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Bond yields in emerging economies [[electronic resource] ] : it matters what state you are in / / Laura Jaramillo and Anke Weber
Bond yields in emerging economies [[electronic resource] ] : it matters what state you are in / / Laura Jaramillo and Anke Weber
Autore Jaramillo Laura
Pubbl/distr/stampa Washington, D.C., : International Monetary Fund, 2012
Descrizione fisica 1 online resource (26 p.)
Altri autori (Persone) WeberAnke <1981->
Collana IMF working paper
Soggetto topico Bonds
Investments - Developing countries
Soggetto genere / forma Electronic books.
ISBN 1-4755-1103-5
1-4755-3136-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Background and Literature Review; III. Stylized Facts; Figures; 1. Emerging Economies: Government Debt; 2. Emerging Economies: Domestic Government Debt Securities; 3. Emerging Market Fund Assets; 4. Sovereign Domestic Bond Yields; 5. Sovereign Domestic Bond Yields and Global Factors; 6. Domestic Bond Yields and Fiscal Fundamentals, 2007-2011; IV. Empirical Model Specification; V. Data and Estimation Results; A. Data Sources; B. Estimation Results; Tables; 1. Descriptive Statistics
2. Determinants of 10-year Domestic Bond Yields in Emerging Economies3. Threshold Model: Determinants of 10-year Domestic Bond Yields in Emerging Economies; VI. Summary and Conclusions; 7. Actual Change in Bond Yields Compared to Out-of-Sample Prediction; Appendix; References
Record Nr. UNINA-9910462254603321
Jaramillo Laura  
Washington, D.C., : International Monetary Fund, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fiscal multipliers and the state of the economy [[electronic resource] /] / prepared by Anja Baum, Marcos Poplawski-Ribeiro, and Anke Weber
Fiscal multipliers and the state of the economy [[electronic resource] /] / prepared by Anja Baum, Marcos Poplawski-Ribeiro, and Anke Weber
Autore Baum Anja <1985->
Pubbl/distr/stampa Washington, D.C., : International Monetary Fund, c2012
Descrizione fisica 1 online resource (32 p.)
Altri autori (Persone) RibeiroMarcos Poplawski <1977->
WeberAnke <1981->
Collana IMF working paper
Soggetto topico Multiplier (Economics)
Fiscal policy - Developed countries
Soggetto genere / forma Electronic books.
ISBN 1-4755-8800-3
1-4755-2392-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Background and Literature Review; A. What are Fiscal Multipliers and How Large are They?; B. Do Multipliers Differ in Downturns and Expansions?; Figures; 1. Country Characteristics and Multipliers; III. Data and Methodology; A. Data Sources and Description; Tables; 1. Cumulative Fiscal Multiplier Estimates from Selected Non-Linear Approaches; B. Threshold VAR Methodology; C. Impulse Response Functions; IV. Results; A. Country-by-Country Results; 2. G7 Selected Countries: Descriptive Statistics, 1965Q2-2011Q2
3. G7 Selected Countries: Threshold Estimation, 1965Q2-2011Q22. Cumulative Fiscal Multipliers: Fiscal Expansion; 3. Cumulative Fiscal Multipliers: Fiscal Contraction; B. Average of G7 Economies; C. Discussion and Caveats; 4. Fiscal Multipliers in G7 Economies; D. Policy Implications: Up-front versus Gradual Implementation; 5. G7 Economies: Cumulative Impact on Output from a Negative Discretionary Fiscal Spending Shock; V. Conclusions; A. Data Sources and Description; Appendix; B. Cumulative Generalized Impulse Response Functions and Confidential Intervals
C. Using Output Growth as the Threshold VariableReferences
Record Nr. UNINA-9910452735503321
Baum Anja <1985->  
Washington, D.C., : International Monetary Fund, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui