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
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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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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
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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