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The effectiveness of monetary policy transmission under capital inflows [[electronic resource] ] : evidence from Asia / / Sonali Jain-Chandra and D. Filiz Unsal
| The effectiveness of monetary policy transmission under capital inflows [[electronic resource] ] : evidence from Asia / / Sonali Jain-Chandra and D. Filiz Unsal |
| Autore | Jain-Chandra Sonali <1975-> |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Altri autori (Persone) | UnsalD. Filiz |
| Collana | IMF working paper |
| Soggetto topico |
Monetary policy - Asia
Capital movements - Asia |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-1660-6
1-4755-7971-3 1-283-86686-2 1-4755-2195-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Methodological Considerations; A. Generalized Dynamic Factor Model; Figures; 1. Secondary Market Yield of 10-Year Government Bond; B. Structural Vector Autoregression; III. Are Local Bond Yields in Asia Driven by External or Domestic Factors?--Empirical Results; 2. The Estimated Common Factor and U.S. 10-Year Bond Yield and the VIX; 3. Contributions of U.S. 10-Year Yield and VIX to Estimated Common Factor; 4. Variance Decomposition of Domestic 10-Year Yield by Sources During 2005-10
5. Contribution of U.S. Long-Term Interest Rates to Variance of Domestic Yields by Maturity 6. Importance of U.S. Interest Rate and Capital Account Openness; IV. Which Interest Rates Matter More for Monetary Transmission Mechanism?; 7. Variance Decomposition of Industrial Production in Response to Shocks to Domestic Interest Rates; V. The Monetary Transmission Mechanism Under Large Capital Flows; 8. Short-Term Corporate Debt; VI. Conclusion; 9. Effect of Capital Flows on Monetary Transmission Mechanism; References |
| Record Nr. | UNINA-9910452572203321 |
Jain-Chandra Sonali <1975->
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| Washington, D.C., : International Monetary Fund, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Global financial crisis, financial contagion and emerging markets [[electronic resource] /] / prepared by F. Gulcin Ozkan and D. Filiz Unsal
| Global financial crisis, financial contagion and emerging markets [[electronic resource] /] / prepared by F. Gulcin Ozkan and D. Filiz Unsal |
| Autore | Ozkan F. Gulcin |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (59 p.) |
| Altri autori (Persone) | UnsalD. Filiz |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Developing countries Financial crises - Developing countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-7227-1
1-4755-1849-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms; 2.2.1 Production Firms; 2.2.2 Importing Firms; 2.2.3 Unfinished Capital Producing Firms; 2.3 Entrepreneurs; 2.4 Monetary Policy; 2.5 General Equilibrium and Balance of Payments Dynamics; 3. Solution and Parametrization; 3.1 Consumption, Production and Monetary Policy; 3.2 Entrepreneurs; 4. Financial Crisis and the Domestic Economy; 4.1 Model Dynamics; 4.2 Financial Crisis Originating in the Domestic Economy; 4.3 Financial Crisis in the Global Economy; 4.3.1 The Impact of the financial shock on the foreign economy
4.3.2 The transmission of the foreign shock onto the domestic economy 4.3.3 The role of trade openness; 4.4 Monetary Policy Options and Welfare Analysis; 5. Conclusions; References; Appendixes; A. Optimal Contracting Problem; B. Model Equations; B.2 Model Equations: Foreign Economy; Tables; 1. Parameter Values for Consumption, Production and Monetary Policy; 2. Parameter Values for the Entrepreneurial Sector; 3. Business Cycles in Emerging Economies: Data vs. Model; 4. Business Cycles in Advanced (Big) Economies: Data vs. Model; 5. Cross-Country Correlations; 6. Welfare Results; Figures 1. Responses to a Financial Crisis in Domestic Economy 2. Responses to a Financial Crisis in a Foreign Economy; 3. Responses to a Financial Crisis in Foreign Economy with Financial Contagion; 4. Responses to a Financial Crisis in Foreign Economy without Financial Contagion; 5. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Impact of Openness; 6. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Impact of Openness 7. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy 8. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy |
| Record Nr. | UNINA-9910452750303321 |
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Ozkan F. Gulcin
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| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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On the sources and consequences of oil price shocks [[electronic resource] ] : the role of storage / / Deren Unalmis, Ibrahim Unalmis, and D. Filiz Unsal
| On the sources and consequences of oil price shocks [[electronic resource] ] : the role of storage / / Deren Unalmis, Ibrahim Unalmis, and D. Filiz Unsal |
| Autore | Unalmis Deren |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) |
UnalmisIbrahim
UnsalD. Filiz |
| Collana | IMF working paper |
| Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-61635-702-9
1-4755-9843-2 1-283-94779-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms and Production; 2.3 Monetary and Fiscal Policy; 2.4 Goods Market Equilibrium; 2.5 Storage and Oil Market Equilibrium; 3. Estimation; 3.1 Data; 3.2 Calibrated Parameters; 3.3 Prior Distributions and Estimation Results; 4. Conclusion; References; Appendix; Tables; 1. Calibrated parameters; 2. Prior distributions and posterior estimates (sample period: 1982Q1-2007Q4); 3. Variance decomposition (sample period: 1982Q1-2007Q4); 4. Variance decomposition (sample period: 2000Q1-2007Q4); Figures
1. Impulse responses to a one standard deviation positive TFP shock2. Impulse responses to a one standard deviation positive labor productivity shock; 3. Impulse responses to a one standard deviation negative oil supply shock; 4. Impulse responses to a one standard deviation storage demand shock; 5. Impulse responses to a one standard deviation positive TFP shock with and without storage; 6. Impulse responses to a one standard deviation positive labor productivity shock with and without storage; 7. Impulse responses to a one standard deviation negative oil supplywith and without storage |
| Record Nr. | UNINA-9910453122503321 |
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Unalmis Deren
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| Washington, D.C., : International Monetary Fund, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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On the sources of oil price fluctuations [[electronic resource] /] / Deren Unalmis, Ibrahim Unalmis and D. Filiz Unsal
| On the sources of oil price fluctuations [[electronic resource] /] / Deren Unalmis, Ibrahim Unalmis and D. Filiz Unsal |
| Autore | Unalmis Deren |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 28 p. : ill |
| Altri autori (Persone) |
UnalmisIbrahim
UnsalD. Filiz |
| Collana | IMF working paper |
| Soggetto topico |
Petroleum products - Prices
Accounting and price fluctuations |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2447-9
1-4518-7430-8 1-4527-4097-6 1-282-84472-5 9786612844720 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463695903321 |
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Unalmis Deren
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| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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