Discrete-time continuous-state interest rate models [[electronic resource] /] / Michael A. Sullivan |
Autore | Sullivan Michael A |
Pubbl/distr/stampa | [Washington, D.C.] : , : U.S. Office of the Comptroller of the Currency, , [2000] |
Collana | [Economic and policy analysis working paper |
Soggetto topico | Interest rates - Econometric models |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910692113503321 |
Sullivan Michael A | ||
[Washington, D.C.] : , : U.S. Office of the Comptroller of the Currency, , [2000] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Government debt and long-term interest rates [[electronic resource] /] / prepared by Noriaki Kinoshita |
Autore | Kinoshita Noriaki |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Fiscal Affairs Dept., 2006 |
Descrizione fisica | 1 online resource (25 p.) |
Collana | IMF working paper |
Soggetto topico |
Debts, Public - Econometric models
Interest rates - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-6394-6
1-4527-8849-9 1-282-55819-6 1-4519-0859-8 9786613822338 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. AN OVERVIEW OF THE LITERATURE""; ""III. THEORETICAL ANALYSIS""; ""IV. EMPIRICAL EVIDENCE""; ""V. CONCLUSION""; ""References""; ""DERIVATION OF DYNAMIC EQUILIBRIUM CONDITIONS""; ""DATA SOURCES AND DEFINITIONS"" |
Record Nr. | UNINA-9910464566203321 |
Kinoshita Noriaki | ||
[Washington, D.C.], : International Monetary Fund, Fiscal Affairs Dept., 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Government Debt and Long-Term Interest Rates / / Noriaki Kinoshita |
Autore | Kinoshita Noriaki |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (25 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Debts, Public - Econometric models
Interest rates - Econometric models Banks and Banking Macroeconomics Public Finance Interest Rates: Determination, Term Structure, and Effects Fiscal Policy Debt Debt Management Sovereign Debt Macroeconomics: Consumption Saving Wealth Public finance & taxation Finance Public debt Real interest rates Long term interest rates Government consumption Government debt management Financial services National accounts Public financial management (PFM) Debts, Public Interest rates Consumption Economics |
ISBN |
1-4623-6394-6
1-4527-8849-9 1-282-55819-6 1-4519-0859-8 9786613822338 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. AN OVERVIEW OF THE LITERATURE""; ""III. THEORETICAL ANALYSIS""; ""IV. EMPIRICAL EVIDENCE""; ""V. CONCLUSION""; ""References""; ""DERIVATION OF DYNAMIC EQUILIBRIUM CONDITIONS""; ""DATA SOURCES AND DEFINITIONS"" |
Record Nr. | UNINA-9910788517803321 |
Kinoshita Noriaki | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Government Debt and Long-Term Interest Rates / / Noriaki Kinoshita |
Autore | Kinoshita Noriaki |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (25 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Debts, Public - Econometric models
Interest rates - Econometric models Banks and Banking Consumption Debt Management Debt Debts, Public Economics Finance Financial services Fiscal Policy Government consumption Government debt management Interest rates Interest Rates: Determination, Term Structure, and Effects Long term interest rates Macroeconomics Macroeconomics: Consumption National accounts Public debt Public finance & taxation Public Finance Public financial management (PFM) Real interest rates Saving Sovereign Debt Wealth |
ISBN |
1-4623-6394-6
1-4527-8849-9 1-282-55819-6 1-4519-0859-8 9786613822338 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. AN OVERVIEW OF THE LITERATURE""; ""III. THEORETICAL ANALYSIS""; ""IV. EMPIRICAL EVIDENCE""; ""V. CONCLUSION""; ""References""; ""DERIVATION OF DYNAMIC EQUILIBRIUM CONDITIONS""; ""DATA SOURCES AND DEFINITIONS"" |
Record Nr. | UNINA-9910808805603321 |
Kinoshita Noriaki | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Interest rate elasticity of residential housing prices / / Plamen Iossifov, Martin Čihák, and Amar Shanghavi ; authorized for distribution by Cyrille Briançon |
Autore | Iossifov Plamen |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (34 p.) |
Disciplina | 332.82 |
Altri autori (Persone) |
ČihákMartin
ShanghaviAmar BriançonCyrille |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
Record Nr. | UNINA-9910463613403321 |
Iossifov Plamen | ||
[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
Autore | Iossifov Plamen |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (34 p.) |
Disciplina | 332.82 |
Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Infrastructure Real Estate Industries: Financial Services Housing Supply and Markets Economic Development: Urban, Rural, Regional, and Transportation Analysis Housing Interest Rates: Determination, Term Structure, and Effects Real Estate Markets, Spatial Production Analysis, and Firm Location: General Banks Depository Institutions Micro Finance Institutions Mortgages Property & real estate Macroeconomics Finance Housing prices Short term interest rates Real estate prices Prices Saving and investment Interest rates |
ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
Record Nr. | UNINA-9910788343903321 |
Iossifov Plamen | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
Autore | Iossifov Plamen |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (34 p.) |
Disciplina | 332.82 |
Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Banks Depository Institutions Economic Development: Urban, Rural, Regional, and Transportation Analysis Finance Housing prices Housing Supply and Markets Housing Industries: Financial Services Infrastructure Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Micro Finance Institutions Mortgages Prices Property & real estate Real Estate Markets, Spatial Production Analysis, and Firm Location: General Real estate prices Real Estate Saving and investment Short term interest rates |
ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
Record Nr. | UNINA-9910810966503321 |
Iossifov Plamen | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Perspectives on low global interest rates [[electronic resource] /] / prepared by Luis, Catão and George A. (Sandy) Mackenzie |
Autore | Catão Luis |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., c2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | MacKenzieGeorge A |
Collana | IMF working paper |
Soggetto topico |
Interest rates - Econometric models
Saving and investment - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-6494-2
1-4527-0272-1 1-283-51847-3 1-4519-0872-5 9786613830920 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME HISTORICAL PERSPECTIVE""; ""III. SIMPLE ANALYTICS OF GLOBAL INTEREST RATE DETERMINATION ""; ""IV. AN ASSET-PRICING PERSPECTIVE""; ""V. ECONOMETRIC EVIDENCE""; ""VI. CONCLUSIONS""; ""APPENDIX I. THEORETICAL FRAMEWORK""; ""REFERENCES"" |
Record Nr. | UNINA-9910464732303321 |
Catão Luis | ||
[Washington, D.C.], : International Monetary Fund, Research Dept., c2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie |
Autore | Catão Luis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | MackenzieGeorge |
Collana | IMF Working Papers |
Soggetto topico |
Interest rates - Econometric models
Saving and investment - Econometric models Banks and Banking Finance: General Investments: Stocks Investments: General Interest Rates: Determination, Term Structure, and Effects International Finance: General General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Finance Investment & securities Macroeconomics Real interest rates Long term interest rates Yield curve Emerging and frontier financial markets Stocks Financial services Financial markets Financial institutions Return on investment National accounts Interest rates Financial services industry Saving and investment |
ISBN |
1-4623-6494-2
1-4527-0272-1 1-283-51847-3 1-4519-0872-5 9786613830920 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME HISTORICAL PERSPECTIVE""; ""III. SIMPLE ANALYTICS OF GLOBAL INTEREST RATE DETERMINATION ""; ""IV. AN ASSET-PRICING PERSPECTIVE""; ""V. ECONOMETRIC EVIDENCE""; ""VI. CONCLUSIONS""; ""APPENDIX I. THEORETICAL FRAMEWORK""; ""REFERENCES"" |
Record Nr. | UNINA-9910788697303321 |
Catão Luis | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie |
Autore | Catão Luis |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | MackenzieGeorge |
Collana | IMF Working Papers |
Soggetto topico |
Interest rates - Econometric models
Saving and investment - Econometric models Banks and Banking Capacity Capital Emerging and frontier financial markets Finance Finance: General Financial institutions Financial Instruments Financial markets Financial services industry Financial services General Financial Markets: General (includes Measurement and Data) Institutional Investors Intangible Capital Interest rates Interest Rates: Determination, Term Structure, and Effects International Finance: General Investment & securities Investment Investments: General Investments: Stocks Long term interest rates Macroeconomics National accounts Non-bank Financial Institutions Pension Funds Real interest rates Return on investment Saving and investment Stocks Yield curve |
ISBN |
1-4623-6494-2
1-4527-0272-1 1-283-51847-3 1-4519-0872-5 9786613830920 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME HISTORICAL PERSPECTIVE""; ""III. SIMPLE ANALYTICS OF GLOBAL INTEREST RATE DETERMINATION ""; ""IV. AN ASSET-PRICING PERSPECTIVE""; ""V. ECONOMETRIC EVIDENCE""; ""VI. CONCLUSIONS""; ""APPENDIX I. THEORETICAL FRAMEWORK""; ""REFERENCES"" |
Record Nr. | UNINA-9910822940103321 |
Catão Luis | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|