Autore	Garcia-Saltos Roberto
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	57 p. : ill
Altri autori (Persone)	LaxtonDouglas AndrleMichal MunandarHaris FreedmanCharles HermawanDanny
Collana	IMF Working Papers
Soggetto topico	Economic forecasting - Indonesia - Econometric models Economic forecasting - United States - Econometric models Economic forecasting - Europe - Econometric models Economic forecasting - Japan - Econometric models Inflation (Finance) - Indonesia - Econometric models Inflation (Finance) - United States - Econometric models Inflation (Finance) - Europe - Econometric models Inflation (Finance) - Japan - Econometric models Monetary policy - Indonesia - Econometric models Monetary policy - United States - Econometric models Monetary policy - Europe - Econometric models Monetary policy - Japan - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Price Level Deflation Macroeconomics: Production Interest Rates: Determination, Term Structure, and Effects Macroeconomics Currency Foreign exchange Finance Real exchange rates Output gap Real interest rates Short term interest rates Prices Production Economic theory Interest rates
ISBN	1-4623-8703-9 1-4527-5207-9 1-282-84491-1 9786612844911 1-4519-4171-4
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910788228703321

Autore	Garcia-Saltos Roberto
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	57 p. : ill
Disciplina	339.53091724
Altri autori (Persone)	LaxtonDouglas AndrleMichal MunandarHaris FreedmanCharles HermawanDanny
Collana	IMF Working Papers
Soggetto topico	Economic forecasting - Indonesia - Econometric models Economic forecasting - United States - Econometric models Economic forecasting - Europe - Econometric models Economic forecasting - Japan - Econometric models Inflation (Finance) - Indonesia - Econometric models Inflation (Finance) - United States - Econometric models Inflation (Finance) - Europe - Econometric models Inflation (Finance) - Japan - Econometric models Monetary policy - Indonesia - Econometric models Monetary policy - United States - Econometric models Monetary policy - Europe - Econometric models Monetary policy - Japan - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Price Level Deflation Macroeconomics: Production Interest Rates: Determination, Term Structure, and Effects Macroeconomics Currency Foreign exchange Finance Real exchange rates Output gap Real interest rates Short term interest rates Prices Production Economic theory Interest rates
ISBN	1-4623-8703-9 1-4527-5207-9 1-282-84491-1 9786612844911 1-4519-4171-4
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Intro -- Contents -- I. Introduction -- A. Background -- B. A Brief Outline of Indonesian Economic Developments Over The Sample Period -- II. Benchmark Model -- A. Background -- B. The Specification of The Model -- B.1 Observable variables and data definitions -- B.2 Stochastic processes and model definitions -- B.3 Behavorial equations -- B.4 Cross correlations of disturbances -- III. Extending the Model to Include Financial-Real Linkages -- A. Background -- B. Model Specication Incorporating the US Bank Lending TighteningVariable -- V. Confronting the Model with the Data -- A. Bayesian Estimation -- B. Results -- B.1 Estimates of coeficients -- B.2 Estimates of standard deviation of structural shocks and cross correlations -- B.3 RMSEs -- B.4 Impulse response functions -- VI. Concluding Remarks -- IV. Modifications of the Model for the Indonesian Economy -- References -- Appendix: GPM Data Definitions -- Figures -- 1. Indonesia - Historical Data [1] -- 2. Indonesia - Historical Data [2] -- 3. Indonesia - Historical Data [3] -- 4. Comparison CDS Emerging Countries -- 5. Indonesia Historical Inflation Graph -- 6. Domestic Demand Shock -- 7. Domestic Price Shock -- 8. Domestic Interest Rate Shock -- 9. Domestic Real Exchange Rate Shock -- 10. Shock to the Domestic Target Rate of Inflation -- 11. Demand Shock in the US -- 12. BLT Shock in the US -- Tables -- 1. Results from Posterior Maximization -- 2. Results from Posterior Parameters (standard deviation of structural shocks) -- 3. Results from Posterior Parameters (correlation of structural shocks) -- 4. Root Mean Squared Errors.
Record Nr.	UNINA-9910812316203321

Autore	Bilbiie Florin
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (34 p.)
Altri autori (Persone)	StraubRoland
Collana	IMF Working Papers
Soggetto topico	Inflation (Finance) Monetary policy Banks and Banking Finance: General Inflation Macroeconomics Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Central Banks and Their Policies Studies of Particular Policy Episodes Economic History: Macroeconomics Growth and Fluctuations: U.S Canada: 1913- Economic History: Financial Markets and Institutions: U.S General Financial Markets: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Finance Securities markets Consumption Hyperinflation Real interest rates Financial markets Prices National accounts Financial services Capital market Economics Interest rates
ISBN	1-4623-6796-8 1-4527-8747-6 1-282-58659-9 9786613822536 1-4519-9219-X
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. Introduction""; ""II. Limited Asset Market Participation and Monetary Policy: Some Theory""; ""III. Empirical Evidence""; ""IV. Change in Structure of Economy or in Distribution of Shocks?""; ""V. Conclusions""; ""General Model""
Record Nr.	UNINA-9910788519203321

Autore	Yan Isabel
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (23 p.)
Altri autori (Persone)	KumhofMichael
Collana	IMF Working Papers
Soggetto topico	Balance of payments Foreign exchange Banks and Banking Foreign Exchange Inflation Money and Monetary Policy Open Economy Macroeconomics Monetary Policy Central Banks and Their Policies Comparative or Joint Analysis of Fiscal and Monetary Policy Stabilization Treasury Policy Price Level Deflation Interest Rates: Determination, Term Structure, and Effects Monetary economics Currency Macroeconomics Banking Finance Inflation targeting Exchange rates International reserves Zero lower bound Monetary policy Prices Central banks Reserves accumulation Foreign exchange reserves Interest rates
ISBN	1-4623-3054-1 1-4527-3493-3 1-4518-7281-X 9786612843488 1-282-84348-6
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. The Model; A. Households; B. Firms; C. Government; D. Equilibrium; E. Government Revenue Shock; III. Model Solution; A. Parameter Values; B. Solution Method; IV. Anti-Crises; V. Conclusion; References; Figures; 1. China and Colombia-Reserves and Inflation; 2. Chile, Norway and Russia - Reserves and Inflation; 3. (a) Anti-Crisis - Overview; 3. (b) Anti-Crisis - Labor Market; 3. (c) Anti-Crisis - Government Budget; 3. (d) Anti-Crisis - Price Levels and Inflation Rates
Record Nr.	UNINA-9910788332303321

Autore	Gelos Gaston
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (31 p.)
Collana	IMF Working Papers
Soggetto topico	Banks and banking - Latin America Interest rates - Latin America Banks and Banking Finance: General Money and Monetary Policy Public Finance Interest Rates: Determination, Term Structure, and Effects Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages Economywide Country Studies: Latin America Caribbean Monetary Policy General Financial Markets: General (includes Measurement and Data) Taxation, Subsidies, and Revenue: General Banking Monetary economics Finance Public finance & taxation Reserve requirements Deposit rates Competition Legal support in revenue administration Monetary policy Financial markets Financial services Revenue administration Emerging and frontier financial markets Banks and banking Interest rates Revenue Financial services industry
ISBN	1-4623-3468-7 1-4527-5923-5 1-283-51371-4 9786613826169 1-4519-0840-7
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. INTRODUCTION""; ""II. THE DETERMINANTS OF SPREADS: LITERATURE REVIEW""; ""III. DESCRIPTIVE EVIDENCE""; ""IV. ECONOMETRIC ESTIMATIONS""; ""V. CONCLUSIONS""; ""REFERENCES""
Record Nr.	UNINA-9910788412503321