Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh |
Autore | Tsangarides Charalambos |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (351 p.) |
Disciplina | 332.4/56 |
Altri autori (Persone) |
CottarelliCarlo
Milesi-FerrettiGian GhoshAtish |
Soggetto topico |
Foreign exchange rates
Econometrics Exports and Imports Foreign Exchange Macroeconomics Money and Monetary Policy Investments: Commodities Trade: General Empirical Studies of Trade Commodity Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Inflation Deflation Currency Foreign exchange International economics Monetary economics Econometrics & economic statistics Investment & securities Real exchange rates Exchange rate arrangements Exchange rates Real effective exchange rates Exports International trade Trade balance Prices Balance of trade Money Economic assistance |
ISBN |
1-4552-4688-3
1-4527-7255-X 1-283-53570-X 9786613848154 1-4519-6203-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction; I: Determination and Impact of the Real Exchange Rate; 1. Commodity Currencies and the Real Exchange Rate; Theoretical Framework; Data; Tables; 1.1 Principal Commodity Exports and Percentage Share of Primary Commodities in Total Exports, 1991-99; Empirical Analysis of Comovement; Figures; 1.1 Real Exchange Rate and Real Commodity Price, Selected Commodity-Exporting Countries, 1980-2002; 1.2 Cointegration and Stability Tests, Real Exchange Rate and Real Commodity Prices, 1980-2002
1.3 Real Exchange Rate and Real Commodity Prices: Exogeneity and Causality, 1980-2002Conclusions; Appendix 1.1 Details of the Theoretical Framework; Appendix 1.2 Description of the Data; Appendix 1.3 Construction of the Country-Specific Nominal Price Indices of Commodity Exports; Appendix 1.4 Cointegration Tests: Real Exchange Rate and Real Commodity Prices, Commodity-Exporting Countries, 1980-2002; References; 2. Exchange Rates and Trade Balance Adjustment in Emerging Market Economies; The Analytics of Trade Balance Adjustment; Country Classification and Estimation Strategy 2.1 Price Deflators, 1980-2005Empirical Results; 2.1 Export Volumes: Coefficient Estimates and Implied Elasticities; 2.2 Pricing Equation for Manufacturing Exporters: Coefficient Estimates and Implied Elasticities; 2.3 Inflation Rate: Coefficient Estimates and Implied Elasticities; 2.4 Volume of Imports and Absorption: Coefficient Estimates and Implied Elasticities; 2.5 Effects of Devaluations on Export-Import Values and on the Trade Balance for Different Classes of Exporters; Conclusions; 2.2 Profiles for Exports, Imports, and Trade Balances; 2.3 Effect of a Depreciation on the Trade Balance Appendix 2.1 Overview of the Empirical Literature on Trade Volume Price Elasticities and Pricing to Market2.A.1 Estimates of Price Elasticities in Selected Papers; Appendix 2.2 Marshall-Lerner Redux; Appendix 2.3 Data Description and Sample; Appendix 2.4 Robustness Tests; 2.A.2 Country Sample; 2.A.3 Export Volumes (Long-Run Elasticities) in Different Samples; 2.A.4 Inflation Equation: Effect of a Change in Exchange Rates; 2.A.5 Impact on the Trade Balance of a 10 Percent Depreciation; 2.A.6 Pricing Equation for Manufacturing Exporters for Different Samples; Appendix 2.5 Estimation Procedures 2.A.7 Pricing Equation for Imports2.A.8 Trade Elasticities and Estimation Methodologies; References; 2.A.9 Long-Run Effects of Devaluations on Export-Import Values and on the Trade Balance (in Foreign Currency) for Different Classes of Exporters; 3. Aid Volatility and Macroeconomic Policies; Empirical Evidence; 3.1 The Sample; 3.2 Summary Statistics; 3.3 Bivariate Correlations Among Main Variables; 3.4 Foreign Aid and Trade Balance Volatility; Conclusions; References; 4. Exchange Rate Pass-Through in the Euro Area; Empirical Estimates; 4.1 Effects of Exchange Rate Shock on Euro Area Prices 4.1 Euro Area Pass-Through Elasticities |
Record Nr. | UNINA-9910779271303321 |
Tsangarides Charalambos
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Exchange rate analysis in support of IMF surveillance [[electronic resource] ] : a collection of empirical studies / / Carlo Cottarelli ... [et al.], editors |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2008 |
Descrizione fisica | 1 online resource (351 p.) |
Disciplina | 332.4/56 |
Altri autori (Persone) | CottarelliCarlo |
Soggetto topico | Foreign exchange rates |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4552-4688-3
1-4527-7255-X 1-283-53570-X 9786613848154 1-4519-6203-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction; I: Determination and Impact of the Real Exchange Rate; 1. Commodity Currencies and the Real Exchange Rate; Theoretical Framework; Data; Tables; 1.1 Principal Commodity Exports and Percentage Share of Primary Commodities in Total Exports, 1991-99; Empirical Analysis of Comovement; Figures; 1.1 Real Exchange Rate and Real Commodity Price, Selected Commodity-Exporting Countries, 1980-2002; 1.2 Cointegration and Stability Tests, Real Exchange Rate and Real Commodity Prices, 1980-2002
1.3 Real Exchange Rate and Real Commodity Prices: Exogeneity and Causality, 1980-2002Conclusions; Appendix 1.1 Details of the Theoretical Framework; Appendix 1.2 Description of the Data; Appendix 1.3 Construction of the Country-Specific Nominal Price Indices of Commodity Exports; Appendix 1.4 Cointegration Tests: Real Exchange Rate and Real Commodity Prices, Commodity-Exporting Countries, 1980-2002; References; 2. Exchange Rates and Trade Balance Adjustment in Emerging Market Economies; The Analytics of Trade Balance Adjustment; Country Classification and Estimation Strategy 2.1 Price Deflators, 1980-2005Empirical Results; 2.1 Export Volumes: Coefficient Estimates and Implied Elasticities; 2.2 Pricing Equation for Manufacturing Exporters: Coefficient Estimates and Implied Elasticities; 2.3 Inflation Rate: Coefficient Estimates and Implied Elasticities; 2.4 Volume of Imports and Absorption: Coefficient Estimates and Implied Elasticities; 2.5 Effects of Devaluations on Export-Import Values and on the Trade Balance for Different Classes of Exporters; Conclusions; 2.2 Profiles for Exports, Imports, and Trade Balances; 2.3 Effect of a Depreciation on the Trade Balance Appendix 2.1 Overview of the Empirical Literature on Trade Volume Price Elasticities and Pricing to Market2.A.1 Estimates of Price Elasticities in Selected Papers; Appendix 2.2 Marshall-Lerner Redux; Appendix 2.3 Data Description and Sample; Appendix 2.4 Robustness Tests; 2.A.2 Country Sample; 2.A.3 Export Volumes (Long-Run Elasticities) in Different Samples; 2.A.4 Inflation Equation: Effect of a Change in Exchange Rates; 2.A.5 Impact on the Trade Balance of a 10 Percent Depreciation; 2.A.6 Pricing Equation for Manufacturing Exporters for Different Samples; Appendix 2.5 Estimation Procedures 2.A.7 Pricing Equation for Imports2.A.8 Trade Elasticities and Estimation Methodologies; References; 2.A.9 Long-Run Effects of Devaluations on Export-Import Values and on the Trade Balance (in Foreign Currency) for Different Classes of Exporters; 3. Aid Volatility and Macroeconomic Policies; Empirical Evidence; 3.1 The Sample; 3.2 Summary Statistics; 3.3 Bivariate Correlations Among Main Variables; 3.4 Foreign Aid and Trade Balance Volatility; Conclusions; References; 4. Exchange Rate Pass-Through in the Euro Area; Empirical Estimates; 4.1 Effects of Exchange Rate Shock on Euro Area Prices 4.1 Euro Area Pass-Through Elasticities |
Record Nr. | UNINA-9910451844803321 |
Washington, D.C., : International Monetary Fund, c2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Post-crisis fiscal policy / / edited by Carlo Cottarelli, Philip Gerson, and Abdelhak Senhadji |
Pubbl/distr/stampa | Cambridge, Massachusetts : , : The MIT Press, , [2014] |
Descrizione fisica | 1 online resource (vii, 562 pages) : illustrations |
Disciplina | 339.5/2 |
Soggetto topico |
Fiscal policy
Financial crises Global Financial Crisis, 2008-2009 |
Soggetto non controllato |
ECONOMICS/Macroeconomics
ECONOMICS/Finance |
ISBN | 0-262-32411-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Fiscal sustainability and fiscal risk : an analytical framework / Carlo Cottarelli -- Debt dynamics and fiscal sustainability / Carlo Cottarelli and Julio Escolano -- The determinants of the interest-rate-growth differential / Julio Escolano -- Determinants of the primary fiscal balance : evidence from a panel of countries / Li Zeng -- The relationship between debt levels and growth / Manmohan S. Kumar and Jaejoon Woo -- Fiscal trends and fiscal stress prior to the crisis / Jiri Jonas and Iva Petrova -- Current debt crisis in historical perspective / S. Ali Abbas [and others] -- The other crisis : sovereign distress in the Euro area / S. Ali Abbas [and others] -- Has taxation contributed to the crisis? / John Norregaard [and others] -- Fiscal policy response in advanced and emerging market economies / Elif Arbatli [and others] -- Fiscal policy response during the crisis in low-income African economies / Martine Guerguil, Marcos Poplawski-Ribeiro, and Anna Shabunina -- Size of fiscal multipliers / Aiko Mineshima, Marcos Poplawski-Ribeiro, and Anke Weber -- Coordination of fiscal and monetary policies / Mika Kortelainen, Douglas Laxton, and Jack Selody -- Financial sector support : why did costs differ so much? / Ceyla Pazarbasioglu, Uffe Mikkelsen, and Suchitra Kumarapathy -- Impact of the crisis and policy response at the sub-national level / Borja Gracia, Jimmy McHugh, and Tigran Poghosyan -- Fiscal outlook in advanced and emerging markets / Laura Jaramillo and Pablo Lopez-Murphy -- Escaping high debt : the narrow path ahead / Lorenzo Forni and Marialuz Moreno Badia -- Institutional reforms and fiscal adjustment / Xavier Debrun and Andrea Schaechter -- Long-term fiscal challenges / Baoping Shang and Mauricio Soto -- Fiscal adjustment, growth, and global imbalances / Mika Kortelainen, Douglas Laxton, and Jack Selody -- Policy lessons from the crisis and the way forward / Carlo Cottarelli, Philip Gerson, and Abdelhak Senhadji. |
Record Nr. | UNINA-9910557774703321 |
Cambridge, Massachusetts : , : The MIT Press, , [2014] | ||
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Lo trovi qui: Univ. Federico II | ||
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Walking Hand in Hand : : Fiscal Policy and Growth in Advanced Economies / / Laura Jaramillo, Carlo Cottarelli |
Autore | Jaramillo Laura |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (30 p.) |
Altri autori (Persone) | CottarelliCarlo |
Collana | IMF Working Papers |
Soggetto topico |
Economic development - Developed countries
Fiscal policy - Developed countries Debts, Public - Developed countries Macroeconomics Public Finance Interest Rates: Determination, Term Structure, and Effects Fiscal Policy Fiscal Policies and Behavior of Economic Agents: General Economic Growth and Aggregate Productivity: General Debt Debt Management Sovereign Debt Public finance & taxation Fiscal consolidation Fiscal policy Public debt Fiscal stance Fiscal multipliers Debts, Public |
ISBN |
1-4755-8971-9
1-4755-3723-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Short-run interactions between growth and fiscal policy; Figures; 1. Historical Public Debt; 2. Impact on the Deficit to GDP of a 1 Percent of GDP Discretionary Fiscal Tightening in the First Year Relative to Baseline; 3. Impact of the Debt Ratio of a 1 Percent of GDP Discretionary Fiscal Tightening in the First Year; 4. GDP Growth and CDS Spreads; III. Long-term interactions between growth and fiscal policy; Table; 1. Determinants of CDS Spreads in Advanced Economies, Cross Section Analysis 2011
5. Fiscal Adjustment and CDS Spreads with Alternative Fiscal Multipliers 6. Effect on Growth of Higher Debt to GDP Ratio; 7. Potential Revenue Increases in Advanced G7 Countries; 8. Public Sector Wages in Selected G7 Countries; 9. Pension Spending Increase, 2010-30; IV. Policy Conclusions; 10. Long-term Average of Primary Balance and Real GDP Growth; 11. Effect of Growth on Debt Stabilizing Primary Surplus; Introduction; Background; Appendix; Short-run Determinants of CDS Spreads in Advanced Economies; Empirical Model Estimation; Estimation Results; Conclusions; References |
Record Nr. | UNINA-9910779202003321 |
Jaramillo Laura
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Walking hand in hand [[electronic resource] ] : fiscal policy and growth in advanced economies / / prepared by Carlo Cottarelli and Laura Jaramillo |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2012 |
Descrizione fisica | 1 online resource (30 p.) |
Altri autori (Persone) |
CottarelliCarlo
JaramilloLaura |
Collana | IMF working paper |
Soggetto topico |
Economic development - Developed countries
Fiscal policy - Developed countries Debts, Public - Developed countries |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4755-8971-9
1-4755-3723-9 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Short-run interactions between growth and fiscal policy; Figures; 1. Historical Public Debt; 2. Impact on the Deficit to GDP of a 1 Percent of GDP Discretionary Fiscal Tightening in the First Year Relative to Baseline; 3. Impact of the Debt Ratio of a 1 Percent of GDP Discretionary Fiscal Tightening in the First Year; 4. GDP Growth and CDS Spreads; III. Long-term interactions between growth and fiscal policy; Table; 1. Determinants of CDS Spreads in Advanced Economies, Cross Section Analysis 2011
5. Fiscal Adjustment and CDS Spreads with Alternative Fiscal Multipliers 6. Effect on Growth of Higher Debt to GDP Ratio; 7. Potential Revenue Increases in Advanced G7 Countries; 8. Public Sector Wages in Selected G7 Countries; 9. Pension Spending Increase, 2010-30; IV. Policy Conclusions; 10. Long-term Average of Primary Balance and Real GDP Growth; 11. Effect of Growth on Debt Stabilizing Primary Surplus; Introduction; Background; Appendix; Short-run Determinants of CDS Spreads in Advanced Economies; Empirical Model Estimation; Estimation Results; Conclusions; References |
Record Nr. | UNINA-9910453003503321 |
[Washington, D.C.], : International Monetary Fund, 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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