Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal |
Autore | Tuesta Vicente |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 53 p. : ill |
Altri autori (Persone) |
Rubio-RamirezJuan
RabanalPau |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles - Econometric models
Foreign exchange rates - Econometric models Econometrics Foreign Exchange Macroeconomics Production and Operations Management Production Cost Capital and Total Factor Productivity Capacity Multiple or Simultaneous Equation Models Multiple Variables: General Macroeconomics: Consumption Saving Wealth Environment and Growth Currency Foreign exchange Econometrics & economic statistics Economic growth Real exchange rates Total factor productivity Vector error correction models Consumption Sustainable growth Industrial productivity Econometric models Economics Economic development |
ISBN |
1-4623-7796-3
1-4518-7359-X 1-4527-5510-8 1-282-84418-0 9786612844188 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226303321 |
Tuesta Vicente
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Deciding to enter a monetary union [[electronic resource] ] : the role of trade and financial linkages / / prepared by Ruy Lama and Pau Rabanal |
Autore | Lama Ruy <1975-> |
Pubbl/distr/stampa | Washington, DC, : International Monetary Fund, 2012 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) | RabanalPau |
Collana | IMF working paper |
Soggetto topico |
Monetary unions
International trade |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4755-1226-0
1-4755-1225-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
Record Nr. | UNINA-9910462245003321 |
Lama Ruy <1975->
![]() |
||
Washington, DC, : International Monetary Fund, 2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal |
Autore | Lama Ruy |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) | RabanalPau |
Collana | IMF Working Papers |
Soggetto topico |
Monetary unions
International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates |
ISBN |
1-4755-1226-0
1-4755-1225-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
Record Nr. | UNINA-9910786481403321 |
Lama Ruy
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal |
Autore | Tuesta Vicente |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (42 p.) |
Altri autori (Persone) | RabanalPau |
Collana | IMF Working Papers |
Soggetto topico |
Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models Foreign exchange rates - European Union countries - Econometric models Finance: General Foreign Exchange Inflation Macroeconomics Open Economy Macroeconomics Bayesian Analysis: General General Financial Markets: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Price Level Deflation Currency Foreign exchange Finance Real exchange rates Securities markets Consumption Exchange rates National accounts Financial markets Prices Capital market Economics |
ISBN |
1-4623-4879-3
1-4527-4408-4 1-283-51766-3 9786613830111 1-4519-8792-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES"" |
Record Nr. | UNINA-9910788692203321 |
Tuesta Vicente
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Macroeconomic patterns and monetary policy in the run-up to asset price busts [[electronic resource] /] / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott |
Autore | Kannan Prakash |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
Descrizione fisica | 39 p. : ill |
Altri autori (Persone) |
RabanalPau
ScottAlasdair |
Collana | IMF working paper |
Soggetto topico |
Assets (Accounting) - Prices
Macroeconomics Monetary policy |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-1741-3
9786612844492 1-4518-7399-9 1-282-84449-0 1-4527-5409-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463704203321 |
Kannan Prakash
![]() |
||
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts / / Alasdair Scott, Pau Rabanal, Prakash Kannan |
Autore | Scott Alasdair |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 39 p. : ill |
Altri autori (Persone) |
RabanalPau
KannanPrakash |
Collana | IMF Working Papers |
Soggetto topico |
Assets (Accounting) - Prices
Macroeconomics Monetary policy Exports and Imports Inflation Money and Monetary Policy Real Estate Price Level Deflation Housing Supply and Markets Current Account Adjustment Short-term Capital Movements Monetary Policy, Central Banking, and the Supply of Money and Credit: General Property & real estate International economics Monetary economics Asset prices Housing prices Current account balance Credit Prices Housing Balance of payments |
ISBN |
1-4623-1741-3
9786612844492 1-4518-7399-9 1-282-84449-0 1-4527-5409-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788223403321 |
Scott Alasdair
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Monetary and macroprudential policy rules in a model with house price booms [[electronic resource] /] / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott |
Autore | Kannan Prakash |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
Descrizione fisica | 36 p. : ill |
Altri autori (Persone) |
RabanalPau
ScottAlasdair |
Collana | IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Inflation (Finance) Assets (Accounting) - Prices Macroeconomics |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8905-8
1-282-84448-2 1-4518-7398-0 9786612844485 1-4527-6620-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463703703321 |
Kannan Prakash
![]() |
||
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Monetary and Macroprudential Policy Rules in a Model with House Price Booms / / Alasdair Scott, Pau Rabanal, Prakash Kannan |
Autore | Scott Alasdair |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 36 p. : ill |
Altri autori (Persone) |
RabanalPau
KannanPrakash |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - Econometric models
Inflation (Finance) Assets (Accounting) - Prices Macroeconomics Inflation Money and Monetary Policy Real Estate Production and Operations Management Price Level Deflation Macroeconomics: Production Housing Supply and Markets Monetary Policy, Central Banking, and the Supply of Money and Credit: General Property & real estate Monetary economics Output gap Housing prices Credit Asset prices Prices Production Economic theory Housing |
ISBN |
1-4623-8905-8
1-282-84448-2 1-4518-7398-0 9786612844485 1-4527-6620-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788223503321 |
Scott Alasdair
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Technology Shocks and Aggregate Fluctuations : : How Well Does the RBC Model Fit Postwar U.S. Data? / / Jordi Gali Garreta, Pau Rabanal |
Autore | Gali Garreta Jordi |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
Descrizione fisica | 1 online resource (67 p.) |
Altri autori (Persone) | RabanalPau |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles - United States
Technological innovations - Economic aspects - United States Macroeconomics Production and Operations Management Business Fluctuations Cycles Innovation Research and Development Technological Change Intellectual Property Rights: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Labor Economics: General Human Capital Skills Occupational Choice Labor Productivity Price Level Inflation Deflation Technology general issues Economic growth Labour income economics Business cycles Labor Labor productivity Sticky prices Production Prices Labor economics |
ISBN |
1-4623-5570-6
1-4527-4397-5 1-282-56220-7 9786613822499 1-4519-2025-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. ESTIMATING THE EFFECTS OF TECHNOLOGY SHOCKS""; ""III. POSSIBLE PITFALLS IN THE ESTIMATION OF THE EFFECTS OF TECHNOLOGY SHOCKS""; ""IV. EXPLAINING THE EFFECTS OF TECHNOLOGY SHOCKS""; ""V. TECHNOLOGY SHOCKS AND THE BUSINESS CYCLE IN AN ESTIMATED DSGE MODEL""; ""VI. CONCLUSIONS""; ""VII. ADDENDUM: A RESPONSE TO ELLEN MCGRATTAN""; ""REFERENCES"" |
Record Nr. | UNINA-9910788518603321 |
Gali Garreta Jordi
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Technology shocks and aggregate fluctuations [[electronic resource] ] : how well does the real business cycle model fit postwar U.S. data? / / prepared by Jordi Galí and Pau Rabanal |
Autore | Galí Jordi <1961-> |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Western Hemisphere Dept., 2004 |
Descrizione fisica | 1 online resource (67 p.) |
Altri autori (Persone) | RabanalPau |
Collana | IMF working paper |
Soggetto topico |
Business cycles - United States
Technological innovations - Economic aspects - United States |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-5570-6
1-4527-4397-5 1-282-56220-7 9786613822499 1-4519-2025-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. ESTIMATING THE EFFECTS OF TECHNOLOGY SHOCKS""; ""III. POSSIBLE PITFALLS IN THE ESTIMATION OF THE EFFECTS OF TECHNOLOGY SHOCKS""; ""IV. EXPLAINING THE EFFECTS OF TECHNOLOGY SHOCKS""; ""V. TECHNOLOGY SHOCKS AND THE BUSINESS CYCLE IN AN ESTIMATED DSGE MODEL""; ""VI. CONCLUSIONS""; ""VII. ADDENDUM: A RESPONSE TO ELLEN MCGRATTAN""; ""REFERENCES"" |
Record Nr. | UNINA-9910464579203321 |
Galí Jordi <1961->
![]() |
||
[Washington, D.C.], : International Monetary Fund, Western Hemisphere Dept., 2004 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|