Determinants of inflation in GCC [[electronic resource] /] / Magda Kandil and Hanan Morsy
| Determinants of inflation in GCC [[electronic resource] /] / Magda Kandil and Hanan Morsy |
| Autore | Kandil Magda |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 32 p. : ill |
| Altri autori (Persone) | MorsyHanan |
| Collana | IMF working paper |
| Soggetto topico | Inflation (Finance) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9210-5
1-4518-7229-1 9786612843020 1-4519-9836-8 1-282-84302-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464076103321 |
Kandil Magda
|
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| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy
| Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy |
| Autore | Kandil Magda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 32 p. : ill |
| Altri autori (Persone) | MorsyHanan |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance)
Foreign Exchange Inflation Public Finance Production and Operations Management Business Fluctuations Cycles Open Economy Macroeconomics International Policy Coordination and Transmission Economic Integration Economic Development: General Price Level Deflation National Government Expenditures and Related Policies: General Macroeconomics: Production Macroeconomics Currency Foreign exchange Public finance & taxation Expenditure Exchange rate adjustments Exchange rates Capacity utilization Prices Production Expenditures, Public Industrial capacity |
| ISBN |
1-4623-9210-5
1-4518-7229-1 9786612843020 1-4519-9836-8 1-282-84302-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788336903321 |
Kandil Magda
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy
| Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy |
| Autore | Kandil Magda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 32 p. : ill |
| Disciplina | 332.414 |
| Altri autori (Persone) | MorsyHanan |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance)
Business Fluctuations Capacity utilization Currency Cycles Deflation Economic Development: General Economic Integration Exchange rate adjustments Exchange rates Expenditure Expenditures, Public Foreign Exchange Foreign exchange Industrial capacity Inflation International Policy Coordination and Transmission Macroeconomics Macroeconomics: Production National Government Expenditures and Related Policies: General Open Economy Macroeconomics Price Level Prices Production and Operations Management Production Public finance & taxation Public Finance |
| ISBN |
9786612843020
9781462392100 1462392105 9781451872293 1451872291 9781451998368 1451998368 9781282843028 1282843028 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- I. Introduction -- II. Literature Review -- III. Econometric Methodology -- IV. Data and Estimation -- V. Extensions -- VI. Conclusions -- References -- Text Tables -- 1. Cointegration Test for Inflation Equation -- 2. Vector Error Correction Estimates: Lon Run Equation -- Appendix Figure 1. Impulse Response -- Appendix Tables -- 1. Bahrain: Vector Error Correction Estimates -- 2. Kuwait: Vector Error Correction Estimates -- 3. Oman: Vector Error Correction Estimates -- 4. Qatar: Vector Error Correction Estimates -- 5. Saudi Arabia: Vector Error Correction Estimates -- 6. United Arab Emirates: Vector Error Correction Estimates -- 7. Variance Decomposition p -- 8. Bahrain: Vector Error Correction Estimates -- 9. Kuwait: Vector Error Correction Estimates -- 10. Oman: Vector Error Correction Estimates -- 11. United Arab Emirates: Vector Error Correction Estimates. |
| Record Nr. | UNINA-9910965597303321 |
Kandil Magda
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama
| Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama |
| Autore | Blancher Nicolas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (81 p.) |
| Altri autori (Persone) |
MitraSrobona
MorsyHanan OtaniAkira SeveroTiago ValderramaLaura |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk management
Macroeconomics Finance: General Financial Risk Management Financial Institutions and Services: Other Model Construction and Estimation General Financial Markets: Government Policy and Regulation Financial Crises Price Level Inflation Deflation Financial Institutions and Services: Government Policy and Regulation Finance Economic & financial crises & disasters Systemic risk Financial crises Asset prices Systemic risk assessment Stress testing Prices |
| ISBN |
1-4755-5780-9
1-4843-8476-8 1-4843-4928-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; Figures; 1. Structure of the Guide; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?
D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy?E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?; F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; V. Key Findings and Operational Implications; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Appendix: Tools Binder; Contents; I. Conditional Value-At-Risk (CoVaR); II. Joint Distress Indicators III. Returns SpilloversIV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT); XVIII. Thresholds Model; XIX. Macro Stress Tests; XX. GDP at Risk XXI. Credit to GDP-Based Crisis Prediction ModelXXII. Crisis Prediction Models; XXIII. DSGE Model; Referrences |
| Record Nr. | UNINA-9910790594503321 |
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama
| Systemic Risk Monitoring ("SysMo") Toolkit—A User Guide / / Nicolas Blancher, Srobona Mitra, Hanan Morsy, Akira Otani, Tiago Severo, Laura Valderrama |
| Autore | Blancher Nicolas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (81 p.) |
| Disciplina | 332.1 |
| Altri autori (Persone) |
MitraSrobona
MorsyHanan OtaniAkira SeveroTiago ValderramaLaura |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk management
Macroeconomics Asset prices Deflation Economic & financial crises & disasters Finance Finance: General Financial Crises Financial crises Financial Institutions and Services: Government Policy and Regulation Financial Institutions and Services: Other Financial Risk Management General Financial Markets: Government Policy and Regulation Inflation Model Construction and Estimation Price Level Prices Stress testing Systemic risk assessment Systemic risk |
| ISBN |
9781475557800
1475557809 9781484384763 1484384768 9781484349281 1484349288 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Glossary; B; C; D; E; F; G; J; K; L; M; O; P; S; V; I. Introduction; Figures; 1. Structure of the Guide; II. Approaching Systemic Risk; A. What is Systemic Risk?; B. Key Features of the Toolkit; 2. Buildup of Systemic Risk: Sources and Channels; 3. Unwinding of Systemic Risk: Sources and Channels; III. Mapping Tools to the Territory-A Practical Approach; A. Financial institutions: Is Excessive Risk Building Up in Financial Institutions?; B. Asset Prices: Are Asset Prices Growing Too Fast?; C. Sovereign Risk: How Much is Sovereign Risk a Source of Systemic Risk?
D. Broader Economy: What are the Amplification Channels among Sectors and through the Domestic Economy?E. Cross-Border Linkages: What are the Amplification Channels through Cross-Border Spillovers?; F. Crisis Risks: What is the Probability of a Systemic Crisis?; IV. Sample Country Case Study; 4. Systemic Risk Dashboard for a Fictitious Country X at end-2007; V. Key Findings and Operational Implications; Table; 1. Characteristics of Different Systemic Risk Monitoring tools-A Summary; Appendix: Tools Binder; Contents; I. Conditional Value-At-Risk (CoVaR); II. Joint Distress Indicators III. Returns SpilloversIV. Distress Spillovers; V. Market-Based Probability of Default; VI. Debt Sustainability Analysis (DSA); VII. Indicators of Fiscal Stress; VIII. Sovereign Funding Shock Scenarios; IX. Asset Price Models; X. Balance Sheet Approach; XI. Systemic CCA; XII. Cross-Border Interconnectedness; XIII. Cross-border Network Contagion; XIV. Systemic Liquidity Risk Indicator; XV. Regime-Switching Volatility Model; XVI. Financial Soundness Indicators (FSIs); XVII. Bank Health Assessment Tool (HEAT); XVIII. Thresholds Model; XIX. Macro Stress Tests; XX. GDP at Risk XXI. Credit to GDP-Based Crisis Prediction ModelXXII. Crisis Prediction Models; XXIII. DSGE Model; Referrences |
| Record Nr. | UNINA-9910970942003321 |
Blancher Nicolas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||