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An anatomy of credit booms : evidence from macro aggregates and micro data / / Enrique G. Mendoza and Marco E. Terrones ; authorized for distribution by Stijn Claessens
An anatomy of credit booms : evidence from macro aggregates and micro data / / Enrique G. Mendoza and Marco E. Terrones ; authorized for distribution by Stijn Claessens
Autore Mendoza Enrique G. <1963->
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (52 pages) : illustrations (some color)
Disciplina 332.7
Altri autori (Persone) TerronesMarco
ClaessensStijn
Collana IMF working paper
Soggetto topico Credit - Econometric models
Business cycles - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-2753-2
1-282-84177-7
1-4518-7084-1
9786612841774
1-4527-1578-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910463611303321
Mendoza Enrique G. <1963->  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
Autore Terrones Marco
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (52 pages) : illustrations (some color)
Disciplina 332.7
Altri autori (Persone) MendozaEnrique
Collana IMF Working Papers
IMF working paper
Soggetto topico Credit - Econometric models
Business cycles - Econometric models
Exports and Imports
Financial Risk Management
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
International Investment
Long-term Capital Movements
Financial Crises
Monetary economics
International economics
Economic & financial crises & disasters
Credit booms
Credit
Sudden stops
Financial crises
Capital inflows
Capital movements
ISBN 1-4623-2753-2
1-282-84177-7
1-4518-7084-1
9786612841774
1-4527-1578-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788231203321
Terrones Marco  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
Autore Terrones Marco
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (52 pages) : illustrations (some color)
Disciplina 332.7
Altri autori (Persone) MendozaEnrique
Collana IMF Working Papers
IMF working paper
Soggetto topico Credit - Econometric models
Business cycles - Econometric models
Exports and Imports
Financial Risk Management
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
International Investment
Long-term Capital Movements
Financial Crises
Monetary economics
International economics
Economic & financial crises & disasters
Credit booms
Credit
Sudden stops
Financial crises
Capital inflows
Capital movements
ISBN 1-4623-2753-2
1-282-84177-7
1-4518-7084-1
9786612841774
1-4527-1578-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. Credit Booms: Methodology and Key Features -- A. Methodology -- B. Credit Boom Episodes and Their Main Features -- C. Differences with the Method of Gourinchas, Valdes and Landerretche -- III. Credit Booms and Macroeconomic Dynamics -- A. Event Analysis -- B. Frequency Analysis -- IV. Credit Booms and Firm Level Data -- A. Firm-level Indicators -- B. Bank-level Indicators -- V. Conclusions -- Tables -- 1. Credit Booms: Duration -- 2. Coincidence of Credit Booms with Output and Demand Booms -- 3. Credit Booms: Statistical Significance of Event-Window Coefficients -- 4. Credit Booms: Regional Features -- 5. Credit Booms and Crises -- 6. Credit Booms: Potential Triggering Factors -- 7. Credit Booms and Exchange Rate Regimes -- Figures -- 1. Credit Booms: Seven-Year Event Windows -- 2. Relative Credit Booms -- 3. Frequent of Credit Booms -- 4. Credit Booms in Chile: The Mendoza-Terrones Method -- 5. Credit Booms in Chile: The Gourinchas, Valdes, and Landeretche (CVL) Method -- 6. Credit Booms in Chile: Expanding vs. Conventional Trend -- 7. Credit Booms and Economic Activity -- 8. Credit Booms and Domestic Demand -- 9. Credit Booms and The Non-Tradables Sector -- 10. Credit Booms, Current Account, and Capital Inflows -- 11. Credit Booms and Prices -- 12. Credit Booms: Corporate Leverage -- 13. Credit Booms: Tobin's Q, Interest Rate, and Profitability -- 14. Credit Booms: Corporate External Financing -- 15. Credit Booms: Financial Indicators -- 16. Credit Booms: Corporate Leverage and External Financing in Emerging Market Countries -- 17. Credit Booms: Bank Level Data Emerging Market Economies -- Appendix -- I. Sample of Countries -- II. Data Definitions and Sources -- III. The Gourinchas-Valdes-Landerretche Thresholds Method -- References.
Record Nr. UNINA-9910810968203321
Terrones Marco  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Business fluctuations and long-phased cycles in high order macrosystems [[electronic resource] /] / Carl Chiarella ... [et al.]
Business fluctuations and long-phased cycles in high order macrosystems [[electronic resource] /] / Carl Chiarella ... [et al.]
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (107 p.)
Disciplina 338.5/42015195
Altri autori (Persone) ChiarellaCarl
Soggetto topico Business cycles - Econometric models
Equilibrium (Economics)
Soggetto genere / forma Electronic books.
ISBN 1-61728-157-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910460023303321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Business fluctuations and long-phased cycles in high order macrosystems [[electronic resource] /] / Carl Chiarella ... [et al.]
Business fluctuations and long-phased cycles in high order macrosystems [[electronic resource] /] / Carl Chiarella ... [et al.]
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (107 p.)
Disciplina 338.5/42015195
Altri autori (Persone) ChiarellaCarl
Soggetto topico Business cycles - Econometric models
Equilibrium (Economics)
ISBN 1-61728-157-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910785292503321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Business fluctuations and long-phased cycles in high order macrosystems [[electronic resource] /] / Carl Chiarella ... [et al.]
Business fluctuations and long-phased cycles in high order macrosystems [[electronic resource] /] / Carl Chiarella ... [et al.]
Edizione [1st ed.]
Pubbl/distr/stampa New York, : Nova Science Publishers, c2009
Descrizione fisica 1 online resource (107 p.)
Disciplina 338.5/42015195
Altri autori (Persone) ChiarellaCarl
Soggetto topico Business cycles - Econometric models
Equilibrium (Economics)
ISBN 1-61728-157-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- Preface -- Chapter 1 -- Introduction -- 1.1. The Structure of the Economy -- 1.2. National Accounting (in Intensive Form) -- 1.2.1. The Sector of Firms (Table 3) -- 1.2.2. Asset Holders (Table 4a) -- 1.2.3. Households (Workers) (Table 4b) -- 1.2.4. Fiscal and Monetary Authorities -- 1.2.5. International Relationships -- Chapter 2 -- Explicit Representation and Feedback Structure of the Core18D Dynamical System -- Chapter 3 -- Numerical Simulations of the Real Part of 18D Dynamics -- 3.1. The 9D Real Part of the Economy -- 3.2. The Keynes-Metzler-Goodwin Core 5D Dynamics -- 3.3. The KMG Core Dynamics with a Housing Sector -- 3.4. The KMG 5D Dynamics and the Mundell Effect -- 3.5. The Integrated Dynamics of the Real Part of theEconomy -- Chapter 4 -- Adding Policy Issues to the RealDynamics -- 4.1. Interest Rate Policy Rules -- 4.2. Fiscal Policy Rules -- 4.3. Fiscal and Monetary Policy Rules in Interaction -- Chapter 5 -- Adding Asset Price Dynamics tothe Real Dynamics -- Chapter 6 -- Numerical Investigations of theFull 18D Dynamics -- Chapter 7 -- Conclusions -- Appendix: Notation -- References -- Index -- Blank Page.
Record Nr. UNINA-9910827245003321
New York, : Nova Science Publishers, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Cointegrated TFP processes and international business cycles [[electronic resource] /] / prepared by Pau Rabanal, Juan F. Rubio-Ramírez, and Vicente Tuesta
Cointegrated TFP processes and international business cycles [[electronic resource] /] / prepared by Pau Rabanal, Juan F. Rubio-Ramírez, and Vicente Tuesta
Autore Rabanal Pau
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Descrizione fisica 53 p. : ill
Altri autori (Persone) Rubio-RamírezJuan Francisco
TuestaVicente
Collana IMF working paper
Soggetto topico Business cycles - Econometric models
Foreign exchange rates - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-7796-3
1-4518-7359-X
1-4527-5510-8
1-282-84418-0
9786612844188
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910463712503321
Rabanal Pau  
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal
Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal
Autore Tuesta Vicente
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 53 p. : ill
Altri autori (Persone) Rubio-RamirezJuan
RabanalPau
Collana IMF Working Papers
Soggetto topico Business cycles - Econometric models
Foreign exchange rates - Econometric models
Econometrics
Foreign Exchange
Macroeconomics
Production and Operations Management
Production
Cost
Capital and Total Factor Productivity
Capacity
Multiple or Simultaneous Equation Models
Multiple Variables: General
Macroeconomics: Consumption
Saving
Wealth
Environment and Growth
Currency
Foreign exchange
Econometrics & economic statistics
Economic growth
Real exchange rates
Total factor productivity
Vector error correction models
Consumption
Sustainable growth
Industrial productivity
Econometric models
Economics
Economic development
ISBN 1-4623-7796-3
1-4518-7359-X
1-4527-5510-8
1-282-84418-0
9786612844188
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788226303321
Tuesta Vicente  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal
Cointegrated TFP Processes and International Business Cycles / / Vicente Tuesta, Juan Rubio-Ramirez, Pau Rabanal
Autore Tuesta Vicente
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 53 p. : ill
Disciplina 332.1;332.15
Altri autori (Persone) Rubio-RamirezJuan
RabanalPau
Collana IMF Working Papers
Soggetto topico Business cycles - Econometric models
Foreign exchange rates - Econometric models
Econometrics
Foreign Exchange
Macroeconomics
Production and Operations Management
Production
Cost
Capital and Total Factor Productivity
Capacity
Multiple or Simultaneous Equation Models
Multiple Variables: General
Macroeconomics: Consumption
Saving
Wealth
Environment and Growth
Currency
Foreign exchange
Econometrics & economic statistics
Economic growth
Real exchange rates
Total factor productivity
Vector error correction models
Consumption
Sustainable growth
Industrial productivity
Econometric models
Economics
Economic development
ISBN 1-4623-7796-3
1-4518-7359-X
1-4527-5510-8
1-282-84418-0
9786612844188
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page -- Title Page -- Copyright Page -- Contents -- I. Introduction -- II. The Great Moderation and Real Exchange Rate Volatility -- 1. Standard Deviation of HP-Filtered Data. USA and UK -- 2. Standard Deviation of HP-Filtered Data. Canada and Australia -- III. The Model -- A. Households -- B. Firms -- B.1 Final goods producers -- B.2 Intermediate goods producers -- B.3 The processes for TFP -- C. Market Clearing -- D. Equilibrium -- D.1 Equilibrium definition -- D.2 Equilibrium conditions -- E. Balanced Growth and the Restriction on the Cointegrating Vector -- IV. Estimation of the VECM -- A. Data -- 3. TFP Processes for the US and the "Rest of the World" -- B. Integration and Cointegration Properties -- 1. Unit Root tests for TFP -- 2. Cointegration Statistics I -- 3. Cointegration Statistics II: Johansen's test -- C. The VECM Model -- 4. Likelihood ratio tests -- 5. VECM model -- V. Results -- A. Parameterization -- B. Matching Real Exchange Rate Volatility -- 6a. Results -- 6b. Results -- 6c. Results -- C. Intuition -- 4. Impulse Response to a Home Country TFP shock. Model with Stationary TFP Shocks -- 5. Impulse Response to a Home-Country TFP shock. Model with Stationary TFP Shocks -- 7. Changing ρa and к -- 6. Impulse Response to a Home-Country TFP shock. Model with Cointegrated TFP Shocks -- 7. Impulse Response to a Home-Country TFP shock. Model with Cointegrated TFP Shocks -- D. Matching the Increase in Real Exchange Rate Volatility -- E. The "Backus-Smith Puzzle" -- 8. Investment-Specific Technology shocks -- VI. Concluding Remarks -- A. Normalize Equilibrium Conditions -- References -- Footnotes.
Record Nr. UNINA-9910828970603321
Tuesta Vicente  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Commodity terms of trade [[electronic resource] ] : the history of booms and busts / / prepared by Nikola Spatafora and Irina Tytell
Commodity terms of trade [[electronic resource] ] : the history of booms and busts / / prepared by Nikola Spatafora and Irina Tytell
Autore Spatafora Nikola
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Descrizione fisica 34 p. : ill
Altri autori (Persone) TytellIrina
Collana IMF working paper
Soggetto topico Prices
Terms of trade - Econometric models
Business cycles - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-3659-0
9786612844119
1-282-84411-3
1-4518-7352-2
1-4527-3896-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910463710703321
Spatafora Nikola  
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui