Global financial crisis, financial contagion and emerging markets [[electronic resource] /] / prepared by F. Gulcin Ozkan and D. Filiz Unsal
| Global financial crisis, financial contagion and emerging markets [[electronic resource] /] / prepared by F. Gulcin Ozkan and D. Filiz Unsal |
| Autore | Ozkan F. Gulcin |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2012 |
| Descrizione fisica | 1 online resource (59 p.) |
| Altri autori (Persone) | UnsalD. Filiz |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Developing countries Financial crises - Developing countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4755-7227-1
1-4755-1849-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms; 2.2.1 Production Firms; 2.2.2 Importing Firms; 2.2.3 Unfinished Capital Producing Firms; 2.3 Entrepreneurs; 2.4 Monetary Policy; 2.5 General Equilibrium and Balance of Payments Dynamics; 3. Solution and Parametrization; 3.1 Consumption, Production and Monetary Policy; 3.2 Entrepreneurs; 4. Financial Crisis and the Domestic Economy; 4.1 Model Dynamics; 4.2 Financial Crisis Originating in the Domestic Economy; 4.3 Financial Crisis in the Global Economy; 4.3.1 The Impact of the financial shock on the foreign economy
4.3.2 The transmission of the foreign shock onto the domestic economy 4.3.3 The role of trade openness; 4.4 Monetary Policy Options and Welfare Analysis; 5. Conclusions; References; Appendixes; A. Optimal Contracting Problem; B. Model Equations; B.2 Model Equations: Foreign Economy; Tables; 1. Parameter Values for Consumption, Production and Monetary Policy; 2. Parameter Values for the Entrepreneurial Sector; 3. Business Cycles in Emerging Economies: Data vs. Model; 4. Business Cycles in Advanced (Big) Economies: Data vs. Model; 5. Cross-Country Correlations; 6. Welfare Results; Figures 1. Responses to a Financial Crisis in Domestic Economy 2. Responses to a Financial Crisis in a Foreign Economy; 3. Responses to a Financial Crisis in Foreign Economy with Financial Contagion; 4. Responses to a Financial Crisis in Foreign Economy without Financial Contagion; 5. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Impact of Openness; 6. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Impact of Openness 7. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy 8. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy |
| Record Nr. | UNINA-9910452750303321 |
Ozkan F. Gulcin
|
||
| Washington, D.C., : International Monetary Fund, c2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Financial Crisis, Financial Contagion, and Emerging Markets / / Gülçin Özkan, Filiz Unsal
| Global Financial Crisis, Financial Contagion, and Emerging Markets / / Gülçin Özkan, Filiz Unsal |
| Autore | Özkan Gülçin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (59 p.) |
| Altri autori (Persone) | UnsalFiliz |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Developing countries Financial crises - Developing countries - Econometric models Finance: General Financial Risk Management Foreign Exchange Labor Labor Demand General Financial Markets: Government Policy and Regulation Financial Crises Currency Foreign exchange Labour income economics Finance Economic & financial crises & disasters Conventional peg Self-employment Exchange rate arrangements Financial contagion Financial crises Financial sector policy and analysis Self-employed Financial risk management |
| ISBN |
1-4755-7227-1
1-4755-1849-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms; 2.2.1 Production Firms; 2.2.2 Importing Firms; 2.2.3 Unfinished Capital Producing Firms; 2.3 Entrepreneurs; 2.4 Monetary Policy; 2.5 General Equilibrium and Balance of Payments Dynamics; 3. Solution and Parametrization; 3.1 Consumption, Production and Monetary Policy; 3.2 Entrepreneurs; 4. Financial Crisis and the Domestic Economy; 4.1 Model Dynamics; 4.2 Financial Crisis Originating in the Domestic Economy; 4.3 Financial Crisis in the Global Economy; 4.3.1 The Impact of the financial shock on the foreign economy
4.3.2 The transmission of the foreign shock onto the domestic economy 4.3.3 The role of trade openness; 4.4 Monetary Policy Options and Welfare Analysis; 5. Conclusions; References; Appendixes; A. Optimal Contracting Problem; B. Model Equations; B.2 Model Equations: Foreign Economy; Tables; 1. Parameter Values for Consumption, Production and Monetary Policy; 2. Parameter Values for the Entrepreneurial Sector; 3. Business Cycles in Emerging Economies: Data vs. Model; 4. Business Cycles in Advanced (Big) Economies: Data vs. Model; 5. Cross-Country Correlations; 6. Welfare Results; Figures 1. Responses to a Financial Crisis in Domestic Economy 2. Responses to a Financial Crisis in a Foreign Economy; 3. Responses to a Financial Crisis in Foreign Economy with Financial Contagion; 4. Responses to a Financial Crisis in Foreign Economy without Financial Contagion; 5. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Impact of Openness; 6. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Impact of Openness 7. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy 8. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy |
| Record Nr. | UNINA-9910779642503321 |
Özkan Gülçin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Financial Crisis, Financial Contagion, and Emerging Markets / / Gülçin Özkan, Filiz Unsal
| Global Financial Crisis, Financial Contagion, and Emerging Markets / / Gülçin Özkan, Filiz Unsal |
| Autore | Özkan Gülçin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (59 p.) |
| Disciplina | 332.1;332.152 |
| Altri autori (Persone) | UnsalFiliz |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Developing countries Financial crises - Developing countries - Econometric models Conventional peg Currency Economic & financial crises & disasters Exchange rate arrangements Finance Finance: General Financial contagion Financial Crises Financial crises Financial Risk Management Financial risk management Financial sector policy and analysis Foreign Exchange Foreign exchange General Financial Markets: Government Policy and Regulation Income economics Labor Demand Labor Labour Self-employed Self-employment |
| ISBN |
9781475572278
1475572271 9781475518498 1475518498 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households; 2.2 Firms; 2.2.1 Production Firms; 2.2.2 Importing Firms; 2.2.3 Unfinished Capital Producing Firms; 2.3 Entrepreneurs; 2.4 Monetary Policy; 2.5 General Equilibrium and Balance of Payments Dynamics; 3. Solution and Parametrization; 3.1 Consumption, Production and Monetary Policy; 3.2 Entrepreneurs; 4. Financial Crisis and the Domestic Economy; 4.1 Model Dynamics; 4.2 Financial Crisis Originating in the Domestic Economy; 4.3 Financial Crisis in the Global Economy; 4.3.1 The Impact of the financial shock on the foreign economy
4.3.2 The transmission of the foreign shock onto the domestic economy 4.3.3 The role of trade openness; 4.4 Monetary Policy Options and Welfare Analysis; 5. Conclusions; References; Appendixes; A. Optimal Contracting Problem; B. Model Equations; B.2 Model Equations: Foreign Economy; Tables; 1. Parameter Values for Consumption, Production and Monetary Policy; 2. Parameter Values for the Entrepreneurial Sector; 3. Business Cycles in Emerging Economies: Data vs. Model; 4. Business Cycles in Advanced (Big) Economies: Data vs. Model; 5. Cross-Country Correlations; 6. Welfare Results; Figures 1. Responses to a Financial Crisis in Domestic Economy 2. Responses to a Financial Crisis in a Foreign Economy; 3. Responses to a Financial Crisis in Foreign Economy with Financial Contagion; 4. Responses to a Financial Crisis in Foreign Economy without Financial Contagion; 5. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Impact of Openness; 6. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Impact of Openness 7. Responses to a Financial Crisis in Foreign Economy with Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy 8. Responses to a Financial Crisis in Foreign Economy without Financial Contagion: Domestic Economy-The Role of Monetary Policy Strategy |
| Record Nr. | UNINA-9910969825103321 |
Özkan Gülçin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Post-crisis recovery [[electronic resource] ] : when does increased fiscal discipline work? / / prepared by Pritha Mitra
| Post-crisis recovery [[electronic resource] ] : when does increased fiscal discipline work? / / prepared by Pritha Mitra |
| Autore | Mitra Pritha <1974-> |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, IMF Institute, c2006 |
| Descrizione fisica | 1 online resource (45 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Financial crises - Developing countries - Econometric models
Fiscal policy - Developing countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7805-6
1-4527-6729-7 1-283-51291-2 1-4519-0932-2 9786613825360 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. THE MODEL""; ""A. Households""; ""B. Firms""; ""C. Government""; ""D. Domestic Financial Intermediary""; ""E. Foreign Creditor""; ""IV. EQUILIBRIUM CONDITIONS""; ""V. PARAMETERS""; ""VI. SIMULATIONS""; ""A. The Base Case""; ""B. Application of Disciplined Fiscal Policy""; ""C. Application of Simulation Results to Korea and Thailand""; ""VII. CONCLUSIONS AND FURTHER RESEARCH""; ""References""; ""Appendix: Simulated Paths of Variables"" |
| Record Nr. | UNINA-9910464842503321 |
Mitra Pritha <1974->
|
||
| Washington, D.C., : International Monetary Fund, IMF Institute, c2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra
| Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra |
| Autore | Mitra Pritha |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (45 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises - Developing countries - Econometric models
Fiscal policy - Developing countries - Econometric models Macroeconomics Public Finance Industries: Financial Services General Aggregative Models: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Fiscal Policy Open Economy Macroeconomics Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Debt Debt Management Sovereign Debt Banks Depository Institutions Micro Finance Institutions Mortgages Labor Economics: General Taxation, Subsidies, and Revenue: General Public finance & taxation Finance Labour income economics Public debt Fiscal policy Collateral Labor Revenue administration Financial institutions Debts, Public Loans Labor economics Revenue |
| ISBN |
1-4623-7805-6
1-4527-6729-7 1-283-51291-2 1-4519-0932-2 9786613825360 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. THE MODEL""; ""A. Households""; ""B. Firms""; ""C. Government""; ""D. Domestic Financial Intermediary""; ""E. Foreign Creditor""; ""IV. EQUILIBRIUM CONDITIONS""; ""V. PARAMETERS""; ""VI. SIMULATIONS""; ""A. The Base Case""; ""B. Application of Disciplined Fiscal Policy""; ""C. Application of Simulation Results to Korea and Thailand""; ""VII. CONCLUSIONS AND FURTHER RESEARCH""; ""References""; ""Appendix: Simulated Paths of Variables"" |
| Record Nr. | UNINA-9910788408203321 |
Mitra Pritha
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra
| Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra |
| Autore | Mitra Pritha |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (45 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises - Developing countries - Econometric models
Fiscal policy - Developing countries - Econometric models Banks Collateral Debt Management Debt Debts, Public Depository Institutions Finance Financial institutions Fiscal Policy Fiscal policy General Aggregative Models: General Income economics Industries: Financial Services Labor economics Labor Economics: General Labor Labour Loans Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Macroeconomics Micro Finance Institutions Mortgages Open Economy Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Public debt Public finance & taxation Public Finance Revenue administration Revenue Sovereign Debt Taxation, Subsidies, and Revenue: General |
| ISBN |
9786613825360
9781462378050 1462378056 9781452767291 1452767297 9781283512916 1283512912 9781451909326 1451909322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. THE MODEL""; ""A. Households""; ""B. Firms""; ""C. Government""; ""D. Domestic Financial Intermediary""; ""E. Foreign Creditor""; ""IV. EQUILIBRIUM CONDITIONS""; ""V. PARAMETERS""; ""VI. SIMULATIONS""; ""A. The Base Case""; ""B. Application of Disciplined Fiscal Policy""; ""C. Application of Simulation Results to Korea and Thailand""; ""VII. CONCLUSIONS AND FURTHER RESEARCH""; ""References""; ""Appendix: Simulated Paths of Variables"" |
| Record Nr. | UNINA-9910959021203321 |
Mitra Pritha
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sudden stops and optimal self-insurance [[electronic resource] /] / prepared by Jun Il Kim
| Sudden stops and optimal self-insurance [[electronic resource] /] / prepared by Jun Il Kim |
| Autore | Kim Jun (Jun Il) |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Research Dept., 2008 |
| Descrizione fisica | 1 online resource (36 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Bank reserves - Developing countries - Econometric models
Financial crises - Developing countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-8001-8
1-4527-8137-0 1-4518-7002-7 1-282-84095-9 9786612840951 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. Model Calibration; IV. Concluding Remarks; Text Tables; 1. Actual and Calibrated Optimal Reserves for Selected EM Countries: 1993-2006; 2. Implied Probability of a Sudden Stop for Selected EM Countries: 1994-2007; 3. IMF Arrangements for Selected EM Countries: 1993-2006; Text Figures; 1. Actual and Calibrated Optimal Reserves for Selected EM Countries: 1993-; A. Latin America; B. Asia, Russia and Turkey; 2. Implied Probability of a Sudden Stop for Selected EM Countries: 1994-; A. Latin America; B. Asia, Russia and Turkey
3. Actual θ and Default Threshold θ* for Selected EM Countries: 1993-A. Latin America; B. Asia, Russia and Turkey; 4. Sources of Reserve Accumulation for Selected EM Countries: 1993-; A. Latin America; B. Asia, Russia and Turkey; Appendix: Creditor Coordination Problem; References |
| Record Nr. | UNINA-9910464002203321 |
Kim Jun (Jun Il)
|
||
| Washington, D.C., : International Monetary Fund, Research Dept., 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sudden Stops and Optimal Self-Insurance / / Jun Kim
| Sudden Stops and Optimal Self-Insurance / / Jun Kim |
| Autore | Kim Jun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (36 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank reserves - Developing countries - Econometric models
Financial crises - Developing countries - Econometric models Banks and Banking Exports and Imports Finance: General International Investment Long-term Capital Movements Current Account Adjustment Short-term Capital Movements General Financial Markets: General (includes Measurement and Data) Monetary Policy International economics Finance Banking Sudden stops Capital account crisis Current account Emerging and frontier financial markets Reserves accumulation Capital movements Balance of payments Financial services industry Foreign exchange reserves |
| ISBN |
1-4623-8001-8
1-4527-8137-0 1-4518-7002-7 1-282-84095-9 9786612840951 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. Model Calibration; IV. Concluding Remarks; Text Tables; 1. Actual and Calibrated Optimal Reserves for Selected EM Countries: 1993-2006; 2. Implied Probability of a Sudden Stop for Selected EM Countries: 1994-2007; 3. IMF Arrangements for Selected EM Countries: 1993-2006; Text Figures; 1. Actual and Calibrated Optimal Reserves for Selected EM Countries: 1993-; A. Latin America; B. Asia, Russia and Turkey; 2. Implied Probability of a Sudden Stop for Selected EM Countries: 1994-; A. Latin America; B. Asia, Russia and Turkey
3. Actual θ and Default Threshold θ* for Selected EM Countries: 1993-A. Latin America; B. Asia, Russia and Turkey; 4. Sources of Reserve Accumulation for Selected EM Countries: 1993-; A. Latin America; B. Asia, Russia and Turkey; Appendix: Creditor Coordination Problem; References |
| Record Nr. | UNINA-9910788236903321 |
Kim Jun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sudden Stops and Optimal Self-Insurance / / Jun Kim
| Sudden Stops and Optimal Self-Insurance / / Jun Kim |
| Autore | Kim Jun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina | 338.28310 |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank reserves - Developing countries - Econometric models
Financial crises - Developing countries - Econometric models Balance of payments Banking Banks and Banking Capital account crisis Capital movements Current Account Adjustment Current account Emerging and frontier financial markets Exports and Imports Finance Finance: General Financial services industry Foreign exchange reserves General Financial Markets: General (includes Measurement and Data) International economics International Investment Long-term Capital Movements Monetary Policy Reserves accumulation Short-term Capital Movements Sudden stops |
| ISBN |
9786612840951
9781462380015 1462380018 9781452781372 1452781370 9781451870022 1451870027 9781282840959 1282840959 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; III. Model Calibration; IV. Concluding Remarks; Text Tables; 1. Actual and Calibrated Optimal Reserves for Selected EM Countries: 1993-2006; 2. Implied Probability of a Sudden Stop for Selected EM Countries: 1994-2007; 3. IMF Arrangements for Selected EM Countries: 1993-2006; Text Figures; 1. Actual and Calibrated Optimal Reserves for Selected EM Countries: 1993-; A. Latin America; B. Asia, Russia and Turkey; 2. Implied Probability of a Sudden Stop for Selected EM Countries: 1994-; A. Latin America; B. Asia, Russia and Turkey
3. Actual θ and Default Threshold θ* for Selected EM Countries: 1993-A. Latin America; B. Asia, Russia and Turkey; 4. Sources of Reserve Accumulation for Selected EM Countries: 1993-; A. Latin America; B. Asia, Russia and Turkey; Appendix: Creditor Coordination Problem; References |
| Record Nr. | UNINA-9910970756303321 |
Kim Jun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||