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Financial regulation and the current account [[electronic resource] /] / prepared by Sergi Lanau, Tomasz Wieladek
| Financial regulation and the current account [[electronic resource] /] / prepared by Sergi Lanau, Tomasz Wieladek |
| Autore | Lanau Sergi |
| Pubbl/distr/stampa | [Washington, D.C], : International Monetary Fund, Strategy, Policy and Review Department, [2012] |
| Descrizione fisica | 1 online resource (53 p.) |
| Altri autori (Persone) | WieladekTomasz |
| Collana | IMF working paper |
| Soggetto topico |
Balance of payments - Mathematical models
Fiscal policy - Mathematical models Finance, Public - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-4443-X
1-4755-7854-7 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Theory; A. How does financial regulation affect the response of the current account to output shocks?; III. Empirical methodology and data; A. General methodology; B. Identification of net output shocks; Tables; 1. Sign restrictions; C. Estimation and inference; D. Data; IV. Empirical results; 2. Country sample; A. Robustness; V. Conclusion; References; Appendix; A. Appendix; A.1. Deriving the linearized budget constraint; A.2. Derivation of the current account reaction function with external habits and a constant world real interest rate
A.3. Derivation of the current account reaction function with internal habits and a constant world real interest rate A.4. Derivation of the current account reaction function under a stochastic time-varying world real interest rate and no habitual consumption; Figures; 1. Size of current account imbalances; 2. Financial deregulation index; 3. Current account persistence; 4. Impulse response functions to log level net output shock - financial regulation; 5. Impulse response functions to log difference net output shock - financial regulation 6. Impulse response functions to log level net output shock - capital account openness 7. Impulse response functions to log difference net output shock - capital account openness; 8. Impulse response functions to log level output shock - financial regulation controlling for fx regime; 9. Impulse response functions to log difference output shock - financial regulation controlling for fx regime; 10. Impulse response functions to log level output shock - capital account openness controlling for fx regime 11. Impulse response functions to log difference output shock - capital account openness controlling for fx regime 12. Histogram of the square root of λ |
| Record Nr. | UNINA-9910453145703321 |
Lanau Sergi
|
||
| [Washington, D.C], : International Monetary Fund, Strategy, Policy and Review Department, [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial regulation and the current account / / prepared by Sergi Lanau, Tomasz Wieladek
| Financial regulation and the current account / / prepared by Sergi Lanau, Tomasz Wieladek |
| Autore | Lanau Sergi |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, D.C], : International Monetary Fund, Strategy, Policy and Review Department, [2012] |
| Descrizione fisica | 1 online resource (53 p.) |
| Disciplina | 332.450724 |
| Altri autori (Persone) | WieladekTomasz |
| Collana | IMF working paper |
| Soggetto topico |
Balance of payments - Mathematical models
Fiscal policy - Mathematical models Finance, Public - Econometric models |
| ISBN |
1-4755-4443-X
1-4755-7854-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Theory; A. How does financial regulation affect the response of the current account to output shocks?; III. Empirical methodology and data; A. General methodology; B. Identification of net output shocks; Tables; 1. Sign restrictions; C. Estimation and inference; D. Data; IV. Empirical results; 2. Country sample; A. Robustness; V. Conclusion; References; Appendix; A. Appendix; A.1. Deriving the linearized budget constraint; A.2. Derivation of the current account reaction function with external habits and a constant world real interest rate
A.3. Derivation of the current account reaction function with internal habits and a constant world real interest rate A.4. Derivation of the current account reaction function under a stochastic time-varying world real interest rate and no habitual consumption; Figures; 1. Size of current account imbalances; 2. Financial deregulation index; 3. Current account persistence; 4. Impulse response functions to log level net output shock - financial regulation; 5. Impulse response functions to log difference net output shock - financial regulation 6. Impulse response functions to log level net output shock - capital account openness 7. Impulse response functions to log difference net output shock - capital account openness; 8. Impulse response functions to log level output shock - financial regulation controlling for fx regime; 9. Impulse response functions to log difference output shock - financial regulation controlling for fx regime; 10. Impulse response functions to log level output shock - capital account openness controlling for fx regime 11. Impulse response functions to log difference output shock - capital account openness controlling for fx regime 12. Histogram of the square root of λ |
| Record Nr. | UNINA-9910813303303321 |
|
Lanau Sergi
|
||
| [Washington, D.C], : International Monetary Fund, Strategy, Policy and Review Department, [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||