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FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
Autore Tsangarides Charalambos
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) AbdihYasser
Collana IMF Working Papers
Soggetto topico Foreign exchange rates - French franc area
Franc, CFA
Monetary unions - Africa, French-speaking
Econometrics
Foreign Exchange
Macroeconomics
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Forecasting and Other Model Applications
Open Economy Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
Currency
Foreign exchange
Econometrics & economic statistics
Real effective exchange rates
Real exchange rates
Exchange rates
Vector autoregression
Government consumption
Econometric analysis
National accounts
Consumption
Economics
ISBN 1-4623-9318-7
1-4527-7838-8
1-282-44791-2
1-4519-0949-7
9786613821119
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES""
Record Nr. UNINA-9910788523603321
Tsangarides Charalambos  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
Autore Tsangarides Charalambos
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) AbdihYasser
Collana IMF Working Papers
Soggetto topico Foreign exchange rates - French franc area
Franc, CFA
Monetary unions - Africa, French-speaking
Econometrics
Foreign Exchange
Macroeconomics
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Forecasting and Other Model Applications
Open Economy Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
Currency
Foreign exchange
Econometrics & economic statistics
Real effective exchange rates
Real exchange rates
Exchange rates
Vector autoregression
Government consumption
Econometric analysis
National accounts
Consumption
Economics
ISBN 1-4623-9318-7
1-4527-7838-8
1-282-44791-2
1-4519-0949-7
9786613821119
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES""
Record Nr. UNINA-9910814667303321
Tsangarides Charalambos  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Autore Rose Andrew
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2004
Descrizione fisica 1 online resource (20 p.)
Disciplina 332.6322
Altri autori (Persone) FloodRobert
Collana IMF Working Papers
Soggetto topico Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models
Econometrics
Finance: General
Investments: Stocks
Macroeconomics
Information and Market Efficiency
Event Studies
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Classification Methods
Cluster Analysis
Principal Components
Factor Models
Price Level
Inflation
Deflation
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Econometrics & economic statistics
Investment & securities
Finance
Stocks
Stock markets
Factor models
Asset prices
Time series analysis
Financial institutions
Financial markets
Econometric analysis
Prices
Stock exchanges
Econometric models
ISBN 1-4623-4387-2
1-4527-2097-5
1-282-05112-1
9786613798572
1-4518-9890-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References""
Record Nr. UNINA-9910788521803321
Rose Andrew  
Washington, D.C. : , : International Monetary Fund, , 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Autore Rose Andrew
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2004
Descrizione fisica 1 online resource (20 p.)
Disciplina 332.6322
Altri autori (Persone) FloodRobert
Collana IMF Working Papers
Soggetto topico Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models
Econometrics
Finance: General
Investments: Stocks
Macroeconomics
Information and Market Efficiency
Event Studies
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Classification Methods
Cluster Analysis
Principal Components
Factor Models
Price Level
Inflation
Deflation
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Econometrics & economic statistics
Investment & securities
Finance
Stocks
Stock markets
Factor models
Asset prices
Time series analysis
Financial institutions
Financial markets
Econometric analysis
Prices
Stock exchanges
Econometric models
ISBN 1-4623-4387-2
1-4527-2097-5
1-282-05112-1
9786613798572
1-4518-9890-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References""
Record Nr. UNINA-9910809283203321
Rose Andrew  
Washington, D.C. : , : International Monetary Fund, , 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
Autore Luca Oana
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (29 pages)
Altri autori (Persone) TiemanAlexander
Collana IMF Working Papers
Soggetto topico Banks and Banking
Investments: Energy
Investments: Stocks
Macroeconomics
Industries: Energy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Business Fluctuations
Cycles
International Business Cycles
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
Economywide Country Studies: U.S
Canada
Energy and the Macroeconomy
Energy: Demand and Supply
Prices
Energy: General
Macroeconomics: Production
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Interest Rates: Determination, Term Structure, and Effects
Investment & securities
Petroleum, oil & gas industries
Finance
Oil prices
Oil
Oil production
Stocks
Long term interest rates
Commodities
Production
Financial institutions
Financial services
Petroleum industry and trade
Interest rates
ISBN 1-4755-5420-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Contents -- I. Introduction -- II. Analyzing the oil market using a multi-country model -- A. The GVAR-Oil model -- B. Effects of a fall in oil prices -- III. Analyzing oil price changes using monthly data -- A. Has the relationship between real oil and equity prices been stable over time? -- B. Are lower oil prices beneficial for the U.S. and the world economy? -- IV. How do global oil supplies respond to lower oil prices? -- V. Concluding Remarks -- References -- Figures -- 1. Nominal and Real (2015 U.S. dollars) WTI Oil Prices -- 2. Effects of Lower Oil Prices on Global Real Equity Prices, Long-Term Interest Rates, and Real GDP -- 3. Effects of Lower Oil Prices on Long-Term Interest Rates in Various Countries -- 4. Effects of Lower Oil Prices on Inflation in Various Countries -- 5. Effects of Lower Oil Prices on Real GDP in Various Countries -- 6. U.S. Oil Production (1000 barrels/day) -- 7. Real Oil Prices and Real US Equity Prices (S& -- P 500), 1946M1-2016M3 -- 8. Rolling Estimates of the Effects of Changes in Oil Prices on Equity Prices -- 9. Real Oil Prices and Real Dividends (S& -- P 500), 1946M1-2016M3 -- 10. Rolling Estimates of the Effects of Changes in Oil Prices on Real Dividends -- 11. Monthly Oil Production for Iran, Iraq, Russia, Saudi Arabia, and the US (1000 barrels/day) -- Tables -- 1. Countries and Regions in the GVAR-Oil Model -- 2. Correlations between Changes in Real Oil Prices, Equity Prices and Dividends -- 3. Estimates of the Long-run Coefficients of Real Oil Prices based on Various ARDL Regressions and Sub-samples, 1970M1-2016M4.
Record Nr. UNINA-9910155013703321
Luca Oana
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Autore Frank Nathaniel
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Altri autori (Persone) HesseHeiko
Collana IMF Working Papers
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Banks and Banking
Finance: General
Financial Risk Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Financial Markets and the Macroeconomy
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Interest Rates: Determination, Term Structure, and Effects
Finance
Economic & financial crises & disasters
Stock markets
Emerging and frontier financial markets
Securities markets
Yield curve
Financial markets
Financial services
Stock exchanges
Financial services industry
Capital market
Interest rates
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910788335203321
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Autore Frank Nathaniel
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Disciplina 332.152
Altri autori (Persone) HesseHeiko
Collana IMF Working Papers
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Banks and Banking
Finance: General
Financial Risk Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Financial Markets and the Macroeconomy
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Interest Rates: Determination, Term Structure, and Effects
Finance
Economic & financial crises & disasters
Stock markets
Emerging and frontier financial markets
Securities markets
Yield curve
Financial markets
Financial services
Stock exchanges
Financial services industry
Capital market
Interest rates
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910825975803321
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Autore Walker Todd
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (66 p.)
Altri autori (Persone) LeeperEric
YangSusan
Collana IMF Working Papers
Soggetto topico Taxation
Fiscal policy
Information theory in economics
Econometrics
Investments: Bonds
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
General Financial Markets: General (includes Measurement and Data)
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
National Government Expenditures and Related Policies: General
Personal Income and Other Nonbusiness Taxes and Subsidies
Tax Law
Investment & securities
Econometrics & economic statistics
Public finance & taxation
Welfare & benefit systems
Macroeconomics
Taxation & duties law
Municipal bonds
Vector autoregression
Expenditure
Labor taxes
Financial institutions
Econometric analysis
Taxes
Tax law
Tax policy
Bonds
Expenditures, Public
Income tax
Law and legislation
ISBN 1-4755-1691-6
1-4755-5824-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Analytical Example; A. The Econometrics of Foresight; Figures; 1. Responses of Capital to Tax Increase; B. Generalizations; III. Quantitative Importance of Foresight; A. Modeling Information Flows; B. Model Descriptions; C. Information Flows and Estimation Bias; Tables; 1. Information Flow Processes; IV. Solving the Problem; 2. Output Multipliers for a Labor Tax Change; A. An Organizing Principle; B. Lines of Attack; 1. The Narrative Approach; 2. Conditioning on Asset Prices; 3. Direct Estimation of DSGE Model; V. Concluding Remarks; Appendices
I. Simulations Details II. Testing Economic Theory; III. Municipal Bonds and Fiscal Foresight: Additional Results; IV. Assessing the Ex-Ante Approach; References
Record Nr. UNINA-9910779500403321
Walker Todd  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Autore Walker Todd
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (66 p.)
Disciplina 332.1
Altri autori (Persone) LeeperEric
YangSusan
Collana IMF Working Papers
Soggetto topico Taxation
Fiscal policy
Information theory in economics
Econometrics
Investments: Bonds
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
General Financial Markets: General (includes Measurement and Data)
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
National Government Expenditures and Related Policies: General
Personal Income and Other Nonbusiness Taxes and Subsidies
Tax Law
Investment & securities
Econometrics & economic statistics
Public finance & taxation
Welfare & benefit systems
Macroeconomics
Taxation & duties law
Municipal bonds
Vector autoregression
Expenditure
Labor taxes
Financial institutions
Econometric analysis
Taxes
Tax law
Tax policy
Bonds
Expenditures, Public
Income tax
Law and legislation
ISBN 1-4755-1691-6
1-4755-5824-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Analytical Example; A. The Econometrics of Foresight; Figures; 1. Responses of Capital to Tax Increase; B. Generalizations; III. Quantitative Importance of Foresight; A. Modeling Information Flows; B. Model Descriptions; C. Information Flows and Estimation Bias; Tables; 1. Information Flow Processes; IV. Solving the Problem; 2. Output Multipliers for a Labor Tax Change; A. An Organizing Principle; B. Lines of Attack; 1. The Narrative Approach; 2. Conditioning on Asset Prices; 3. Direct Estimation of DSGE Model; V. Concluding Remarks; Appendices
I. Simulations Details II. Testing Economic Theory; III. Municipal Bonds and Fiscal Foresight: Additional Results; IV. Assessing the Ex-Ante Approach; References
Record Nr. UNINA-9910809529203321
Walker Todd  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
Autore Cashin Paul
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (41 p.)
Altri autori (Persone) MohaddesKamiar
RaissiMehdi
Collana IMF Working Papers
Soggetto topico Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models
Business cycles - Middle East - Econometric models
Business cycles - Africa, North - Econometric models
Investments: Energy
Econometrics
Foreign Exchange
Macroeconomics
Industries: Energy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Business Fluctuations
Cycles
International Business Cycles
Economywide Country Studies: Asia including Middle East
Energy: Demand and Supply
Prices
Energy: General
Macroeconomics: Production
Investment & securities
Econometrics & economic statistics
Currency
Foreign exchange
Petroleum, oil & gas industries
Oil
Oil prices
Vector autoregression
Real effective exchange rates
Oil production
Commodities
Econometric analysis
Production
Petroleum industry and trade
ISBN 1-4755-3230-X
1-4755-9666-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP
2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers
7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988
Record Nr. UNINA-9910779643103321
Cashin Paul  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui