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Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
Autore Gyntelberg Jacob
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Altri autori (Persone) TientipSubhanij
LoretanMico
Collana IMF Working Papers
IMF working paper
Soggetto topico Foreign exchange rates
Foreign exchange
Finance: General
Foreign Exchange
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Central Banks and Their Policies
International Finance Forecasting and Simulation
Information and Market Efficiency
Event Studies
General Financial Markets: General (includes Measurement and Data)
International Financial Markets
Finance
Currency
Stock markets
Securities markets
Currency markets
Exchange rates
Financial markets
Stock exchanges
Capital market
Foreign exchange market
ISBN 1-4755-1956-7
1-4755-4777-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. The Markets and the Data; A. Sample Period and Foreign Investor Definition; B. The Onshore FX Market; C. The Equity Market; D. The Bond Market; III. Private Information and FX Markets; Tables; 1. Autocorrelations in foreign investors' net daily order flow; IV. Empirical Results; 2. Variable mnemonics and descriptions; A. FX Order Flow Induced by Stock and Bond Market Transactions; 3. Influence of stock and bond market variables on FX flows; B. Order Flow Regression; 4. FX order flow regression
C. Longer-Run Impact of Portions of FX Order Flow on the Exchange Rate Figure; 1. Short and longer-term THB/USD exchange rate responses to FX order flow shocks; D. Possible Alternative Explanations; 1. Hedging Activity; 5. Determinants of FX swap order flow; 2. Carry Trade Activity; V. Concluding Remarks; References
Record Nr. UNINA-9910786474503321
Gyntelberg Jacob  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
Autore Gyntelberg Jacob
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Disciplina 332.1;332.152
Altri autori (Persone) TientipSubhanij
LoretanMico
Collana IMF Working Papers
IMF working paper
Soggetto topico Foreign exchange rates
Foreign exchange
Finance: General
Foreign Exchange
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Central Banks and Their Policies
International Finance Forecasting and Simulation
Information and Market Efficiency
Event Studies
General Financial Markets: General (includes Measurement and Data)
International Financial Markets
Finance
Currency
Stock markets
Securities markets
Currency markets
Exchange rates
Financial markets
Stock exchanges
Capital market
Foreign exchange market
ISBN 1-4755-1956-7
1-4755-4777-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. The Markets and the Data; A. Sample Period and Foreign Investor Definition; B. The Onshore FX Market; C. The Equity Market; D. The Bond Market; III. Private Information and FX Markets; Tables; 1. Autocorrelations in foreign investors' net daily order flow; IV. Empirical Results; 2. Variable mnemonics and descriptions; A. FX Order Flow Induced by Stock and Bond Market Transactions; 3. Influence of stock and bond market variables on FX flows; B. Order Flow Regression; 4. FX order flow regression
C. Longer-Run Impact of Portions of FX Order Flow on the Exchange Rate Figure; 1. Short and longer-term THB/USD exchange rate responses to FX order flow shocks; D. Possible Alternative Explanations; 1. Hedging Activity; 5. Determinants of FX swap order flow; 2. Carry Trade Activity; V. Concluding Remarks; References
Record Nr. UNINA-9910826179103321
Gyntelberg Jacob  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Autore Hasanov Fuad
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Altri autori (Persone) CherifReda
Collana IMF Working Papers
Soggetto topico Debts, Public
Inflation (Finance)
Econometrics
Exports and Imports
Inflation
Macroeconomics
Public Finance
National Budget, Deficit, and Debt: General
Price Level
Deflation
Fiscal Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Debt
Debt Management
Sovereign Debt
International Lending and Debt Problems
Public finance & taxation
International economics
Econometrics & economic statistics
Public debt
Debt sustainability analysis
Vector autoregression
Fiscal stance
Prices
External debt
Econometric analysis
Fiscal policy
Debts, External
ISBN 1-4755-9375-9
1-4755-6554-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Related Literature; III. Empirical Model, Estimation, and Data; A. Empirical Model; B. Estimation and Impulse Responses; C. Data and Descriptive Statistics; IV. Public Debt Dynamics and Impulse Responses; A. Debt Impulse Responses to an Austerity Shock; B. Debt Impulse Responses to Inflation and Growth Shocks; V. Concluding Remarks; References; Tables; 1. Descriptive Statistics; Figures; 1. Evolution of Public Debt (Percent of GDP, 1947:II-2011:III); 2. Debt Impulse Response: The Effect of a One Standard Deviation Primary Surplus Shock
3. Decomposition of the Debt Impulse Response under the Narrative Identification4. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Average Initial Conditions (Normal Times); 5. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Initial Conditions of 2011; 6. A Recent History and Forecast of the Debt Ratio Based on the Past Dynamics (2011:IV-); 7. Debt Impulse Responses to Macro Shocks and Decomposition: Blanchard-Perotti Identification; A1. A Comparison of VAR Models: Debt Impulse Responses (GIR Identification); Appendix A
A2. A Comparison of VAR Models: Debt Forecast, Starting 2011:IVA3. A Comparison of VAR Models: Debt Forecast, Starting 2009:III; Appendix B
Record Nr. UNINA-9910786480303321
Hasanov Fuad  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Autore Hasanov Fuad
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Disciplina 336.34
Altri autori (Persone) CherifReda
Collana IMF Working Papers
Soggetto topico Debts, Public
Inflation (Finance)
Econometrics
Exports and Imports
Inflation
Macroeconomics
Public Finance
National Budget, Deficit, and Debt: General
Price Level
Deflation
Fiscal Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Debt
Debt Management
Sovereign Debt
International Lending and Debt Problems
Public finance & taxation
International economics
Econometrics & economic statistics
Public debt
Debt sustainability analysis
Vector autoregression
Fiscal stance
Prices
External debt
Econometric analysis
Fiscal policy
Debts, External
ISBN 1-4755-9375-9
1-4755-6554-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Related Literature; III. Empirical Model, Estimation, and Data; A. Empirical Model; B. Estimation and Impulse Responses; C. Data and Descriptive Statistics; IV. Public Debt Dynamics and Impulse Responses; A. Debt Impulse Responses to an Austerity Shock; B. Debt Impulse Responses to Inflation and Growth Shocks; V. Concluding Remarks; References; Tables; 1. Descriptive Statistics; Figures; 1. Evolution of Public Debt (Percent of GDP, 1947:II-2011:III); 2. Debt Impulse Response: The Effect of a One Standard Deviation Primary Surplus Shock
3. Decomposition of the Debt Impulse Response under the Narrative Identification4. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Average Initial Conditions (Normal Times); 5. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Initial Conditions of 2011; 6. A Recent History and Forecast of the Debt Ratio Based on the Past Dynamics (2011:IV-); 7. Debt Impulse Responses to Macro Shocks and Decomposition: Blanchard-Perotti Identification; A1. A Comparison of VAR Models: Debt Impulse Responses (GIR Identification); Appendix A
A2. A Comparison of VAR Models: Debt Forecast, Starting 2011:IVA3. A Comparison of VAR Models: Debt Forecast, Starting 2009:III; Appendix B
Record Nr. UNINA-9910820495703321
Hasanov Fuad  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Autore Sgherri Silvia
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (34 p.)
Altri autori (Persone) GalesiAlessandro
Collana IMF Working Papers
Soggetto topico Capital movements - Econometric models
Econometrics
Banks and Banking
Investments: Stocks
Money and Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Econometrics & economic statistics
Investment & securities
Finance
Monetary economics
Banking
Vector autoregression
Stocks
Interbank rates
Credit
Econometric analysis
Financial institutions
Financial services
Money
Foreign banks
Interest rates
Banks and banking
Banks and banking, Foreign
ISBN 1-4623-7293-7
1-4527-9952-0
9786612842450
1-282-84245-5
1-4518-7170-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe
Record Nr. UNINA-9910788347703321
Sgherri Silvia  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Autore Sgherri Silvia
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (34 p.)
Disciplina 332.6322
Altri autori (Persone) GalesiAlessandro
Collana IMF Working Papers
Soggetto topico Capital movements - Econometric models
Econometrics
Banks and Banking
Investments: Stocks
Money and Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Econometrics & economic statistics
Investment & securities
Finance
Monetary economics
Banking
Vector autoregression
Stocks
Interbank rates
Credit
Econometric analysis
Financial institutions
Financial services
Money
Foreign banks
Interest rates
Banks and banking
Banks and banking, Foreign
ISBN 1-4623-7293-7
1-4527-9952-0
9786612842450
1-282-84245-5
1-4518-7170-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe
Record Nr. UNINA-9910816923503321
Sgherri Silvia  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Autore Liu Kexue
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) SalvatiJean
AvesaniRenzo
MiresteanAlin
Collana IMF Working Papers
Soggetto topico Credit - Management - Mathematical models
Financial services industry - State supervision
Banks and Banking
Econometrics
Money and Monetary Policy
Portfolio Choice
Investment Decisions
Financial Institutions and Services: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Mathematical Methods and Programming: General
Computational Techniques
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Monetary economics
Econometrics & economic statistics
Financial services law & regulation
Credit
Vector autoregression
Credit risk
Financial risk management
ISBN 1-4623-6191-9
1-4527-6528-6
1-283-51160-6
1-4519-0915-2
9786613824059
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References""
Record Nr. UNINA-9910788414803321
Liu Kexue  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Autore Liu Kexue
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) SalvatiJean
AvesaniRenzo
MiresteanAlin
Collana IMF Working Papers
Soggetto topico Credit - Management - Mathematical models
Financial services industry - State supervision
Banks and Banking
Econometrics
Money and Monetary Policy
Portfolio Choice
Investment Decisions
Financial Institutions and Services: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Mathematical Methods and Programming: General
Computational Techniques
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Monetary economics
Econometrics & economic statistics
Financial services law & regulation
Credit
Vector autoregression
Credit risk
Financial risk management
ISBN 1-4623-6191-9
1-4527-6528-6
1-283-51160-6
1-4519-0915-2
9786613824059
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References""
Record Nr. UNINA-9910821249203321
Liu Kexue  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
Autore Eskesen Leif
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (18 p.)
Collana IMF Working Papers
Soggetto topico Fiscal policy - Singapore
Economic policy
Econometrics
Macroeconomics
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
National Government Expenditures and Related Policies: General
Taxation, Subsidies, and Revenue: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Public finance & taxation
Econometrics & economic statistics
Fiscal policy
Expenditure
Fiscal stimulus
Revenue administration
Structural vector autoregression
Econometric analysis
Expenditures, Public
Revenue
ISBN 1-4623-0836-8
1-4527-9548-7
9786612842306
1-282-84230-7
1-4518-7155-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Cross-Country Evidence on the Counter-cyclical Role of Fiscal Policy; Figures; 1. Fiscal Multipliers from SVAR and Macroeconometric Models- Cross-Country Evidence; III. The Counter-cyclical Role of Fiscal Policy in Singapore; A. Empirical Approach; B. Empirical Results; 2. Fiscal Multipliers-SVAR Results; 3. Fiscal Multipliers-SVAR Results; IV. The Role for Fiscal Policy in the Current Downturn; V. Concluding Remarks; References
Record Nr. UNINA-9910788348103321
Eskesen Leif  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
Autore Eskesen Leif
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (18 p.)
Disciplina 339.015195
Collana IMF Working Papers
Soggetto topico Fiscal policy - Singapore
Economic policy
Econometrics
Macroeconomics
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
National Government Expenditures and Related Policies: General
Taxation, Subsidies, and Revenue: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Public finance & taxation
Econometrics & economic statistics
Fiscal policy
Expenditure
Fiscal stimulus
Revenue administration
Structural vector autoregression
Econometric analysis
Expenditures, Public
Revenue
ISBN 1-4623-0836-8
1-4527-9548-7
9786612842306
1-282-84230-7
1-4518-7155-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Cross-Country Evidence on the Counter-cyclical Role of Fiscal Policy; Figures; 1. Fiscal Multipliers from SVAR and Macroeconometric Models- Cross-Country Evidence; III. The Counter-cyclical Role of Fiscal Policy in Singapore; A. Empirical Approach; B. Empirical Results; 2. Fiscal Multipliers-SVAR Results; 3. Fiscal Multipliers-SVAR Results; IV. The Role for Fiscal Policy in the Current Downturn; V. Concluding Remarks; References
Record Nr. UNINA-9910812137903321
Eskesen Leif  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui