top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
Autore Swiston Andrew
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (37 p.)
Disciplina 354.2799273
Collana IMF Working Papers
IMF working paper
Soggetto topico Loans - United States - Econometric models
Credit - United States - Econometric models
Banks and Banking
Econometrics
Investments: Stocks
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Interest Rates: Determination, Term Structure, and Effects
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Monetary economics
Econometrics & economic statistics
Finance
Investment & securities
Credit
Vector autoregression
Bank credit
Short term interest rates
Stocks
Interest rates
ISBN 1-4623-4369-4
1-4527-2284-6
1-4518-7019-1
9786612841125
1-282-84112-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Literature Review; II. Building a Better Financial Conditions Index; A. Why VAR and IRF?; B. Whose Lending? Which Standards?; Figures; 1. Lending Standards and GDP Growth; Tables; 1. Lending Standards and Real Activity: Correlations; 2. Lending Standards and Financial Variables: Correlations; 2. Response of GDP to Lending Standards; C. Which Other Variables Enter the Mix?; 3. Response of GDP to Risk-Free Interest Rates; 4. Response of GDP to Default Risk and Volatility; 5. Response of GDP to Asset Prices; 6. Lending Standards and the High Yield Spread
III. Financial Conditions and GrowthA. What are the Guts of the FCI?; B. Which Financial Conditions Matter?; 7. Response of GDP to Financial Shocks; 8. Response of Financial Conditions to Lending Standards; C. What Role for Credit Aggregates?; 9. Credit Availability and the Impact of Monetary Policy on Growth; 10. Response of GDP to Credit Aggregates; D. What is the FCI's Contribution to Growth?; 3. Financial Conditions and Real Activity: Correlations and Variance Decompositions; 11. Financial Conditions Index; 12. Financial Shocks and Contributions to the FCI
E. Where Do Financial Conditions Hit Hardest?13. Individual Contributions to the FCI; 14. Response of Components of Demand to Financial Shocks; F. Can the FCI See Into the Future?; 15. Leading Financial Conditions Index; IV. Conclusions; References
Record Nr. UNINA-9910818878103321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng
A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng
Autore Cheng Kevin
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (29 p.)
Collana IMF Working Papers
Soggetto topico Electronic books. -- local
Monetary policy -- Kenya -- Econometric models
Money supply -- Kenya
Banks and Banking
Econometrics
Foreign Exchange
Money and Monetary Policy
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Finance
Monetary economics
Currency
Foreign exchange
Econometrics & economic statistics
Short term interest rates
Nominal effective exchange rate
Monetary transmission mechanism
Vector autoregression
Monetary base
Interest rates
Monetary policy
Money supply
ISBN 1-4623-3566-7
1-4527-7333-5
1-283-51207-6
1-4519-1013-4
9786613824523
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. THE POLICY PROBLEM""; ""IV. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788416003321
Cheng Kevin  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng
A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism : : How Does the Central Bank’s REPO Rate Affect the Economy? / / Kevin Cheng
Autore Cheng Kevin
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (29 p.)
Collana IMF Working Papers
Soggetto topico Electronic books. -- local
Monetary policy -- Kenya -- Econometric models
Money supply -- Kenya
Banks and Banking
Econometrics
Foreign Exchange
Money and Monetary Policy
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Finance
Monetary economics
Currency
Foreign exchange
Econometrics & economic statistics
Short term interest rates
Nominal effective exchange rate
Monetary transmission mechanism
Vector autoregression
Monetary base
Interest rates
Monetary policy
Money supply
ISBN 1-4623-3566-7
1-4527-7333-5
1-283-51207-6
1-4519-1013-4
9786613824523
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. THE POLICY PROBLEM""; ""IV. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910826092203321
Cheng Kevin  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui