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Monetary and Macroprudential Policy Rules in a Model with House Price Booms / / Alasdair Scott, Pau Rabanal, Prakash Kannan
| Monetary and Macroprudential Policy Rules in a Model with House Price Booms / / Alasdair Scott, Pau Rabanal, Prakash Kannan |
| Autore | Scott Alasdair |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 36 p. : ill |
| Altri autori (Persone) |
RabanalPau
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Econometric models
Inflation (Finance) Assets (Accounting) - Prices Macroeconomics Inflation Money and Monetary Policy Real Estate Production and Operations Management Price Level Deflation Macroeconomics: Production Housing Supply and Markets Monetary Policy, Central Banking, and the Supply of Money and Credit: General Property & real estate Monetary economics Output gap Housing prices Credit Asset prices Prices Production Economic theory Housing |
| ISBN |
1-4623-8905-8
1-282-84448-2 1-4518-7398-0 9786612844485 1-4527-6620-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788223503321 |
Scott Alasdair
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary and Macroprudential Policy Rules in a Model with House Price Booms / / Alasdair Scott, Pau Rabanal, Prakash Kannan
| Monetary and Macroprudential Policy Rules in a Model with House Price Booms / / Alasdair Scott, Pau Rabanal, Prakash Kannan |
| Autore | Scott Alasdair |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 36 p. : ill |
| Disciplina | 338.2934 |
| Altri autori (Persone) |
RabanalPau
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Econometric models
Inflation (Finance) Assets (Accounting) - Prices Macroeconomics Inflation Money and Monetary Policy Real Estate Production and Operations Management Price Level Deflation Macroeconomics: Production Housing Supply and Markets Monetary Policy, Central Banking, and the Supply of Money and Credit: General Property & real estate Monetary economics Output gap Housing prices Credit Asset prices Prices Production Economic theory Housing |
| ISBN |
1-4623-8905-8
1-282-84448-2 1-4518-7398-0 9786612844485 1-4527-6620-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I. Introduction -- II. A Model for Analyzing House Price Booms -- A. Households -- A.1 Savers -- A.2 Borrowers -- B. Financial Intermediaries -- C. Producers -- C.1 Final goods producers -- C.2 Intermediate goods producers -- D. Closing the Model: Market Clearing Conditions -- III. Policy Regimes -- IV. Calibration -- 1. Parameter Values -- V. Simulation Results -- A. The Performance of Policy Rules in Reaction to Financial Shocks -- 1. Effect of a Financial Shock -- 2. Parameters of Policy Rules in Reaction to Financial Shocks -- 3. Performance of Policy Rules in Reaction to Financial Shocks -- B. The Performance of Policy Rules in Reaction to Productivity Shocks -- 2. Effect of a Productivity Shock -- 4. Parameters of Policy Rules in Reaction to Productivity Shocks -- 5. Performance of Policy Rules in Reaction to Productivity Shocks -- C. Policy Rules with Multiple Shocks -- 3. Optimal Weight on Nominal Credit in the Macroprudential Rule -- VI. Robustness of the Results -- 6. Sensitivity of Parameters of Policy Rules Optimized to Financial Shocks to Changes in Key Parameters -- 7. Sensitivity of Parameters of Policy Rules Optimized to Productivity Shocks to Changes in Key Parameters Figures -- VII. Conclusions -- Appendix: Linearized Conditions -- References -- Footnotes. |
| Record Nr. | UNINA-9910818985803321 |
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Scott Alasdair
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek
| Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 42 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Finance Currency Foreign exchange Short term interest rates Output gap Real effective exchange rates Long term interest rates Financial services Production Prices Interest rates Economic theory |
| ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788223803321 |
|
Vitek Francis
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek
| Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 42 p. : ill |
| Disciplina | 338.192358 |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Finance Currency Foreign exchange Short term interest rates Output gap Real effective exchange rates Long term interest rates Financial services Production Prices Interest rates Economic theory |
| ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. The Panel Unobserved Components Model -- A. Cyclical Components -- B. Trend Components -- III. Estimation -- A. Estimation Procedure -- B. Estimation Results -- IV. Monetary Policy Analysis -- A. Vector Autocorrelations -- B. Impulse Response Functions -- C. Forecast Error Variance Decompositions -- D. Historical Decompositions -- V. Forecasting -- A. Forecasting Procedure -- B. Forecasting Results -- VI. Conclusion -- Tables -- 1. Parameter Estimation Results -- Figures -- 1. Output Gap Estimates -- 2. Monetary Conditions Gap Estimates -- 3. Vector Autocorrelations -- 4. Impulse Responses to a Domestic Supply Shock -- 5. Impulse Responses to a Foreign Supply Shock -- 6. Impulse Responses to a Domestic Demand Shock -- 7. Impulse Responses to a Foreign Demand Shock -- 8. Impulse Responses to a Domestic Monetary Policy Shock -- 9. Impulse Responses to a Foreign Monetary Policy Shock -- 10. Impulse Responses to a World Commodity Price Shock -- 11. Forecast Error Variance Decompositions of Inflation -- 12. Forecast Error Variance Decompositions of the Output Gap -- 13. Forecast Error Variance Decompositions of the Monetary Conditions Gap -- 14. Historical Decompositions of Inflation -- 15. Historical Decompositions of the Output Gap -- 16. Historical Decompositions of the Monetary Conditions Gap -- 17. Conditional Forecasts of Inflation -- 18. Conditional Forecasts of Output Growth -- Appendix. Description of the Data Set -- References. |
| Record Nr. | UNINA-9910828514403321 |
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Vitek Francis
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy and the Central Bank in Jordan / / Samar Maziad
| Monetary Policy and the Central Bank in Jordan / / Samar Maziad |
| Autore | Maziad Samar |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 29 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Jordan - Econometric models
Financial crises - Jordan - Econometric models Banks and banking, Central - Jordan - Econometric models Foreign Exchange Money and Monetary Policy Public Finance Production and Operations Management Debt Debt Management Sovereign Debt Monetary Policy Macroeconomics: Production Currency Foreign exchange Public finance & taxation Monetary economics Macroeconomics Conventional peg Public debt Monetary policy frameworks Exchange rate arrangements Output gap Debts, Public Monetary policy Production Economic theory |
| ISBN |
1-4623-1944-0
9786612844003 1-4527-8941-X 1-282-84400-8 1-4518-7338-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788227603321 |
|
Maziad Samar
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy and the Central Bank in Jordan / / Samar Maziad
| Monetary Policy and the Central Bank in Jordan / / Samar Maziad |
| Autore | Maziad Samar |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 29 p. : ill |
| Disciplina | 332.4;332.45660953 |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Jordan - Econometric models
Financial crises - Jordan - Econometric models Banks and banking, Central - Jordan - Econometric models Foreign Exchange Money and Monetary Policy Public Finance Production and Operations Management Debt Debt Management Sovereign Debt Monetary Policy Macroeconomics: Production Currency Foreign exchange Public finance & taxation Monetary economics Macroeconomics Conventional peg Public debt Monetary policy frameworks Exchange rate arrangements Output gap Debts, Public Monetary policy Production Economic theory |
| ISBN |
1-4623-1944-0
9786612844003 1-4527-8941-X 1-282-84400-8 1-4518-7338-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Table of Contents -- I. Introduction -- II. The Monetary framework and the impact of the currency crisis -- III. CBJ independence and monetary policy -- IV. Monetary policy instruments and operations -- V. Monetary policy autonomy -- VI. Conclusion -- Appendix -- Chart 1: VAR estimation impuls response function -- Table 1: VECM estimation -- Table 2: VECM variance decomposition of policy rate in Jordan. |
| Record Nr. | UNINA-9910827474003321 |
|
Maziad Samar
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy and the Lost Decade : : Lessons from Japan / / Daniel Leigh
| Monetary Policy and the Lost Decade : : Lessons from Japan / / Daniel Leigh |
| Autore | Leigh Daniel |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 33 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Japan - Econometric models
Deflation (Finance) - Japan - Econometric models Anti-inflationary policies - Japan - Econometric models Banks and Banking Inflation Money and Monetary Policy Production and Operations Management Monetary Policy Price Level Deflation Macroeconomics: Production Interest Rates: Determination, Term Structure, and Effects Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Macroeconomics Banking Inflation targeting Output gap Central bank policy rate Monetary policy Prices Production Economic theory Interest rates Banks and banking |
| ISBN |
1-4623-8401-3
1-4527-8234-2 1-282-84433-4 9786612844331 1-4518-7379-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788224203321 |
|
Leigh Daniel
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy and the Lost Decade : : Lessons from Japan / / Daniel Leigh
| Monetary Policy and the Lost Decade : : Lessons from Japan / / Daniel Leigh |
| Autore | Leigh Daniel |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 33 p. : ill |
| Disciplina | 339.5;339.530952 |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Japan - Econometric models
Deflation (Finance) - Japan - Econometric models Anti-inflationary policies - Japan - Econometric models Banks and Banking Inflation Money and Monetary Policy Production and Operations Management Monetary Policy Price Level Deflation Macroeconomics: Production Interest Rates: Determination, Term Structure, and Effects Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Macroeconomics Banking Inflation targeting Output gap Central bank policy rate Monetary policy Prices Production Economic theory Interest rates Banks and banking |
| ISBN |
1-4623-8401-3
1-4527-8234-2 1-282-84433-4 9786612844331 1-4518-7379-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Empirical Analysis -- A. Model Specification -- B. Model Estimation -- III. Counterfactual Analysis -- IV. Conclusion -- Tables -- 1. Estimation Results -- 2. Actual and Counterfactual Inflation and Output Loss -- Figures -- 1. The Japanese Economy Since 1990 -- 2. Estimation Results: Implicit Inflation Target -- 3. Estimation Results: Natural Rate of Interest -- 4. Estimated Policy-Rate Target and Actual Policy Rate -- 5. Autocorrelation Functions -- 6. Demand and Supply Shocks: 1990-2005 -- 7. Actual and Counterfactual Macroeconomic Dynamics: -- 8. Actual and Counterfactual Macroeconomic Dynamics: -- 9. Actual and Counterfactual Macroeconomic Dynamics: -- 10. Actual and Counterfactual Macroeconomic Dynamics: -- Appendix -- References. |
| Record Nr. | UNINA-9910812447703321 |
|
Leigh Daniel
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão
| Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão |
| Autore | Pagan A. R |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (44 p.) |
| Disciplina | 332.410981 |
| Altri autori (Persone) |
LaxtonDouglas
CatãoLuis |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Brazil - Econometric models
Transmission mechanism (Monetary policy) - Brazil - Econometric models Monetary policy - Brazil - Econometric models Foreign Exchange Inflation Money and Monetary Policy Production and Operations Management Price Level Deflation Macroeconomics: Production Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics Currency Foreign exchange Monetary economics Exchange rates Output gap Real exchange rates Bank credit Prices Production Economic theory Credit |
| ISBN |
1-4623-7597-9
1-4527-7834-5 9786612841422 1-282-84142-4 1-4518-7049-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Existing Evidence on Brazil; III. The Structural Model; IV. SVAR Representation; V. Producing Gap Measures; VI. The Brazilian Data Set; VII. SVAR Estimates; VIII. Conclusion; References; Appendix: Derivation of External Liability Equation; Figures; 1. Brazil: Monetary and Price Indicators; 2. Brazil: Output Indicators; 3. Brazil: External Indicators; 4. Brazil: Financial Indicators; 5. BN- and HP-filter Gaps; 6. Impulse-Responses to 100 bp Monetary Tightening, 1999q2:2:007q (in percent); 7. Impulse-Responses to 1% Credit Growth Shock, 1999q2:2007q (in percent)
8. Impulse-Responses to 100 bp Monetary Tightening with HP Gap Measures, 1999:2-2007Q (in percent)9. Impulse-Responses to 100 bp Monetary Tightening, 2001q2-2007q (in percent); 10. Impulse-Responses to 1% Credit Growth Shock, 2001q2-2007q (in percent); 11. Recursive Coefficient Estimates of Output Gap in Inflation Equation |
| Record Nr. | UNINA-9910788231903321 |
|
Pagan A. R
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão
| Monetary Transmission in an Emerging Targeter : : The Case of Brazil / / A. R. Pagan, Douglas Laxton, Luis Catão |
| Autore | Pagan A. R |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (44 p.) |
| Disciplina | 332.410981 |
| Altri autori (Persone) |
LaxtonDouglas
CatãoLuis |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Brazil - Econometric models
Transmission mechanism (Monetary policy) - Brazil - Econometric models Monetary policy - Brazil - Econometric models Foreign Exchange Inflation Money and Monetary Policy Production and Operations Management Price Level Deflation Macroeconomics: Production Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics Currency Foreign exchange Monetary economics Exchange rates Output gap Real exchange rates Bank credit Prices Production Economic theory Credit |
| ISBN |
1-4623-7597-9
1-4527-7834-5 9786612841422 1-282-84142-4 1-4518-7049-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Existing Evidence on Brazil; III. The Structural Model; IV. SVAR Representation; V. Producing Gap Measures; VI. The Brazilian Data Set; VII. SVAR Estimates; VIII. Conclusion; References; Appendix: Derivation of External Liability Equation; Figures; 1. Brazil: Monetary and Price Indicators; 2. Brazil: Output Indicators; 3. Brazil: External Indicators; 4. Brazil: Financial Indicators; 5. BN- and HP-filter Gaps; 6. Impulse-Responses to 100 bp Monetary Tightening, 1999q2:2:007q (in percent); 7. Impulse-Responses to 1% Credit Growth Shock, 1999q2:2007q (in percent)
8. Impulse-Responses to 100 bp Monetary Tightening with HP Gap Measures, 1999:2-2007Q (in percent)9. Impulse-Responses to 100 bp Monetary Tightening, 2001q2-2007q (in percent); 10. Impulse-Responses to 1% Credit Growth Shock, 2001q2-2007q (in percent); 11. Recursive Coefficient Estimates of Output Gap in Inflation Equation |
| Record Nr. | UNINA-9910816887703321 |
|
Pagan A. R
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Macroeconomics (227)
-
Production and Operations Management
(227)
- Production (178)
- Macroeconomics: Production (169)
- Industrial productivity (126)