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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Empirical Evidenceon the Effects of Tax Incentives / / Alexander Klemm, Stefan Parys |
Autore | Klemm Alexander |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (27 p.) |
Altri autori (Persone) | ParysStefan |
Collana | IMF Working Papers |
Soggetto topico |
Tax incentives
Tax credits Econometrics Exports and Imports Taxation Corporate Taxation Business Taxes and Subsidies International Fiscal Issues International Public Goods Taxation, Subsidies, and Revenue: General International Investment Long-term Capital Movements Estimation Public finance & taxation Corporate & business tax Finance Econometrics & economic statistics Tax holidays Corporate income tax Foreign direct investment Estimation techniques Taxes Balance of payments Econometric analysis Corporations Investments, Foreign Econometric models |
ISBN |
1-4623-1843-6
1-4519-9937-2 1-4518-7283-6 9786612843501 1-282-84350-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Data; Tables; 1. Tax Variables; 2. Descriptive Statistics; III. Empirical Evidence on Tax Competition; A. Methodology; Figures; 1. Average Tax Rates and Incentives Over the Years; B. Results; 3. The Choice Between Estimation Methods; 4. Fiscal Interactions for Different Tax Instruments; IV. Empirical Evidence on The Effect on Investment and Growth; A. Methodology; B. Results; 5. The Choice of Estimation Method; 6. The Effects of Tax Instruments on Investment and Growth; V. Conclusion; Appendixes; 1. Countries and Periods Covered in the Corporate Tax Dataset.
References |
Record Nr. | UNINA-9910788332603321 |
Klemm Alexander
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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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Institutions versus Geography : : Subnational Evidence from the United States / / Alma Romero-Barrutieta, Eric Clifton |
Autore | Romero-Barrutieta Alma |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (26 p.) |
Altri autori (Persone) | CliftonEric |
Collana | IMF Working Papers |
Soggetto topico |
Economic development
Economic geography Econometrics Macroeconomics Public Finance Poverty and Homelessness Welfare, Well-Being, and Poverty: General Personal Income, Wealth, and Their Distributions Estimation Taxation, Subsidies, and Revenue: General Econometric Modeling: General Poverty & precarity Econometrics & economic statistics Public finance & taxation Poverty Personal income Estimation techniques Institutional arrangements for revenue administration Spatial models Econometric models Income Revenue |
ISBN |
1-4623-9117-6
1-4527-5619-8 1-283-51903-8 9786613831484 1-4519-8613-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. INSTITUTIONS AND GEOGRAPHY""; ""III. DATA""; ""IV. EVIDENCE""; ""V. CONCLUSIONS""; ""References"" |
Record Nr. | UNINA-9910788689703321 |
Romero-Barrutieta Alma
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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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Kernel Density Estimation Based on Grouped Data : : The Case of Poverty Assessment / / Camelia Minoiu, Sanjay Reddy |
Autore | Minoiu Camelia |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (36 p.) |
Disciplina | 339.46 |
Altri autori (Persone) | ReddySanjay |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Poverty - Measurement
Income distribution - Econometric models Kernel functions Econometrics Macroeconomics Demography Poverty and Homelessness Welfare, Well-Being, and Poverty: General Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Demographic Economics: General Estimation Poverty & precarity Population & demography Econometrics & economic statistics Poverty Personal income Income distribution Population and demographics Estimation techniques Income Population Econometric models |
ISBN |
1-4623-9111-7
1-4527-8641-0 1-4518-7041-8 1-282-84134-3 9786612841347 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Motivation; II. The Data Structure and the Bias of the Estimator; III. The Bandwidth and Kernels Considered; IV. Monte Carlo Study; A. Theoretical Distributions; B. Summary Statistics, Density Estimates and Diagrams; C. Poverty Estimates; V. Country Studies; VI. Global Poverty; VII. Conclusions; References; Appendix; Appendix Figures; 1. Distributions used in Monte Carlo analysis; 2. Bias of KDE-based density (log-normal distribution); Appendix Tables; 1. Summary statistics from KDE-based sample; 3. Bias of estimated density (multimodal distribution)
4. Bias of estimated density (Dagum distribution)2. Bias of poverty measures (Low and High Poverty Lines); 5. Bias in the poverty headcount ratio versus location of poverty line; 3. Bias of poverty measures (Triweight kernel, Poverty line: 0.25 x median); 4. Bias of poverty measures (Hybrid bandwidth, Poverty line: 0.5 x median); 5. Bias of poverty measures (Epanechnikov kernel, Silverman bandwidth); 6. Bias of poverty measures (Gaussian kernel, Poverty line: Capability); 6. Survey-based and grouped data KDE-based density estimates; 7. Global poverty rates (% poor) 8. Global poverty counts (millions) |
Record Nr. | UNINA-9910788232703321 |
Minoiu Camelia
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen |
Autore | Mirestean Alin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (45 p.) |
Altri autori (Persone) |
TsangaridesCharalambos
ChenHuigang |
Collana | IMF Working Papers |
Soggetto topico |
Panel analysis
Bayesian statistical decision theory Econometrics Data Processing Bayesian Analysis: General Estimation Data Collection and Data Estimation Methodology Computer Programs: General Bayesian inference Econometrics & economic statistics Data capture & analysis Bayesian models Estimation techniques Data processing Econometric models Electronic data processing |
ISBN |
1-4623-7192-2
1-4527-1274-3 9786612842955 1-4518-7221-6 1-282-84295-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Model Uncertainty in the Bayesian Context; A. Model Selection and Hypothesis Testing; B. Bayesian Model Averaging; C. Choice of Priors; III. Limited Information Bayesian Model Averaging; A. A Dynamic Panel Data Model with Endogenous Regressors; B. Estimation and Moment Conditions; C. The Limited Information Criterion; IV. Monte Carlo Simualtions and Results; A. The Data Generating Process; B. Simulation Results; V. Conclusion; References; Tables; 1. Posterior Probability of the True Model; 2. Posterior Probability Ratio of True Model/Best among the Other Models
3. Probability of Retrieving the True Model4. Model Recovery: Medians and Variances of Posterior Inclusi; 5. Model Recovery: Medians and Variances of Estimated Paramet; 6. Posterior Probability of the True Model (Non-Gaussian Case); 7. Posterior Probability Ratio: True Model/best among the Other Models (Non-Gaussian Case); 8. Probability of Retrieving the True Model (Non-Gaussian Case); 9. Model Recovery: Medians and Variances of Posterior Inclusion Probability for Each Variable (Non-Gaussian Case); 10. Model Recovery: Medians and Variances of Estimated Parameter Values (Non- Gaussian Case) Appendix A Figures1. Posterior Densities for the Probabilities in Table 1; 2. Posterior Densities for the Probabilities in Table 2; 3. Box Plots for Parameters in Table 5; 4. Posterior Densities for the Probabilities in Table 6; 5. Posterior Densities for the Probabilities in Table 7; 6. Box Plots for Parameters in Table 10 |
Record Nr. | UNINA-9910788337703321 |
Mirestean Alin
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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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Mr. Ricardo’s Great Adventure : : Estimating Fiscal Multipliers in a Truly Intertemporal Model / / Silvia Sgherri, Tamim Bayoumi |
Autore | Sgherri Silvia |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (30 p.) |
Altri autori (Persone) | BayoumiTamim |
Collana | IMF Working Papers |
Soggetto topico |
Fiscal policy
Multiplier (Economics) Econometrics Macroeconomics Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Estimation Econometrics & economic statistics Income Personal income Consumption Disposable income Estimation techniques Economics National income Econometric models |
ISBN |
1-4623-4677-4
1-4519-9541-5 1-283-51821-X 1-4519-8599-1 9786613830661 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME THEORY""; ""III. SOME ESTIMATES""; ""IV. SOME ANALYSIS""; ""V. SOME CONCLUSIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910788695603321 |
Sgherri Silvia
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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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On the Properties of Various Estimators for Fiscal Reaction Functions / / Oya Celasun, Joong Kang |
Autore | Celasun Oya |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (29 p.) |
Altri autori (Persone) | KangJoong |
Collana | IMF Working Papers |
Soggetto topico |
Fiscal policy - Econometric models
Finance, Public Econometrics Investments: Bonds Macroeconomics Public Finance Production and Operations Management 'Panel Data Models Spatio-temporal Models' National Deficit Surplus Debt Debt Management Sovereign Debt Macroeconomics: Production Fiscal Policy Estimation General Financial Markets: General (includes Measurement and Data) Public finance & taxation Econometrics & economic statistics Investment & securities Output gap Fiscal stance Public debt Estimation techniques Bonds Production Economic theory Fiscal policy Debts, Public Econometric models |
ISBN |
1-4623-1146-6
1-4527-2390-7 1-282-44778-5 1-4519-8900-8 9786613820983 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BIASES OF ORDINARY-LEAST-SQUARES (OLS) AND LEAST-SQUARES-WITH-DUMMY VARIABLES ( LSDV) ESTIMATORS: ANALYTICAL SOLUTIONS""; ""III. MONTE CARLO EXPERIMENTS""; ""IV. CONCLUSION""; ""References"" |
Record Nr. | UNINA-9910788523403321 |
Celasun Oya
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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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Remittances : : An Automatic Output Stabilizer? / / Dalia Hakura, Ralph Chami, Peter Montiel |
Autore | Hakura Dalia |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (33 p.) |
Disciplina | 338.9669 |
Altri autori (Persone) |
ChamiRalph
MontielPeter |
Collana | IMF Working Papers |
Soggetto topico |
Economic assistance
Economic development Econometrics Exports and Imports Macroeconomics Remittances Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Estimation International economics Econometrics & economic statistics Outward remittances Government consumption Income Estimation techniques International finance Emigrant remittances Consumption Economics Econometric models |
ISBN |
1-4623-7696-7
1-4527-9547-9 1-282-84311-7 1-4518-7238-0 9786612843112 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Determinants of Growth Volatility; A. Exogenous Shocks; B. Persistent Country Characteristics; C. The Institutional Environment; D. Remittance Flows; III. Ordinary Least Squares Estimation; IV. Instrumental Variables Estimation; V. Generalized Method of Moments Dynamic Panel Estimation; VI. Testing for Nonlinear Effects; VII. An Application: Remittances and Output Stability in the Middle East and North Africa; VIII. Summary and Conclusions; Tables; 1. Output Volatility and Workers Remittances
2. Descriptive Statistics of Dependent and Explanatory Variables 1970 - 20043. Ordinary Least Squares and Instrumental Variables Regression Results; 4. Panel Data Description, 1980 -- 2004; 5. Panel Regression Results; 6. Nonlinear Ordinary Least Squares and Instrumental Variables Regression Results; 7. Nonlinear GMM System Estimation; 8. Estimated Impact of Remittances on Volatility; A. Data Definitions and Sources; Appendixes; Data Appendix; B. Country Coverage; Country Coverage; References |
Record Nr. | UNINA-9910788335803321 |
Hakura Dalia
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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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Structural Reforms, IMF Programs and Capacity Building : : An Empirical Investigation / / Rabah Arezki, Marc Quintyn, Frederik Toscani |
Autore | Arezki Rabah |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (30 p.) |
Altri autori (Persone) |
QuintynMarc
ToscaniFrederik |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Technical assistance
Economic assistance Econometrics Exports and Imports Macroeconomics Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General International Lending and Debt Problems Efficiency Optimal Taxation Institutions and the Macroeconomy Current Account Adjustment Short-term Capital Movements Estimation International economics Econometrics & economic statistics Structural reforms Estimation techniques Capital account Current account Macrostructural analysis Econometric analysis Balance of payments Econometric models |
ISBN |
1-4755-1155-8
1-4755-1154-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. Data; A. Structural reforms; B. IMF Capacity Building Activities and IMF Programs; C. Controls; D. Who receives IMF Capacity Building and Programs?; III. Empirical Strategy; A. Conceptual discussion; IMF training and reforms; IMF technical assistance and reforms; B. Model specification; Structural Reforms and Capacity Building; Program implementation and capacity building; C. Results; D. Robustness; IV. Endogeneity Issues; V. Conclusions; References; Appendixes; Appendix 1. Typology of IMF Programs
Appendix 2. Table A1. Exploratory Regressions: What country features are associatedFigures; Figure 1. Evolution of Training Activities by Region; Figure 2. Total Number of Trained Officials during 1981-2011; Figure 3. Evolution of Technical Assistance by Region; Figure 4. Total Number of Technical Assistance during 1990-2012; Figure 5. Evolution of IMF Programs by Region; Figure 6. Actual Technical Assistance vs. Predicted Allocation; Tables; Table 1. Exploratory regression relating IMF program to structural reforms; Table 2. Results for training and TA interacted with programs Table 3. Results for Training and TA interacted with programsTable 4. Capacity building and program failure; Table 5. Impact of training on structural reforms controlling for country motivation; Table 6. Impact of technical assistance on structural reforms using instrument based on; Table 7. Capacity building and program success using an instrument based on donor |
Record Nr. | UNINA-9910786486303321 |
Arezki Rabah
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Trade and Thy Neighbor’s War / / Mahvash Qureshi |
Autore | Qureshi Mahvash |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (84 p.) |
Collana | IMF Working Papers |
Soggetto topico |
International trade
International economic relations Econometrics Exports and Imports Macroeconomics Trade Policy International Trade Organizations Personal Income, Wealth, and Their Distributions Empirical Studies of Trade Estimation Econometric Modeling: General International economics Econometrics & economic statistics Plurilateral trade Personal income Trade balance Estimation techniques Gravity models Income Balance of trade Econometric models |
ISBN |
1-4623-2649-8
1-282-84470-9 1-4518-7428-6 1-4527-5711-9 9786612844706 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Methodology; A. Analytical framework; B. Estimation issues; C. Defining neighbor at war; III. Data; A. Neighbor at war; Figure 1. Conflict in neighboring countries, 1948-2006; Figure 2. Societal armed conflict in neighboring states, 1950-2006; Figure 3. International armed conflict in neighboring states, 1950-2006; Figure 4. Conflict and bilateral trade, 1948-2006; B. Dyadic data description; Table 1. Correlation between domestic and regional conflicts, 1948-2006
Table 2. Distribution of societal and international conflict in neighbors, 1948-2006IV. Empirical Results; A. World sample; Table 3. Estimation results for conflict presence, world sample (1948-2006); Table 4. Estimation results for conflict intensity, world sample (1948-2006); Table 5. Estimation results for border weighted conflict, world sample (1948-2006); B. Subsamples; Table 6. Estimation results for conflict presence, subsamples (1948-2006); Table 7. Estimation results for conflict intensity, subsamples (1948-2006) Table 8. Estimation results for border weighted conflict presence, subsamples (1948-2006)Table 9. Estimation results for border weighted conflict intensity, subsamples (1948-2006); Figure 5. Regional conflict and trade, 1950-2006; C. Dynamic effects of neighbors at war; Figure 6. Impact of regional conflicts on bilateral trade, 1948-2006; Table 10. Estimation results for regional conflict duration, 1948-2006; Table 11. Persistence in regional warfare effects, world sample (1948-2006); Table 12. Persistence in regional warfare effects, subsamples (1948-2006); D. Sensitivity analysis V. ConclusionAppendix A; Table A1. Variable definitions and data sources; Table A2. Summary statistics of selected variables for dyadic data; Table A3. List of countries based on income groups; Appendix B; Table B1. Estimation results with alternate datasets; Table B2. Estimation results with alternate proxies, 1948-2006; Table B3. Estimation results with alternate specifications, 1948-2006; Table B4. Estimation results with IV approach, 1948-2006; Table B5. Estimation results for different regions, 1948-2006; References; Footnotes |
Record Nr. | UNINA-9910788221503321 |
Qureshi Mahvash
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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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