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Current Account Determinants for Oil-Exporting Countries / / Hanan Morsy
| Current Account Determinants for Oil-Exporting Countries / / Hanan Morsy |
| Autore | Morsy Hanan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (15 p.) |
| Disciplina | 339.378 |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of payments - Econometric models
Petroleum industry and trade - Econometric models Investments: Energy Exports and Imports Macroeconomics Industries: Energy Foreign Exchange Current Account Adjustment Short-term Capital Movements International Policy Coordination and Transmission Energy: General Macroeconomics: Production Fiscal Policy International economics Investment & securities Petroleum, oil & gas industries Current account Oil Current account balance Oil production Fiscal stance Balance of payments Commodities Production Fiscal policy Petroleum industry and trade |
| ISBN |
1-4623-9715-8
1-4527-0568-2 9786612842504 1-4518-7175-9 1-282-84250-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Methodology and Variable Definitions; III. Estimation Results; Text Tables; 1. Current Account Regressions; IV. Sensitivity Analysis; 2. Robustness of Current Account Regressions Using GMM; V. Conclusion; References |
| Record Nr. | UNINA-9910788348203321 |
Morsy Hanan
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
| Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal |
| Autore | Lama Ruy |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (53 p.) |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary unions
International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates |
| ISBN |
1-4755-1226-0
1-4755-1225-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
| Record Nr. | UNINA-9910786481403321 |
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Lama Ruy
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy
| Determinants of Inflation in GCC / / Magda Kandil, Hanan Morsy |
| Autore | Kandil Magda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 32 p. : ill |
| Altri autori (Persone) | MorsyHanan |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance)
Foreign Exchange Inflation Public Finance Production and Operations Management Business Fluctuations Cycles Open Economy Macroeconomics International Policy Coordination and Transmission Economic Integration Economic Development: General Price Level Deflation National Government Expenditures and Related Policies: General Macroeconomics: Production Macroeconomics Currency Foreign exchange Public finance & taxation Expenditure Exchange rate adjustments Exchange rates Capacity utilization Prices Production Expenditures, Public Industrial capacity |
| ISBN |
1-4623-9210-5
1-4518-7229-1 9786612843020 1-4519-9836-8 1-282-84302-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788336903321 |
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Kandil Magda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
| Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes |
| Autore | Berger Helge |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 24 p. : ill |
| Altri autori (Persone) | HarjesThomas |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Monetary policy - Europe Finance: General Inflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Forecasting and Other Model Applications Price Level Deflation Monetary Policy International Policy Coordination and Transmission Portfolio Choice Investment Decisions Finance Macroeconomics Excess liquidity International liquidity Liquidity Liquidity indicators Asset and liability management Prices Liquidity management Economics International finance |
| ISBN |
1-4623-9109-5
1-4518-7164-3 1-282-84239-0 9786612842399 1-4527-4402-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788348403321 |
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Berger Helge
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Exchange Rate Pass -Through to Import and Export Prices : : The Role of Nominal Rigidities and Currency Choice / / Ehsan Choudhri, Dalia Hakura
| The Exchange Rate Pass -Through to Import and Export Prices : : The Role of Nominal Rigidities and Currency Choice / / Ehsan Choudhri, Dalia Hakura |
| Autore | Choudhri Ehsan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) | HakuraDalia |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Exchange rate pass-through
Prices Foreign Exchange Macroeconomics Money and Monetary Policy Price Level Inflation Deflation International Policy Coordination and Transmission Monetary Policy Open Economy Macroeconomics Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Foreign exchange Monetary economics Export prices Import prices Exchange rates Currencies Money Exports Imports |
| ISBN |
1-4755-5240-8
1-4755-8061-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Basic Setup; B. Key Relations; IV. Quantitative Analysis; A. Key Determinants of the Pass-Through to Trade Prices; B. Currency of Invoicing and the Pass-Through; V. Concluding Remarks; References; Tables; 1. OLS Regressions: Impact of Exchange Rate Changes on Trade Prices, 1979-2010; 2. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate, 1979-2010; 3. Pass-Through Elasticities for Different Shocks
4. Wage-Price Stickiness, Exchange Rate Persistence, Inflation Reaction and the Pass-Through5. Stochastic Simulations; 6. Invoicing Currency Shares and the Pass-Through; Figures; 1. Regression and VAR Estimates of the Pass-Through; 2. Impulse Response Functions; 3. PCP Shares and the Pass-Through; Appendix Tables; 1. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate 1985-1997; 2. VAR: First Quarter Trade Price Response to a One Percent Change in the Exchange Rate 1998-2010 |
| Record Nr. | UNINA-9910786485003321 |
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Choudhri Ehsan
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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International Policy Coordination and Simple Monetary Policy Rules / / Wolfram Berger, Helmut Wagner
| International Policy Coordination and Simple Monetary Policy Rules / / Wolfram Berger, Helmut Wagner |
| Autore | Berger Wolfram |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) | WagnerHelmut |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic policy - Econometric models
Monetary policy - Econometric models Prices - Econometric models Macroeconomics Open Economy Macroeconomics International Policy Coordination and Transmission Monetary Policy Central Banks and Their Policies Macroeconomics: Consumption Saving Wealth Price Level Inflation Deflation Labor Economics: General Aggregate Factor Income Distribution Labour income economics Consumption Consumer price indexes Producer price indexes Labor Income Economics Price indexes Labor economics |
| ISBN |
1-4623-5888-8
1-4527-9252-6 1-283-51585-7 1-4519-8500-2 9786613828309 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. WELFARE, OUTPUT AND CONSUMPTION ""; ""IV. OPTIMAL MONETARY POLICY AND POLICY COORDINATION ""; ""V. SIMPLE RULES AND WELFARE""; ""VI. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788407103321 |
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Berger Wolfram
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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A New-Open-Economy Macro Model for Fiscal Policy Evaluation / / Dirk Muir, Douglas Laxton, Dennis Botman, Andrei Romanov
| A New-Open-Economy Macro Model for Fiscal Policy Evaluation / / Dirk Muir, Douglas Laxton, Dennis Botman, Andrei Romanov |
| Autore | Muir Dirk |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (46 p.) |
| Altri autori (Persone) |
LaxtonDouglas
BotmanDennis RomanovAndrei |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Econometric models
Macroeconomics Banks and Banking Public Finance Taxation Fiscal Policy Open Economy Macroeconomics International Policy Coordination and Transmission Fiscal Policies and Behavior of Economic Agents: General Debt Debt Management Sovereign Debt Interest Rates: Determination, Term Structure, and Effects Personal Income and Other Nonbusiness Taxes and Subsidies Macroeconomics: Consumption Saving Wealth Labor Economics: General Public finance & taxation Finance Welfare & benefit systems Labour income economics Public debt Real interest rates Labor taxes Consumption Labor Financial services Taxes National accounts Debts, Public Interest rates Income tax Economics Labor economics |
| ISBN |
1-4623-1651-4
1-4527-5721-6 1-283-51484-2 1-4519-0841-5 9786613827296 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. The Model""; ""III. The Effects of Tax Cuts in a Small and Large Open Economy""; ""IV. Sensitivity Analysis""; ""V. Conclusion""; ""References"" |
| Record Nr. | UNINA-9910788402703321 |
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Muir Dirk
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Sovereign Insurance and Program Design : : What is Optimal for the Sovereign? / / Miguel Messmacher
| Sovereign Insurance and Program Design : : What is Optimal for the Sovereign? / / Miguel Messmacher |
| Autore | Messmacher Miguel |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (30 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Insurance - Econometric models
Moral hazard - Econometric models International finance - Econometric models Finance: General Insurance Macroeconomics Taxation Industries: Financial Services International Economic Order and Integration International Monetary Arrangements and Institutions International Lending and Debt Problems International Policy Coordination and Transmission Insurance Companies Actuarial Studies General Financial Markets: Government Policy and Regulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Macroeconomics: Consumption Saving Wealth Taxation, Subsidies, and Revenue: General Finance Insurance & actuarial studies Public finance & taxation Moral hazard Insurance companies Consumption Tax incentives Financial risk management Economics |
| ISBN |
1-4623-1248-9
1-4527-8647-X 1-283-51558-X 1-4519-0860-1 9786613828033 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MORAL HAZARD AND SOVEREIGN INSURANCE""; ""III. BASIC MODEL STRUCTURE AND THE ROLE OF INSURANCE""; ""IV. AN ALTRUISTIC INSURER""; ""V. DEFAULT BY THE COUNTRY""; ""VI. CONCLUSIONS""; ""VII. DERIVATION OF THE RESULTS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788406203321 |
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Messmacher Miguel
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Volatility Costs of Procyclical Lending Standards : : An Assessment Using a Dsge Model / / Silvia Sgherri, Bertrand Gruss
| The Volatility Costs of Procyclical Lending Standards : : An Assessment Using a Dsge Model / / Silvia Sgherri, Bertrand Gruss |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.9669 |
| Altri autori (Persone) | GrussBertrand |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit control - Mathematical models
Loans - Standards - Mathematical models Investments: Stocks Macroeconomics Money and Monetary Policy Industries: Financial Services Business Fluctuations Cycles International Policy Coordination and Transmission Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Banks Depository Institutions Micro Finance Institutions Mortgages Price Level Inflation Deflation Investment & securities Monetary economics Finance Stocks Credit Consumption Collateral Asset prices Financial institutions Money National accounts Prices Economics Loans |
| ISBN |
1-4623-4871-8
1-4527-4099-2 1-282-84257-9 1-4518-7182-1 9786612842573 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Home economy; B. Foreign economy; C. Shocks; D. Equilibrium and solution method; IV. Calibration; V. Policy experiment: altering the cyclical pattern of lending standards; A. Benchmark leverage level; B. Alternative leverage levels; VI. Sensitivity analysis; VII. Conclusions; Appendix; References; Tables; 1. Results from Estimating an AR(1) Processes to Demeaned LTVs; 2. Benchmark Calibration; Figures; 1. Time Variation in Loan-To-Value Ratios; 2. Share of Output Variation Explained by Credit and Asset Price Shocks
3. Degree of Cyclicality in Credit Innovations 4. Procyclicality in Credit Innovations and Sensitivity of Credit to Asset Price Shocks; 5. Procyclicality in Credit Innovations and Macroeconomic Volatility; 6. Increasing Reliance of Emerging Europe on Foreign Funding; 7. Concentration of Emerging Europe Exposure to Western Europe; 3. Business Cycle Moments from Simulated Series under Benchmark Calibration; 4. Policy Exercise Results (Average LTV = 0.4); 5. Policy Exercise Results (Average LTV = 0.7); 8. IRFs to a Negative Productivity Shock under Alternative Leverage Levels 9. IRFs to a Negative Shock to Lending Standards under Alternative Leverage Levels10. Sensitivity of Volatility to Different Degrees of Cyclicality in Lending Standards Under Alternative Leverage Levels; 6. Sensitivity Analysis |
| Record Nr. | UNINA-9910788347803321 |
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Sgherri Silvia
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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