Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica	1 online resource (56 p.)
Disciplina	330.97005
Collana	Regional Economic Outlook
Soggetto topico	Economic forecasting - North America Economic forecasting - Latin America Economic forecasting - Caribbean Area Banks and Banking Finance: General Inflation Investments: Stocks Macroeconomics Investments: Commodities Price Level Deflation Commodity Markets Agriculture: Aggregate Supply and Demand Analysis Prices General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banks Depository Institutions Micro Finance Institutions Mortgages Investment & securities Finance Banking Monetary economics Commodity prices Food prices Stock markets Stocks Financial markets Financial institutions Commodities Stock exchanges Banks and banking Commercial products
ISBN	1-4552-2464-2 1-4527-7656-3 1-283-53682-X 1-4519-4752-6 9786613849274
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; Executive Summary; I. Overview: Navigating Financial Turbulence; U.S. and Global Outlook: Financial Shocks Weakening Prospects; Boxes; 1.1 United States: State of Play in Financial Turmoil; Transmission of Global Shocks to the LAC Region; 1.2 Poverty and Inequality Trends in the LAC Region; 1.3 The Global Surge in Commodity Prices: Implications for Latin America; LAC Outlook and Risks; 1.4 Macroeconomic Overview of the Caribbean Region; 1.5 Policies Concerning the Social Impact of Food Inflation; Options for Managing the Global Shock 1.6 The Scope for a Counter cyclical Fiscal Policy in Latin America II. Latin American Linkages to Global Financial Market Turbulence; Resilience So Far, but Global Context Weak; Potential Pressure Points on the Region's Banks; 2.1 Financial Flows from the United States to Latin America; 2.2 Financial Linkages in the Caribbean; Tightening of Market Financing Conditions for Corporate Sector; Conclusions; 2.3 Stock Market Linkages Between Latin America and the United States During 'Tail Events'; III. World Commodity Prices and LAC Inflation; Inflation Is Rising Across the LAC Region 3.1 Inflation Pressures in the Caribbean Analysis of Factors Driving Inflation; 3.2 Effects of Commodity Prices on Consumer Prices; 3.3 What Might Account for the Different Inflation Impact Across Countries?; Conclusions; Main Economic Indicators; References
Record Nr.	UNINA-9910813971003321

Autore	Kwon Goohoon
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (37 p.)
Altri autori (Persone)	EspinozaRaphael
Collana	IMF Working Papers
Soggetto topico	Finance - Caribbean Area Macroeconomics Exports and Imports Finance: General Investments: Stocks Current Account Adjustment Short-term Capital Movements Financial Aspects of Economic Integration International Financial Markets General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance International economics Investment & securities Financial integration Stock markets Stocks Current account Regional integration Financial markets Financial institutions Balance of payments Economic integration International finance Stock exchanges International economic integration
ISBN	1-4623-9209-1 1-4527-2686-8 1-4518-7286-0 1-282-84353-2 9786612843532
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. Background; III. Stock Price Convergence; A. Data; B. AR results; C. Threshold Auto-Regression (TAR) estimator; IV. Current Account Convergence and Regional Trade Balance; A. Theory; B. Estimation framework; C. Global Financial Integration; D. Intra-regional trade and regional financial integration; V. Conclusion; References; Appendix A; Tables; 1. Balance of Payments; 2. UNCTAD FDI Inward Stock (In millions U.S. dollars, 2001; 3. UNCTAD FDI Outward Stock (In millions of U.S. dollars, 2001); 4. Regional Exports, as a Share of GDP 5. Interest Rates: Principal Component Analysis, 1980m1-2005m126. Interest Comovements; 7. Cross-Listed Stocks; 8. Cross-Market Premium; 9. (G) ARCH-AR Model; 10. (G) ARCH-TAR Model; 11. β Coefficient from 1975-2005; 12. β Coefficient from 1975-90; 13. β Coefficient from 1991-2005; 14. Regional Financial Integration 1975-2005; 15. 1975-90 Estimates of Regional Financial Integration; 16. 1991-2005 Estimates of Regional Financial Integration; Figures; 1. Interest Rates in the CARICOM and Sigma-Convergence (3 month T-Bills); 2. Cross-Listed Stocks; 3. Convergence Speed vs. Foreign Liabilities
Record Nr.	UNINA-9910788332103321

Autore	Lombardi Marco
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (56 p.)
Altri autori (Persone)	EspinozaRaphael FornariFabio
Collana	IMF Working Papers
Soggetto topico	Business cycles - Europe Business cycles - United States Economic indicators - Europe Economic indicators - United States Banks and Banking Econometrics Finance: General Statistics Industries: Financial Services Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Data Collection and Data Estimation Methodology Computer Programs: Other Banks Depository Institutions Micro Finance Institutions Mortgages Finance Econometrics & economic statistics Vector autoregression Stock markets Yield curve Financial statistics Loans Stock exchanges Interest rates
ISBN	1-4623-2750-8 1-282-84441-5 9786612844416 1-4518-7388-3 1-4527-8840-5
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The VAR models; A. Data; 1. Rates of Growth of Real GDP in the Three Economic Areas (quarter-on-quarter); B. Specifications; III. Characterizing the Models; A. IRFs and Pre-1985 and Post-1985 Evidence; 2. Impulse Response Functions from a Trivariate VAR; 3. Impulse Response Function from a 9-Variable VAR; 4. Impulse Response Function to GDP Shocks Across Sub-Samples; 5. Impulse Response Functions Across Sub-Samples; B. Linkages and the Role of Financial Shocks; 6. Forecast Error Variance Decomposition for the Euro Area GDP 1. Variance Decomposition of the GDP in the Three Areas2. R2 of a Regression of Δlog GDP on its Counterfactual; 7. Historical Decomposition; IV. Out-of-Sample Evidence; A. 'Unconditional' Forecast Evaluation; 3. Unconditional Out-of-Sample RMSE; B. Conditional Forecast Evaluation; 4. Out-of-Sample RMSE; 5. Out-of-Sample RMSE; C. Additional Explanatory Factors; 6. Conditional Choice Between Models at Selected Horizons; V. Conditional Evaluation; A. Rolling RMSEs; 8. RMSE from Competing Classes of Models; 9. RMSE from Competing Classes of Models (ctd.); B. Conditional Predictive Ability Test 10. GW Test for Conditional Predictive - Random Walk Model11. GW Test for Conditional Predictive Ability - 2 GDP VAR; 12. GW Test for Conditional Predictive Ability - 3 GDP VAR; VI. Conclusions; References; Footnotes
Record Nr.	UNINA-9910788224903321

Autore	Mitchell Jason
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (46 p.)
Altri autori (Persone)	OngLi
Collana	IMF Working Papers
Soggetto topico	Stocks - China - Rate of return Exports and Imports Finance: General Investments: Stocks Portfolio Choice Investment Decisions Information and Market Efficiency Event Studies International Financial Markets General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Current Account Adjustment Short-term Capital Movements Finance Investment & securities Stock markets Liquidity Stocks Portfolio investment Financial markets Asset and liability management Financial institutions Balance of payments Stock exchanges Economics Portfolio management
ISBN	1-4623-9522-8 1-4527-1786-9 1-283-51315-3 9786613825605 1-4519-0800-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE ON SEASONALITIES""; ""III. INSTITUTIONAL ASPECTS OF CHINESE STOCK MARKET""; ""IV. DATA AND RESEARCH METHOD""; ""V. RESULTS""; ""VI. EXTENSION: HOLIDAY EFFECT""; ""VII. FURTHER EXTENSIONS: INVESTMENT STRATEGIES BASED ON SEASONALITIES""; ""VIII. CONCLUSION""; ""REFERENCES""
Record Nr.	UNINA-9910788409303321