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A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
Autore Swiston Andrew
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (37 p.)
Disciplina 354.2799273
Collana IMF Working Papers
IMF working paper
Soggetto topico Loans - United States - Econometric models
Credit - United States - Econometric models
Banks and Banking
Econometrics
Investments: Stocks
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Interest Rates: Determination, Term Structure, and Effects
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Monetary economics
Econometrics & economic statistics
Finance
Investment & securities
Credit
Vector autoregression
Bank credit
Short term interest rates
Stocks
Interest rates
ISBN 1-4623-4369-4
1-4527-2284-6
1-4518-7019-1
9786612841125
1-282-84112-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Literature Review; II. Building a Better Financial Conditions Index; A. Why VAR and IRF?; B. Whose Lending? Which Standards?; Figures; 1. Lending Standards and GDP Growth; Tables; 1. Lending Standards and Real Activity: Correlations; 2. Lending Standards and Financial Variables: Correlations; 2. Response of GDP to Lending Standards; C. Which Other Variables Enter the Mix?; 3. Response of GDP to Risk-Free Interest Rates; 4. Response of GDP to Default Risk and Volatility; 5. Response of GDP to Asset Prices; 6. Lending Standards and the High Yield Spread
III. Financial Conditions and GrowthA. What are the Guts of the FCI?; B. Which Financial Conditions Matter?; 7. Response of GDP to Financial Shocks; 8. Response of Financial Conditions to Lending Standards; C. What Role for Credit Aggregates?; 9. Credit Availability and the Impact of Monetary Policy on Growth; 10. Response of GDP to Credit Aggregates; D. What is the FCI's Contribution to Growth?; 3. Financial Conditions and Real Activity: Correlations and Variance Decompositions; 11. Financial Conditions Index; 12. Financial Shocks and Contributions to the FCI
E. Where Do Financial Conditions Hit Hardest?13. Individual Contributions to the FCI; 14. Response of Components of Demand to Financial Shocks; F. Can the FCI See Into the Future?; 15. Leading Financial Conditions Index; IV. Conclusions; References
Record Nr. UNINA-9910788234803321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
A U.S. Financial Conditions Index : : Putting Credit Where Credit is Due / / Andrew Swiston
Autore Swiston Andrew
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (37 p.)
Disciplina 354.2799273
Collana IMF Working Papers
IMF working paper
Soggetto topico Loans - United States - Econometric models
Credit - United States - Econometric models
Banks and Banking
Econometrics
Investments: Stocks
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Interest Rates: Determination, Term Structure, and Effects
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Monetary economics
Econometrics & economic statistics
Finance
Investment & securities
Credit
Vector autoregression
Bank credit
Short term interest rates
Stocks
Interest rates
ISBN 1-4623-4369-4
1-4527-2284-6
1-4518-7019-1
9786612841125
1-282-84112-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Literature Review; II. Building a Better Financial Conditions Index; A. Why VAR and IRF?; B. Whose Lending? Which Standards?; Figures; 1. Lending Standards and GDP Growth; Tables; 1. Lending Standards and Real Activity: Correlations; 2. Lending Standards and Financial Variables: Correlations; 2. Response of GDP to Lending Standards; C. Which Other Variables Enter the Mix?; 3. Response of GDP to Risk-Free Interest Rates; 4. Response of GDP to Default Risk and Volatility; 5. Response of GDP to Asset Prices; 6. Lending Standards and the High Yield Spread
III. Financial Conditions and GrowthA. What are the Guts of the FCI?; B. Which Financial Conditions Matter?; 7. Response of GDP to Financial Shocks; 8. Response of Financial Conditions to Lending Standards; C. What Role for Credit Aggregates?; 9. Credit Availability and the Impact of Monetary Policy on Growth; 10. Response of GDP to Credit Aggregates; D. What is the FCI's Contribution to Growth?; 3. Financial Conditions and Real Activity: Correlations and Variance Decompositions; 11. Financial Conditions Index; 12. Financial Shocks and Contributions to the FCI
E. Where Do Financial Conditions Hit Hardest?13. Individual Contributions to the FCI; 14. Response of Components of Demand to Financial Shocks; F. Can the FCI See Into the Future?; 15. Leading Financial Conditions Index; IV. Conclusions; References
Record Nr. UNINA-9910818878103321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
Autore Swiston Andrew
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) BulirAles
Collana IMF Working Papers
Soggetto topico Saving and investment - Mexico
Consumption (Economics) - Mexico
Exports and Imports
Finance: General
Foreign Exchange
Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: General (includes Measurement and Data)
Current Account Adjustment
Short-term Capital Movements
Aggregate Factor Income Distribution
Finance
International economics
Currency
Foreign exchange
Private savings
Emerging and frontier financial markets
Current account deficits
Purchasing power parity
Income
Saving and investment
Financial services industry
Balance of payments
ISBN 1-4623-3870-4
1-4519-9641-1
1-282-47418-9
1-4519-9105-3
9786613821713
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. GROWTH, SAVING, AND INVESTMENT IN AN EMERGING MARKET ECONOMY""; ""III. THE MEASUREMENT OF PRIVATE SAVING""; ""IV. CROSS-COUNTRY EVIDENCE""; ""V. TIME-SERIES EVIDENCE FOR MEXICO""; ""VI. MEXICO�S SAVING: WHICH WAY DOES THE CAUSALITY GO?""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788525703321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
What Explains Private Saving in Mexico? / / Andrew Swiston, Ales Bulir
Autore Swiston Andrew
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) BulirAles
Collana IMF Working Papers
Soggetto topico Saving and investment - Mexico
Consumption (Economics) - Mexico
Exports and Imports
Finance: General
Foreign Exchange
Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: General (includes Measurement and Data)
Current Account Adjustment
Short-term Capital Movements
Aggregate Factor Income Distribution
Finance
International economics
Currency
Foreign exchange
Private savings
Emerging and frontier financial markets
Current account deficits
Purchasing power parity
Income
Saving and investment
Financial services industry
Balance of payments
ISBN 1-4623-3870-4
1-4519-9641-1
1-282-47418-9
1-4519-9105-3
9786613821713
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. GROWTH, SAVING, AND INVESTMENT IN AN EMERGING MARKET ECONOMY""; ""III. THE MEASUREMENT OF PRIVATE SAVING""; ""IV. CROSS-COUNTRY EVIDENCE""; ""V. TIME-SERIES EVIDENCE FOR MEXICO""; ""VI. MEXICO�S SAVING: WHICH WAY DOES THE CAUSALITY GO?""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910808813303321
Swiston Andrew  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui