An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza |
Autore | Terrones Marco |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
Disciplina | 332.7 |
Altri autori (Persone) | MendozaEnrique |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models Exports and Imports Financial Risk Management Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements Financial Crises Monetary economics International economics Economic & financial crises & disasters Credit booms Credit Sudden stops Financial crises Capital inflows Capital movements |
ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788231203321 |
Terrones Marco
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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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Macro-prudential Policy in a Fisherian Model of Financial Innovation / / Javier Bianchi, Emine Boz, Enrique Mendoza |
Autore | Bianchi Javier |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (55 p.) |
Altri autori (Persone) |
BozEmine
MendozaEnrique |
Collana | IMF Working Papers |
Soggetto topico |
Financial institutions - Management - Econometric models
Equilibrium (Economics) - Econometric models Macroeconomics Money and Monetary Policy Real Estate Taxation Industries: Financial Services Externalities Asymmetric and Private Information Business Fluctuations Cycles Financial Markets and the Macroeconomy Current Account Adjustment Short-term Capital Movements Open Economy Macroeconomics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Tax Evasion and Avoidance Monetary economics Finance Property & real estate Public finance & taxation Credit Collateral Asset prices Land prices Tax arrears management Money Financial institutions Prices Revenue administration Loans Housing Tax administration and procedure |
ISBN |
1-4755-4251-8
1-4755-7072-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1.Introduction; 2 A Fisherian Model of Financial Innovation; 2.1 Decentralized Competitive Equilibrium; 2.2 Learning Environment; 2.3 Learning, Debt and Price Dynamics after Financial Innovation; 2.4 Recursive Anticipated Utility Competitive Equilibrium; 2.5 Conditionally Efficient Planners' Problems; 2.6 Pecuniary Externality and Decentralization of Planners' Allocations; 3 Quantitative Analysis; 3.1 Baseline Calibration; Tables; Table 1: Baseline Parameter Values; 3.2 Baseline Results; 3.3 Welfare Analysis; Table 2: Welfare Gains; 3.4 Sensitivity Analysis
Table 3: Summary of Priors4 Conclusion; Appendixes; Appendix: Recursive Optimization Problems; References; References; Figures; Figure 1: Dynamics in the Baseline Calibration; Figure 2: Period 40 Bond Holdings and Asset Prices; Figure 3: Period 41 Bond Holdings and Asset Prices; Figure 4: Crisis Episode; Figure 5: Taxes on Debt and Land Dividends; Figure 6: Decomposition of Taxes on Debt; Figure 7: Priors; Figure 8: Dynamics in Gradual Optimism Calibration; Figure 9: Period 40 Bond Holdings and Prices: Gradual Optimism; Figure 10: Taxes on Debt and Land Dividends: Gradual Optimism Figure 11: Decomposition of Taxes on Debt: Gradual OptimismFigure 12: Dynamics in Asymmetric Priors Calibration; Figure 13: Taxes on Debt: Asymmetric Priors |
Record Nr. | UNINA-9910786481203321 |
Bianchi Javier
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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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