)
- Macroeconomics (573)
- Prices (548)