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On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal
| On the Sources and Consequences of Oil Price Shocks : : The Role of Storage / / Deren Unalmis, Ibrahim Unalmis, Filiz Unsal |
| Autore | Unalmis Deren |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 338.29346 |
| Altri autori (Persone) |
UnalmisIbrahim
UnsalFiliz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices - Econometric models
Petroleum products - Storage Investments: Energy Inflation Macroeconomics Economic Theory General Aggregative Models: Keynes Keynesian Post-Keynesian Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Commodity Markets Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Investment & securities Economic theory & philosophy Oil prices Oil Commodity price fluctuations Supply shocks Commodities Economic theory Petroleum industry and trade Supply and demand |
| 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-9910817344703321 |
Unalmis Deren
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Procyclicality and Fair Value Accounting / / Jodi Scarlata, Juan Sole, Alicia Novoa
| Procyclicality and Fair Value Accounting / / Jodi Scarlata, Juan Sole, Alicia Novoa |
| Autore | Scarlata Jodi |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 338.29346 |
| Altri autori (Persone) |
NovoaAlicia
SoleJuan |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles
Fair value - Accounting Accounting Banking Banks and Banking Banks and banking Banks Depository Institutions Economic growth Finance Finance, Public Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial Instruments Financial instruments Financial Markets and the Macroeconomy Financial reporting, financial statements Financial statements General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Institutional Investors Investment & securities Investments: General Loans Macroeconomics Micro Finance Institutions Mortgages Non-bank Financial Institutions Pension Funds Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Public Administration Public financial management (PFM) Public Sector Accounting and Audits Securities |
| ISBN |
1-4623-8302-5
1-4527-6319-4 9786612842610 1-282-84261-7 1-4518-7187-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Fair Value Accounting Through the Business Cycle; A. Fair Value Accounting And Its Application; 1. Selected U.S. Based Financial Institutions: Change in Level 1, 2, and 3 Assets; 2. Aggregate Fair Value Hierarchy, End-2007; III. Modeling FVA through the business cycle using simulations; A. Data and Modeling Assumptions; Tables; 1. Balance Sheet Representative U.S. And European Financial Institutions; 2. Parameter Values for Each Simulation; B. Simulation Results; 3. Equity-to-Assets Ratio Through The Business Cycle
4. Application of Fair Value by U.S. And European Banks, 2007 Figures; IV. Conclusions and Policy Recommendations; Policy proposals; 3. Simulation Of Full Fair Value; 4. Simulation Of Full Fair Value: Changes In Funding Conditions And Financial Market Distress; 5. Simulation Of Full Fair Value: International versus Retail-Oriented Banks; 6. Simulation Of Partial Fair Value; 7. Simulation Of Smoothing Techniques; 8. Yield Curves and Business Cycles; 9. Simulation Of Full Fair Value With Upward Sloping Yield Curve; V. References |
| Record Nr. | UNINA-9910810974103321 |
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Scarlata Jodi
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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