Bank losses, monetary policy and financial stability : evidence on the interplay from panel data / / Erlend Nier and Lea Zicchino ; authorized for distribution by Karl Habermeier |
Autore | Nier Erlend |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (32 p.) |
Disciplina | 332.1 |
Altri autori (Persone) |
ZicchinoLea
HabermeierKarl Friedrich |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Bank failures - Econometric models
Monetary policy - Econometric models Economic stabilization - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-0231-9
1-4527-6723-8 9786612841835 1-4518-7090-6 1-282-84183-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries
8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10. The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References |
Record Nr. | UNINA-9910463631403321 |
Nier Erlend | ||
[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data / / Lea Zicchino, Erlend Nier |
Autore | Zicchino Lea |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (32 p.) |
Disciplina | 332.1 |
Altri autori (Persone) | NierErlend |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Bank failures - Econometric models
Monetary policy - Econometric models Economic stabilization - Econometric models Banks and Banking Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Monetary economics Banking Finance Economic & financial crises & disasters Bank credit Loans Credit Banking crises Banks and banking Financial crises |
ISBN |
1-4623-0231-9
1-4527-6723-8 9786612841835 1-4518-7090-6 1-282-84183-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries
8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10. The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References |
Record Nr. | UNINA-9910788345203321 |
Zicchino Lea | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data / / Lea Zicchino, Erlend Nier |
Autore | Zicchino Lea |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (32 p.) |
Disciplina | 332.1 |
Altri autori (Persone) | NierErlend |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Bank failures - Econometric models
Monetary policy - Econometric models Economic stabilization - Econometric models Bank credit Banking crises Banking Banks and Banking Banks and banking Banks Credit Depository Institutions Economic & financial crises & disasters Finance Financial Crises Financial crises Industries: Financial Services Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages |
ISBN |
1-4623-0231-9
1-4527-6723-8 9786612841835 1-4518-7090-6 1-282-84183-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Theory and Hypothesis Development; III. Empirical Method and Data; Tables; 1. Summary Statistics; 2. Average of Provision Ratio; IV. Benchmark Results; 3. Benchmark Equation-Determinants of Loan Growth; V. The Effect of Monetary Policy; 4. The Effect of Losses and Monetary Policy-Interactions; 5. The Effect of Capital and Monetary Policy-Interactions; 6. The Effect of Losses, Capital, and Monetary Policy-Interactions; VI. Financial Conditions: Crisis Versus Noncrisis Countries; 7. Determinants of Loan Growth: Crisis Versus Non-crisis Countries
8. Monetary Policy and Banking Crises VII. Robustness Checks; A. Bank-fixed Effects; 9. Monetary Policy and Banking Crises-Interactions; 10. The Effect of Losses and Monetary Policy-Fixed Effects; B. Endogeneity of Bank-specific Characteristics; VIII. Conclusions; 11. The Effect of Losses and Monetary Policy-Robustness to Endogeneity (Fixed Effects Estimate); 12. Description of Variables and Data Sources; 13. Summary Statistics: Monetary Policy and Banking Crisis Countries; 14. Summary Statistics: Monetary Policy and Banking Crisis Episodes; Appendix; References |
Record Nr. | UNINA-9910816917903321 |
Zicchino Lea | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Kontrolltheoretische Ansaetze in makrooekonometrischen Modellen / / Heinz König (Hrsg) |
Edizione | [First edition.] |
Pubbl/distr/stampa | Frankfurt am Main, Germany : , : Peter Lang International Academic Publishing Group, , 1986 |
Descrizione fisica | 1 online resource |
Disciplina | 339.5011 |
Collana | Allokation Im Marktwirtschaftlichen System Series |
Soggetto topico |
Economic stabilization - Econometric models
Control theory - Econometric models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ger |
Nota di contenuto | Cover -- Heinz König: Einführung in das Thema und Übersicht über die Beiträge -- Harald Frommholz: Adaptive Entscheidungsmodelle -- Wolfgang Franz, Theo Kempf, Horst Kräger: Stabilisierungspolitik im Rahmen eines stochastischen Kontrollansatzes: Eine empirische Analyse für die Bundesrepublik Deutschland -- Harald Frommholz, Jürgen Wolters: Kontrolltheoretische Ansätze zur Bestimmung von Feedback-Regeln: Eine Sensitivitätsanalyse. |
Record Nr. | UNINA-9910418267803321 |
Frankfurt am Main, Germany : , : Peter Lang International Academic Publishing Group, , 1986 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The size of government and U.S.-European differences in economic performance [[electronic resource] /] / prepared by Gerwin Bell and Norikazu Tawara |
Autore | Bell Gerwin |
Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) | TawaraNorikazu |
Collana | IMF working paper |
Soggetto topico |
Economic development - Political aspects
Economic stabilization - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-3761-9
1-4527-0265-9 1-4518-7239-9 9786612843129 1-282-84312-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. The Basic Model; Tables; 1. GDP Level Accounting relative to the U.S; III. The Economic Effects of Government; A. The Base Case; B. The Welfare Effect of Government in International Perspective; Figures; 1. Key Parameters of the Baseline Model by Country, 1970-2001; C. Assessing the Fit of the Model; 2. Incremental Welfare Improvement for Different Tax Policies; D. Different Preference Structures; 3. Goodness of Fit over the Period 1970-99; IV. A Role for Efficiency-Enhancing Government; A. Frictions in the Labor Market; 4. Goodness of Fit of the Friction Model
B. Labor Market Frictions, Productivity, and Policy 2. Calibrated Vacancy Cost and Match Productivity (1990-99); 3. Bivariate Relations between Labor Market Policies and Efficiency; 5. OLS Regression of Labor Market Efficiency Indicators and Policies; V. Concluding Remarks; References; Appendices; I. Labor Supply in Balanced Growth Models; II. Analysis of Welfare Effects of Different Government Size; III. Introducing Risk Aversion and Capital; IV. Calibrating Labor Market Search Frictions for European Countries Using a Search Model |
Record Nr. | UNINA-9910464074903321 |
Bell Gerwin | ||
[Washington D.C.], : International Monetary Fund, 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Size of Government and U.S.-European Differences in Economic Performance / / Gerwin Bell, Norikazu Tawara |
Autore | Bell Gerwin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) | TawaraNorikazu |
Collana | IMF Working Papers |
Soggetto topico |
Economic development - Political aspects
Economic stabilization - Econometric models Labor Macroeconomics Taxation Fiscal Policy Demand and Supply of Labor: General Labor Economics: General Taxation, Subsidies, and Revenue: General Labor Economics Policies Labour income economics Public finance & taxation Labor supply Labor markets Marginal effective tax rate Labor market policy Tax policy Labor market Labor economics Tax administration and procedure Manpower policy |
ISBN |
1-4623-3761-9
1-4527-0265-9 1-4518-7239-9 9786612843129 1-282-84312-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. The Basic Model; Tables; 1. GDP Level Accounting relative to the U.S; III. The Economic Effects of Government; A. The Base Case; B. The Welfare Effect of Government in International Perspective; Figures; 1. Key Parameters of the Baseline Model by Country, 1970-2001; C. Assessing the Fit of the Model; 2. Incremental Welfare Improvement for Different Tax Policies; D. Different Preference Structures; 3. Goodness of Fit over the Period 1970-99; IV. A Role for Efficiency-Enhancing Government; A. Frictions in the Labor Market; 4. Goodness of Fit of the Friction Model
B. Labor Market Frictions, Productivity, and Policy 2. Calibrated Vacancy Cost and Match Productivity (1990-99); 3. Bivariate Relations between Labor Market Policies and Efficiency; 5. OLS Regression of Labor Market Efficiency Indicators and Policies; V. Concluding Remarks; References; Appendices; I. Labor Supply in Balanced Growth Models; II. Analysis of Welfare Effects of Different Government Size; III. Introducing Risk Aversion and Capital; IV. Calibrating Labor Market Search Frictions for European Countries Using a Search Model |
Record Nr. | UNINA-9910788337103321 |
Bell Gerwin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Size of Government and U.S.-European Differences in Economic Performance / / Gerwin Bell, Norikazu Tawara |
Autore | Bell Gerwin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (53 p.) |
Disciplina | 332.1 |
Altri autori (Persone) | TawaraNorikazu |
Collana | IMF Working Papers |
Soggetto topico |
Economic development - Political aspects
Economic stabilization - Econometric models Demand and Supply of Labor: General Fiscal Policy Income economics Labor Economics Policies Labor economics Labor Economics: General Labor market policy Labor market Labor markets Labor supply Labor Labour Macroeconomics Manpower policy Marginal effective tax rate Public finance & taxation Tax administration and procedure Tax policy Taxation Taxation, Subsidies, and Revenue: General |
ISBN |
1-4623-3761-9
1-4527-0265-9 1-4518-7239-9 9786612843129 1-282-84312-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. The Basic Model; Tables; 1. GDP Level Accounting relative to the U.S; III. The Economic Effects of Government; A. The Base Case; B. The Welfare Effect of Government in International Perspective; Figures; 1. Key Parameters of the Baseline Model by Country, 1970-2001; C. Assessing the Fit of the Model; 2. Incremental Welfare Improvement for Different Tax Policies; D. Different Preference Structures; 3. Goodness of Fit over the Period 1970-99; IV. A Role for Efficiency-Enhancing Government; A. Frictions in the Labor Market; 4. Goodness of Fit of the Friction Model
B. Labor Market Frictions, Productivity, and Policy 2. Calibrated Vacancy Cost and Match Productivity (1990-99); 3. Bivariate Relations between Labor Market Policies and Efficiency; 5. OLS Regression of Labor Market Efficiency Indicators and Policies; V. Concluding Remarks; References; Appendices; I. Labor Supply in Balanced Growth Models; II. Analysis of Welfare Effects of Different Government Size; III. Introducing Risk Aversion and Capital; IV. Calibrating Labor Market Search Frictions for European Countries Using a Search Model |
Record Nr. | UNINA-9910827478603321 |
Bell Gerwin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|