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Euro area sovereign risk during the crisis [[electronic resource] /] / prepared by Silvia Sgherri and Edda Zoli
| Euro area sovereign risk during the crisis [[electronic resource] /] / prepared by Silvia Sgherri and Edda Zoli |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, European Dept., 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | ZoliEdda |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463717403321 |
Sgherri Silvia
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| [Washington, D.C.], : International Monetary Fund, European Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mr. Ricardo’s Great Adventure : : Estimating Fiscal Multipliers in a Truly Intertemporal Model / / Silvia Sgherri, Tamim Bayoumi
| Mr. Ricardo’s Great Adventure : : Estimating Fiscal Multipliers in a Truly Intertemporal Model / / Silvia Sgherri, Tamim Bayoumi |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) | BayoumiTamim |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy
Multiplier (Economics) Econometrics Macroeconomics Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Estimation Econometrics & economic statistics Income Personal income Consumption Disposable income Estimation techniques Economics National income Econometric models |
| ISBN |
1-4623-4677-4
1-4519-9541-5 1-283-51821-X 1-4519-8599-1 9786613830661 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME THEORY""; ""III. SOME ESTIMATES""; ""IV. SOME ANALYSIS""; ""V. SOME CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788695603321 |
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Sgherri Silvia
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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On Impatience and Policy Effectiveness / / Silvia Sgherri, Tamim Bayoumi
| On Impatience and Policy Effectiveness / / Silvia Sgherri, Tamim Bayoumi |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) | BayoumiTamim |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy
Economic policy Banks and Banking Macroeconomics Public Finance Comparative or Joint Analysis of Fiscal and Monetary Policy Stabilization Treasury Policy Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Personal Income, Wealth, and Their Distributions Interest Rates: Determination, Term Structure, and Effects National Government Expenditures and Related Policies: General Finance Public finance & taxation Consumption Income Personal income Real interest rates Expenditure National accounts Financial services Economics Interest rates Expenditures, Public |
| ISBN |
1-4623-2147-X
1-4527-4200-6 1-4518-7165-1 9786612842405 1-282-84240-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Theoretical Model; III. Empirical Estimates; IV. Analysis and Discussion; V. Conclusions and Policy Implications; References; Tables; 1. United States: Unit Root Tests; 2. United States: Cointegration Tests; 3. United States: Estimates of Unrestricted Model (Eq. 10); 4. United States: Estimates of Restricted Model with Impatient Consumers (Eq. 9); Figures; 1. United States: The Data, 1955-2005; 2. United States: Validity of Model Restrictions over Time; 3. United States: Time Variation in the Discount Wedge
4. United States: Time Variation in the Persistence of Income/Policy Shocks5. United States: Time Variation in Income/Policy Multiplier; 6. United States: Counterfactual Analysis |
| Record Nr. | UNINA-9910788349603321 |
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Sgherri Silvia
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
| Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | GalesiAlessandro |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Econometrics Banks and Banking Investments: Stocks Money and Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Econometrics & economic statistics Investment & securities Finance Monetary economics Banking Vector autoregression Stocks Interbank rates Credit Econometric analysis Financial institutions Financial services Money Foreign banks Interest rates Banks and banking Banks and banking, Foreign |
| ISBN |
1-4623-7293-7
1-4527-9952-0 9786612842450 1-282-84245-5 1-4518-7170-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe |
| Record Nr. | UNINA-9910788347703321 |
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Sgherri Silvia
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Volatility Costs of Procyclical Lending Standards : : An Assessment Using a Dsge Model / / Silvia Sgherri, Bertrand Gruss
| The Volatility Costs of Procyclical Lending Standards : : An Assessment Using a Dsge Model / / Silvia Sgherri, Bertrand Gruss |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.9669 |
| Altri autori (Persone) | GrussBertrand |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit control - Mathematical models
Loans - Standards - Mathematical models Investments: Stocks Macroeconomics Money and Monetary Policy Industries: Financial Services Business Fluctuations Cycles International Policy Coordination and Transmission Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Banks Depository Institutions Micro Finance Institutions Mortgages Price Level Inflation Deflation Investment & securities Monetary economics Finance Stocks Credit Consumption Collateral Asset prices Financial institutions Money National accounts Prices Economics Loans |
| ISBN |
1-4623-4871-8
1-4527-4099-2 1-282-84257-9 1-4518-7182-1 9786612842573 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Home economy; B. Foreign economy; C. Shocks; D. Equilibrium and solution method; IV. Calibration; V. Policy experiment: altering the cyclical pattern of lending standards; A. Benchmark leverage level; B. Alternative leverage levels; VI. Sensitivity analysis; VII. Conclusions; Appendix; References; Tables; 1. Results from Estimating an AR(1) Processes to Demeaned LTVs; 2. Benchmark Calibration; Figures; 1. Time Variation in Loan-To-Value Ratios; 2. Share of Output Variation Explained by Credit and Asset Price Shocks
3. Degree of Cyclicality in Credit Innovations 4. Procyclicality in Credit Innovations and Sensitivity of Credit to Asset Price Shocks; 5. Procyclicality in Credit Innovations and Macroeconomic Volatility; 6. Increasing Reliance of Emerging Europe on Foreign Funding; 7. Concentration of Emerging Europe Exposure to Western Europe; 3. Business Cycle Moments from Simulated Series under Benchmark Calibration; 4. Policy Exercise Results (Average LTV = 0.4); 5. Policy Exercise Results (Average LTV = 0.7); 8. IRFs to a Negative Productivity Shock under Alternative Leverage Levels 9. IRFs to a Negative Shock to Lending Standards under Alternative Leverage Levels10. Sensitivity of Volatility to Different Degrees of Cyclicality in Lending Standards Under Alternative Leverage Levels; 6. Sensitivity Analysis |
| Record Nr. | UNINA-9910788347803321 |
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Sgherri Silvia
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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