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Constructing forecast confidence bands during the financial crisis [[electronic resource] /] / Huigang Chen ... [et al.]
| Constructing forecast confidence bands during the financial crisis [[electronic resource] /] / Huigang Chen ... [et al.] |
| Autore | Chen Huigang |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 23 p. : ill |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - United States - Econometric models Financial crises - European Union countries - Econometric models Financial crises - Japan - Econometric models Petroleum products - Prices - United States - Econometric models Petroleum products - Prices - European Union countries - Econometric models Petroleum products - Prices - Japan - Econometric models Interest rates - United States - Econometric models Interest rates - European Union countries - Econometric models Interest rates - Japan - Econometric models Bank loans - United States - Econometric models Bank loans - European Union countries - Econometric models Bank loans - Japan - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7594-4
1-282-84420-2 1-4527-2887-9 1-4518-7361-1 9786612844201 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463716203321 |
Chen Huigang
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| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton
| Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton |
| Autore | Clinton Kevin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) |
JohnsonMarianne
ChenHuigang KamenikOndrej LaxtonDouglas |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - United States - Econometric models Financial crises - European Union countries - Econometric models Financial crises - Japan - Econometric models Petroleum products - Prices - United States - Econometric models Petroleum products - Prices - European Union countries - Econometric models Petroleum products - Prices - Japan - Econometric models Interest rates - United States - Econometric models Interest rates - European Union countries - Econometric models Interest rates - Japan - Econometric models Bank loans - United States - Econometric models Bank loans - European Union countries - Econometric models Bank loans - Japan - Econometric models Foreign Exchange Inflation Macroeconomics Production and Operations Management Macroeconomics: Production Energy: Demand and Supply Prices Price Level Deflation Currency Foreign exchange Oil prices Output gap Potential output Real exchange rates Production Economic theory |
| ISBN |
1-4623-7594-4
1-282-84420-2 1-4527-2887-9 1-4518-7361-1 9786612844201 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788225703321 |
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Clinton Kevin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton
| Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton |
| Autore | Clinton Kevin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Disciplina | 330.9;330.90511 |
| Altri autori (Persone) |
JohnsonMarianne
ChenHuigang KamenikOndrej LaxtonDouglas |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - United States - Econometric models Financial crises - European Union countries - Econometric models Financial crises - Japan - Econometric models Petroleum products - Prices - United States - Econometric models Petroleum products - Prices - European Union countries - Econometric models Petroleum products - Prices - Japan - Econometric models Interest rates - United States - Econometric models Interest rates - European Union countries - Econometric models Interest rates - Japan - Econometric models Bank loans - United States - Econometric models Bank loans - European Union countries - Econometric models Bank loans - Japan - Econometric models Foreign Exchange Inflation Macroeconomics Production and Operations Management Macroeconomics: Production Energy: Demand and Supply Prices Price Level Deflation Currency Foreign exchange Oil prices Output gap Potential output Real exchange rates Production Economic theory |
| ISBN |
1-4623-7594-4
1-282-84420-2 1-4527-2887-9 1-4518-7361-1 9786612844201 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Model Structure -- 2.1 Overview -- 2.2 Model components -- 2.2.1 Variable definitions -- 2.2.2 Underlying equilibrium values and stochastic processes -- 2.2.3 Bank lending tightening -- 2.2.4 Output gap -- 2.2.5 Unemployment -- 2.2.6 Inflation -- 2.2.7 Policy rule for the interest rate -- 2.2.8 Exchange rate -- 2.2.9 Variance and coviariance of disturbances -- III. GPM-Generated Confidence Bands -- 3.1 Construction -- 3.2 U.S. inflation -- 3.3 U.S. interest rate -- 3.4 U.S. output gap -- 3.5 Bank lending tightening -- IV. Conclusions -- References -- Figures -- 1. U.S. Year-on Year CPI Inflation -- 2. U.S. Interest Rate -- 3. U.S. Output Gap -- 4. Bank Lending Tightening -- 5. Oil Price. |
| Record Nr. | UNINA-9910817621303321 |
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Clinton Kevin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro area monetary policy in uncharted waters [[electronic resource] /] / prepared by Martin Čihák, Thomas Harjes, and Emil Stavrev
| Euro area monetary policy in uncharted waters [[electronic resource] /] / prepared by Martin Čihák, Thomas Harjes, and Emil Stavrev |
| Autore | Čihák Martin |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, European Dept., 2009 |
| Descrizione fisica | 34 p. : ill |
| Altri autori (Persone) |
HarjesThomas <1969->
StavrevEmil |
| Collana | IMF working paper |
| Soggetto topico |
Monetary policy - European Union countries - Econometric models
Global Financial Crisis, 2008-2009 Financial crises - European Union countries - Econometric models Banks and banking, Central - European Union countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1540-2
1-4518-7332-8 9786612843952 1-4527-5208-7 1-282-84395-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463994703321 |
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Čihák Martin
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| [Washington, D.C.], : International Monetary Fund, European Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak
| Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak |
| Autore | Stavrev Emil |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 34 p. : ill |
| Altri autori (Persone) |
HarjesThomas
CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - European Union countries - Econometric models
Global Financial Crisis, 2008-2009 Financial crises - European Union countries - Econometric models Banks and banking, Central - European Union countries - Econometric models Banks and Banking Financial Risk Management Investments: Bonds Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Finance Investment & securities Economic & financial crises & disasters Yield curve Central bank policy rate Bond yields Financial crises Interest rates Bonds Banks and banking |
| ISBN |
1-4623-1540-2
1-4518-7332-8 9786612843952 1-4527-5208-7 1-282-84395-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788228103321 |
|
Stavrev Emil
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak
| Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak |
| Autore | Stavrev Emil |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 34 p. : ill |
| Disciplina | 332.4;332.494 |
| Altri autori (Persone) |
HarjesThomas
CihakMartin |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - European Union countries - Econometric models
Global Financial Crisis, 2008-2009 Financial crises - European Union countries - Econometric models Banks and banking, Central - European Union countries - Econometric models Banks and Banking Financial Risk Management Investments: Bonds Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Finance Investment & securities Economic & financial crises & disasters Yield curve Central bank policy rate Bond yields Financial crises Interest rates Bonds Banks and banking |
| ISBN |
1-4623-1540-2
1-4518-7332-8 9786612843952 1-4527-5208-7 1-282-84395-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. ECB's Policy Response to the Crisis -- III. Has the Transmission Been Impaired? -- A. Transmission Channels -- B. Methodology -- C. Results -- IV. Monetary Policy and The Return of The Liquidity Trap -- A. Overview -- B. Empirical Assessment -- V. Conclusions -- References -- Tables -- 1. VAR Parameter Estimates -- 2. Risk Factor Loadings -- Figures -- 1. Euro Area: Recent Developments of the ECB's Liquidity Operations -- 2. Euro Area: Cost of Borrowing by Businesses and Households -- 3. Euro Area: Pass-through of The ECB Policy Rate Changes to Market Rates -- 4. Euro Area: The Impact of Crisis on Policy Rate Pass-through -- 5. Euro Area: VAR Residuals of Market Rates -- 6. Euro Area: Effectiveness of Monetary Policy -- 7. Euro Area Macro-Financial Model: Government Bond Yields and Model -- Appendix -- I. Small Theory-based Model for the Euro Area. |
| Record Nr. | UNINA-9910827474203321 |
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Stavrev Emil
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro area sovereign risk during the crisis [[electronic resource] /] / prepared by Silvia Sgherri and Edda Zoli
| Euro area sovereign risk during the crisis [[electronic resource] /] / prepared by Silvia Sgherri and Edda Zoli |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, European Dept., 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | ZoliEdda |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463717403321 |
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Sgherri Silvia
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| [Washington, D.C.], : International Monetary Fund, European Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri
| Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri |
| Autore | Zoli Edda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models Finance: General Financial Risk Management Investments: General Investments: Bonds Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial Crises Financial Institutions and Services: General Investment & securities Macroeconomics Finance Economic & financial crises & disasters Sovereign bonds Return on investment Securities markets Financial crises Financial sector Bonds Saving and investment Capital market Financial services industry |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788225503321 |
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Zoli Edda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri
| Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri |
| Autore | Zoli Edda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Disciplina | 332.042 |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models Finance: General Financial Risk Management Investments: General Investments: Bonds Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial Crises Financial Institutions and Services: General Investment & securities Macroeconomics Finance Economic & financial crises & disasters Sovereign bonds Return on investment Securities markets Financial crises Financial sector Bonds Saving and investment Capital market Financial services industry |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Euro Area Sovereign Risk and the Crisis: Stylized Facts -- III. Dissecting Common Risk -- IV. Explaining Developments in Euro Area Sovereign Risk During The Crisis -- V. Conclusion -- Tables -- 1. Explaining Common Factor's Dynamics -- 2. Panel Estimates -- 3. Seemingly Unrelated Regression Estimates, January 2003-January 2009 -- 4. Seemingly Unrelated Regression Estimates, January 2003-March 2009 -- Figures -- 1. Selected Euro Area Sovereign Spreads, June 2008-09 -- 2. Dispersion in Euro Area Sovereign Spreads, January 2001-June 2009 -- 3. Headline Deficit: Contributions from Automatic Stabilizers and Discretionary Measures -- 4. Up-front Government Financing Need to Shore Up the Financial Sector -- 5. From Credit Risk to Sovereign Risk: The Case of Ireland -- 6. Sovereign Spreads and Financial EDFs in Euro Area Countries -- 7. Estimated Common Component in Sovereign Spreads -- 8. A Preliminary Look at the Determinants of Spreads Behavior -- 9. Contributions to the Change in Spreads, January 2003-January 2009 -- 10. Contributions to the Change in Spreads, January 2003-March 2009 -- References. |
| Record Nr. | UNINA-9910828554103321 |
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Zoli Edda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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