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International capital flows and debt dynamics [[electronic resource] /] / prepared by Martin D. D. Evans
| International capital flows and debt dynamics [[electronic resource] /] / prepared by Martin D. D. Evans |
| Autore | Evans Martin D. D |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (60 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Capital movements
Debt |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-2480-3
1-4755-6613-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1 Introduction; 2 International Assets, Liabilities, Returns and Trade Flows; 2.1 The Balance of Payments and Consolidated Budget Constraint; 2.2 Trade Flows, Asset Pricing and Portfolio Choice; List of Figures; 1 Alternative Measures of the U.S. External Position; 3 A Model of Capital Flow Dynamics; 3.1 Approximating the Consolidated Budget Constraint; 3.2 Net Positions and Capital Flows; 3.3 Gross Positions and Capital Flows; 3.4 Equilibrium Positions and Capital Flows; 4 Data and Estimation; 4.1 Data; 4.2 Adjusting Trade Flows
2 Trends In U.S. Foreign Assets, Liabilities and Real Trade Flows 4.3 Sample Statistics; 3 Approximation Accuracy; List of Tables; 1 Summary Statistics; 2 Returns and Portfolio Shares; 4.4 Estimation; 4 Changes in the Composition of Asset and Liability Portfolios; 3 Granger Causality Tests; 5 Results; 5.1 Net Position Dynamics; 5 Historical Behavior of the U.S. Net External Position and its Components; 4 Variance Decompositions of xp[sub(t)]; 5.2 Gross Position Dynamics; 6 Historical Behavior of U.S. Gross Foreign Asset and Liability Positions and their Components 5 Variance Decompositions for δ[sup(FA)][sub(t)] and δ[sup(PL)][sub(t)] 5.3 Net Capital Flows; 7 Variance Contributions of Trade and Returns to U.S. Net Capital Flows; 8 Variance Contributions of Net Capital Flows; 5.4 Gross Capital Flows; 9 Historical Behavior of U.S. Gross Foreign Asset and Liability Positions and their Components; 10 Variance Contributions to Gross Capital Flows; 11 Variance Contributions of Gross Capital Flows; 6 U.S. Returns and The Exorbitant Privilege; 6.1 Portfolio Composition; 6 Portfolio Returns and Their Components 12 Composition Effects and the size of the Valuation Channel 6.2 The Role of the Dollar; 7 Returns and the Dollar Depreciation Rates; 13 The U.S. Net External Position and the Role of the Dollar; 7 Conclusion |
| Record Nr. | UNINA-9910462255803321 |
Evans Martin D. D
|
||
| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International capital flows and debt dynamics / / prepared by Martin D. D. Evans
| International capital flows and debt dynamics / / prepared by Martin D. D. Evans |
| Autore | Evans Martin D. D |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (60 p.) |
| Disciplina | 332.042 |
| Collana | IMF working paper |
| Soggetto topico |
Capital movements
Debt |
| ISBN |
1-4755-2480-3
1-4755-6613-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1 Introduction; 2 International Assets, Liabilities, Returns and Trade Flows; 2.1 The Balance of Payments and Consolidated Budget Constraint; 2.2 Trade Flows, Asset Pricing and Portfolio Choice; List of Figures; 1 Alternative Measures of the U.S. External Position; 3 A Model of Capital Flow Dynamics; 3.1 Approximating the Consolidated Budget Constraint; 3.2 Net Positions and Capital Flows; 3.3 Gross Positions and Capital Flows; 3.4 Equilibrium Positions and Capital Flows; 4 Data and Estimation; 4.1 Data; 4.2 Adjusting Trade Flows
2 Trends In U.S. Foreign Assets, Liabilities and Real Trade Flows 4.3 Sample Statistics; 3 Approximation Accuracy; List of Tables; 1 Summary Statistics; 2 Returns and Portfolio Shares; 4.4 Estimation; 4 Changes in the Composition of Asset and Liability Portfolios; 3 Granger Causality Tests; 5 Results; 5.1 Net Position Dynamics; 5 Historical Behavior of the U.S. Net External Position and its Components; 4 Variance Decompositions of xp[sub(t)]; 5.2 Gross Position Dynamics; 6 Historical Behavior of U.S. Gross Foreign Asset and Liability Positions and their Components 5 Variance Decompositions for δ[sup(FA)][sub(t)] and δ[sup(PL)][sub(t)] 5.3 Net Capital Flows; 7 Variance Contributions of Trade and Returns to U.S. Net Capital Flows; 8 Variance Contributions of Net Capital Flows; 5.4 Gross Capital Flows; 9 Historical Behavior of U.S. Gross Foreign Asset and Liability Positions and their Components; 10 Variance Contributions to Gross Capital Flows; 11 Variance Contributions of Gross Capital Flows; 6 U.S. Returns and The Exorbitant Privilege; 6.1 Portfolio Composition; 6 Portfolio Returns and Their Components 12 Composition Effects and the size of the Valuation Channel 6.2 The Role of the Dollar; 7 Returns and the Dollar Depreciation Rates; 13 The U.S. Net External Position and the Role of the Dollar; 7 Conclusion |
| Record Nr. | UNINA-9910825412303321 |
|
Evans Martin D. D
|
||
| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||