Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck |
Autore | Cihak Martin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (37 p.) |
Altri autori (Persone) |
WolfeSimon
SchaeckKlaus |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking
Bank management Banks and Banking Econometrics Finance: General Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Financial Crises Banking Finance Econometrics & economic statistics Economic & financial crises & disasters Competition Commercial banks Logit models Systemic crises Econometric models Financial crises |
ISBN |
1-4623-0036-7
1-4527-8848-0 1-283-51897-X 1-4527-0150-4 9786613831422 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""A. Competition and Concentration""; ""B. Concentration and Stability""; ""C. Competition and Stability""; ""D. Regulation, Supervision and Stability""; ""III. METHODOLOGY""; ""A. Duration Analysis""; ""B. Logistic Probability Analysis""; ""C. Panzar and Rosse (1987) H-Statistic""; ""IV. DATA AND SUMMARY STATISTICS""; ""V. REGRESSION RESULTS""; ""A. Main Results""; ""B. Robustness Tests""; ""C. Competitiveness, Regulation and Systemic Crises""; ""VI. CONCLUDING REMARKS""; ""DEFINITIONS OF VARIABLES AND DATA SOURCES""
""REFERENCES"" |
Record Nr. | UNINA-9910788688903321 |
Cihak Martin
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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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Arrears to the IMF – A Ghost of the Past? / / Anne Oeking, Mariusz Sumlinski |
Autore | Oeking Anne |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
Descrizione fisica | 1 online resource (38 pages) : color illustrations |
Disciplina | 338.542 |
Altri autori (Persone) | SumlinskiMariusz |
Collana | IMF Working Papers |
Soggetto topico |
Financial crises - Forecasting - Econometric models
Loans, Foreign Econometrics Exports and Imports Macroeconomics Money and Monetary Policy International Monetary Arrangements and Institutions International Lending and Debt Problems Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions International economics Monetary economics Econometrics & economic statistics Arrears External debt Credit Commodity price indexes Logit models Money Prices Econometric analysis Debts, External Price indexes Econometric models |
ISBN |
1-4755-5514-8
1-4755-5539-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910155014503321 |
Oeking Anne
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Washington, D.C. : , : International Monetary Fund, , 2016 | ||
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Lo trovi qui: Univ. Federico II | ||
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Assertion without empirical basis [[electronic resource] ] : an econometric appraisal of Monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz / / by David F. Hendry and Neil R. Ericsson |
Autore | Hendry David F |
Edizione | [Rev. Dec. 1985.] |
Pubbl/distr/stampa | [Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1985] |
Descrizione fisica | 1 online resource (62 pages) : illustrations |
Altri autori (Persone) | EricssonNeil R |
Collana | International finance discussion papers |
Soggetto topico |
Econometric models
Demand for money - Great Britain - Mathematical models |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Altri titoli varianti | Assertion without empirical basis |
Record Nr. | UNINA-9910702240503321 |
Hendry David F
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[Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1985] | ||
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Lo trovi qui: Univ. Federico II | ||
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Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd |
Autore | De Nicolo Gianni |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (51 p.) |
Altri autori (Persone) |
JalalAbu M
BoydJohn |
Collana | IMF Working Papers |
Soggetto topico |
Bank failures - Econometric models
Competition - Econometric models Bank loans - Econometric models Risk - Econometric models Banks and Banking Finance: General Investments: Bonds Macroeconomics Industries: Financial Services Econometrics Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Oligopoly and Other Imperfect Markets General Financial Markets: General (includes Measurement and Data) Personal Income, Wealth, and Their Distributions Estimation Banking Finance Investment & securities Econometrics & economic statistics Loans Bonds Competition Personal income Financial institutions National accounts Financial markets Estimation techniques Econometric analysis Banks and banking Income Econometric models |
ISBN |
1-4623-4777-0
1-4527-7939-2 1-283-45039-9 9786613823663 1-4519-1010-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References"" |
Record Nr. | UNINA-9910788413103321 |
De Nicolo Gianni
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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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Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
Autore | Feldkircher Martin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 39 p. : col. ill |
Altri autori (Persone) | ZeugnerStefan |
Collana | IMF Working Papers |
Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Econometrics Inflation Labor Public Finance Data Processing Bayesian Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Human Capital Skills Occupational Choice Labor Productivity Price Level Deflation Bayesian inference Data capture & analysis Public finance & taxation Labour income economics Macroeconomics Bayesian models Data processing Public investment and public-private partnerships (PPP) Human capital Econometric models Electronic data processing Public-private sector cooperation Prices |
ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226903321 |
Feldkircher Martin
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Building better econometric models using cross section and panel data / / Jeffrey A. Edwards |
Autore | Edwards Jeffrey A. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
Descrizione fisica | 1 online resource (116 p.) |
Disciplina | 330.015195 |
Collana | Economics collection |
Soggetto topico | Econometric models |
Soggetto genere / forma | Electronic books. |
Soggetto non controllato |
cross-sectional data
inference misspecification testing panel data regression regression models respecification Stata statistical adequacy |
ISBN | 1-60649-975-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. What is a statistically adequate model and why is it important? -- 2. Basic misspecifications -- 3. Misspecifications for the more advanced reader -- 4. Original specification and drawing inference from it: two related models -- 5. Basic misspecification testing and respecification: the cross-sectional case -- 6. Variance heterogeneity: the cross-sectional case -- 7. Basic misspecification testing and respecification: the panel data case -- 8. Variance heterogeneity: the panel data case -- 9. Consistent and balanced panels -- 10. Dynamic parametric heterogeneity -- Conclusion -- References -- Index. |
Record Nr. | UNINA-9910464820703321 |
Edwards Jeffrey A.
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Building better econometric models using cross section and panel data / / Jeffrey A. Edwards |
Autore | Edwards Jeffrey A. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
Descrizione fisica | 1 online resource (116 p.) |
Disciplina | 330.015195 |
Collana | Economics collection |
Soggetto topico | Econometric models |
Soggetto non controllato |
cross-sectional data
inference misspecification testing panel data regression regression models respecification Stata statistical adequacy |
ISBN | 1-60649-975-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. What is a statistically adequate model and why is it important? -- 2. Basic misspecifications -- 3. Misspecifications for the more advanced reader -- 4. Original specification and drawing inference from it: two related models -- 5. Basic misspecification testing and respecification: the cross-sectional case -- 6. Variance heterogeneity: the cross-sectional case -- 7. Basic misspecification testing and respecification: the panel data case -- 8. Variance heterogeneity: the panel data case -- 9. Consistent and balanced panels -- 10. Dynamic parametric heterogeneity -- Conclusion -- References -- Index. |
Record Nr. | UNINA-9910786412703321 |
Edwards Jeffrey A.
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Building better econometric models using cross section and panel data / / Jeffrey A. Edwards |
Autore | Edwards Jeffrey A. |
Edizione | [First edition.] |
Pubbl/distr/stampa | New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 |
Descrizione fisica | 1 online resource (116 p.) |
Disciplina | 330.015195 |
Collana | Economics collection |
Soggetto topico | Econometric models |
Soggetto non controllato |
cross-sectional data
inference misspecification testing panel data regression regression models respecification Stata statistical adequacy |
ISBN | 1-60649-975-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 1. What is a statistically adequate model and why is it important? -- 2. Basic misspecifications -- 3. Misspecifications for the more advanced reader -- 4. Original specification and drawing inference from it: two related models -- 5. Basic misspecification testing and respecification: the cross-sectional case -- 6. Variance heterogeneity: the cross-sectional case -- 7. Basic misspecification testing and respecification: the panel data case -- 8. Variance heterogeneity: the panel data case -- 9. Consistent and balanced panels -- 10. Dynamic parametric heterogeneity -- Conclusion -- References -- Index. |
Record Nr. | UNINA-9910826920703321 |
Edwards Jeffrey A.
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New York, New York (222 East 46th Street, New York, NY 10017) : , : Business Expert Press, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan |
Autore | Al-Hassan Abdullah |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (36 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles
Econometrics Foreign Exchange Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Price Level Inflation Deflation Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Econometrics & economic statistics Currency Foreign exchange Cyclical indicators Consumer prices Factor models Nominal effective exchange rate Prices Econometric models |
ISBN |
1-4623-2248-4
1-4527-4301-0 9786612842948 1-282-84294-3 1-4518-7220-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Methodology; A. Generalized Dynamic Factor Model; B. Estimating Common Components by a One-Sided Filter; Figures; 1. Average Dynamic Eigenvalues Over Cross-Sectional Units; 2. Percentage of Variance Explained; III. Building a GCC Area Database; IV. A Coincident Indicator for the GCC Business Cycle; A. Definition of the Coincident Indicator Properties; 3. Spectral Density Functions of All Eigenvalues; 4. Average of Spectral Density Functions; B. Properties of the Coincident Indicator; C. The Construction of a Coincident Indicator
5. The GCC Coincident Indicator and the GCC Area GDP Growth Rate6. The GCC Coincident Indicator and the Common Component of National GDP; 7. The GCC Coincident Indicator and the Common Component of National GDP; V. Degree of Commonality and Cyclical Behavior of the Variables; A. Degree of Commonality; B. Business Cycle: Stylized Facts; Tables; 1. The Direction and Timing of Variables Against the Coincident Indicator; VI. Observed Economic Variables and Latent Factors; VII. Conclusion; 2. Testing the Observed Macroeconomic Data Against the Latent Factors; Appendix; I: Data Set; Appendix Tables 1: Data, Degree of Commonality, and Cyclical BehaviorReferences |
Record Nr. | UNINA-9910788337203321 |
Al-Hassan Abdullah
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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