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Discrete-time continuous-state interest rate models [[electronic resource] /] / Michael A. Sullivan
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
Opac: Controlla la disponibilità qui
Government debt and long-term interest rates [[electronic resource] /] / prepared by Noriaki Kinoshita
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
Opac: Controlla la disponibilità qui
Government Debt and Long-Term Interest Rates / / Noriaki Kinoshita
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
Opac: Controlla la disponibilità qui
Government Debt and Long-Term Interest Rates / / Noriaki Kinoshita
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
Opac: Controlla la disponibilità qui
Interest rate elasticity of residential housing prices / / Plamen Iossifov, Martin Čihák, and Amar Shanghavi ; authorized for distribution by Cyrille Briançon
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
Opac: Controlla la disponibilità qui
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi
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
Opac: Controlla la disponibilità qui
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi
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
Opac: Controlla la disponibilità qui
Perspectives on low global interest rates [[electronic resource] /] / prepared by Luis, Catão and George A. (Sandy) Mackenzie
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
Opac: Controlla la disponibilità qui
Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie
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
Opac: Controlla la disponibilità qui
Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie
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
Opac: Controlla la disponibilità qui