Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes |
Autore | Berger Helge |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 24 p. : ill |
Altri autori (Persone) | HarjesThomas |
Collana | IMF Working Papers |
Soggetto topico |
Liquidity (Economics)
Monetary policy - Europe Finance: General Inflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Forecasting and Other Model Applications Price Level Deflation Monetary Policy International Policy Coordination and Transmission Portfolio Choice Investment Decisions Finance Macroeconomics Excess liquidity International liquidity Liquidity Liquidity indicators Asset and liability management Prices Liquidity management Economics International finance |
ISBN |
1-4623-9109-5
1-4518-7164-3 1-282-84239-0 9786612842399 1-4527-4402-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788348403321 |
Berger Helge | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes |
Autore | Berger Helge |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 24 p. : ill |
Altri autori (Persone) | HarjesThomas |
Collana | IMF Working Papers |
Soggetto topico |
Liquidity (Economics)
Monetary policy - Europe Asset and liability management Deflation Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Economics Excess liquidity Finance Finance: General Forecasting and Other Model Applications Inflation International finance International liquidity International Policy Coordination and Transmission Investment Decisions Liquidity indicators Liquidity management Liquidity Macroeconomics Monetary Policy Portfolio Choice Price Level Prices Time-Series Models |
ISBN |
1-4623-9109-5
1-4518-7164-3 1-282-84239-0 9786612842399 1-4527-4402-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. How to Identify Movements in Liquidity Relevant for Monetary Policy? -- III. Some Stylized Facts -- IV. Global Excess Liquidity and EA Inflation -- A. Within Sample -- B. Out-of Sample -- V. A Glimpse at the Link between Global Liquidity and Monetary Policy Effectiveness -- VI. Conclusion -- References -- Table 1. The Impact of EA, US, and JP Excess Liquidity on Future Inflation -- Figures -- 1. Excess Liquidity, 1970Q1-2008Q2 -- 2. Dynamic Correlation Coefficients of Excess Liquidity -- 3. RMSEs for Alternative Models of Euro Area Inflation for the Forecasting Period 1991Q1 to 2007 Q1 -- 4. Results from an Uncionditioanl VAR for th Euro Area 1991Q1 to 2007Q1 -- 5. Results from a VAR for the Euro Area 1991Q1 to 2007Q1, Conditional on the US Excess Liquidity Regime -- Appendix. |
Record Nr. | UNINA-9910810974403321 |
Berger Helge | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Excess Liquidity and Effectiveness of Monetary Policy : : Evidence from Sub-Saharan Africa / / Magnus Saxegaard |
Autore | Saxegaard Magnus |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (52 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - Africa, Sub-Saharan - Econometric models
Liquidity (Economics) - Econometric models Banks and Banking Finance: General Money and Monetary Policy Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy Finance Banking Monetary economics Excess liquidity Commercial banks Reserve requirements Monetary transmission mechanism Liquidity Economics Banks and banking Monetary policy |
ISBN |
1-4623-3669-8
1-4527-8344-6 1-283-51394-3 1-4519-0909-8 9786613826398 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME STYLIZED FACTS ON RESERVE REQUIREMENTS AND EXCESS LIQUIDITY IN AFRICAN COUNTRIES""; ""III. MEASUREMENT OF EXCESS LIQUIDITY""; ""IV. EXCESS BANK LIQUIDITY AND MONETARY POLICY TRANSMISSION MECHANISM""; ""V. SUMMARY AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910788413503321 |
Saxegaard Magnus | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Excess Liquidity and Effectiveness of Monetary Policy : : Evidence from Sub-Saharan Africa / / Magnus Saxegaard |
Autore | Saxegaard Magnus |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (52 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - Africa, Sub-Saharan - Econometric models
Liquidity (Economics) - Econometric models Banking Banks and Banking Banks and banking Banks Commercial banks Depository Institutions Economics Excess liquidity Finance Finance: General Investment Decisions Liquidity Micro Finance Institutions Monetary economics Monetary Policy Monetary policy Monetary transmission mechanism Money and Monetary Policy Mortgages Portfolio Choice Reserve requirements |
ISBN |
1-4623-3669-8
1-4527-8344-6 1-283-51394-3 1-4519-0909-8 9786613826398 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME STYLIZED FACTS ON RESERVE REQUIREMENTS AND EXCESS LIQUIDITY IN AFRICAN COUNTRIES""; ""III. MEASUREMENT OF EXCESS LIQUIDITY""; ""IV. EXCESS BANK LIQUIDITY AND MONETARY POLICY TRANSMISSION MECHANISM""; ""V. SUMMARY AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910825684303321 |
Saxegaard Magnus | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|