Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
| ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910788407903321 |
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann
| Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
| Autore | Goodhart C |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) |
HofmannBoris
SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Asset prices Bank credit Banking Banks and Banking Banks and banking Banks Business Fluctuations Computer Programs: Other Credit Cycles Data Access Data Collection and Data Estimation Methodology Deflation Depository Institutions Diffusion Processes Dynamic Analysis Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometric Modeling: General Econometrics & economic statistics Economic and financial statistics Finance Financial Markets and the Macroeconomy Financial statistics Housing Inflation Land prices Macroeconomics Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Multipliers Money Supply Money Mortgages Nonagricultural and Nonresidential Real Estate Markets Optimization Techniques Price Level Prices Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Programming Models Property & real estate Real Estate Semiparametric and Nonparametric Methods Statistics Time-Series Models |
| ISBN |
9786613825322
9781462374014 1462374018 9781452749129 1452749124 9781283512879 1283512874 9781451909364 1451909365 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910967316103321 |
Goodhart C
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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How to Better Measure Hedonic Residential Property Price Indexes / / Mick Silver
| How to Better Measure Hedonic Residential Property Price Indexes / / Mick Silver |
| Autore | Silver Mick |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (89 pages) : illustrations (some color), tables |
| Disciplina | 339.31 |
| Collana | IMF Working Papers |
| Soggetto topico |
Housing - Prices - Mathematical models
Hedonic damages - Mathematical models Inflation (Finance) Investments: Metals Inflation Macroeconomics Real Estate Index Numbers and Aggregation leading indicators Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Price Level Deflation Housing Supply and Markets Nonagricultural and Nonresidential Real Estate Markets Metals and Metal Products Cement Glass Ceramics Property & real estate Investment & securities Price indexes Land prices Consumer price indexes Silver Prices Commodities Housing Leading indicators |
| ISBN |
9781475555295
1475555296 9781475555332 1475555334 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155014003321 |
Silver Mick
|
||
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macro-prudential Policy in a Fisherian Model of Financial Innovation / / Javier Bianchi, Emine Boz, Enrique Mendoza
| Macro-prudential Policy in a Fisherian Model of Financial Innovation / / Javier Bianchi, Emine Boz, Enrique Mendoza |
| Autore | Bianchi Javier |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (55 p.) |
| Altri autori (Persone) |
BozEmine
MendozaEnrique |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial institutions - Management - Econometric models
Equilibrium (Economics) - Econometric models Macroeconomics Money and Monetary Policy Real Estate Taxation Industries: Financial Services Externalities Asymmetric and Private Information Business Fluctuations Cycles Financial Markets and the Macroeconomy Current Account Adjustment Short-term Capital Movements Open Economy Macroeconomics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Tax Evasion and Avoidance Monetary economics Finance Property & real estate Public finance & taxation Credit Collateral Asset prices Land prices Tax arrears management Money Financial institutions Prices Revenue administration Loans Housing Tax administration and procedure |
| ISBN |
1-4755-4251-8
1-4755-7072-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1.Introduction; 2 A Fisherian Model of Financial Innovation; 2.1 Decentralized Competitive Equilibrium; 2.2 Learning Environment; 2.3 Learning, Debt and Price Dynamics after Financial Innovation; 2.4 Recursive Anticipated Utility Competitive Equilibrium; 2.5 Conditionally Efficient Planners' Problems; 2.6 Pecuniary Externality and Decentralization of Planners' Allocations; 3 Quantitative Analysis; 3.1 Baseline Calibration; Tables; Table 1: Baseline Parameter Values; 3.2 Baseline Results; 3.3 Welfare Analysis; Table 2: Welfare Gains; 3.4 Sensitivity Analysis
Table 3: Summary of Priors4 Conclusion; Appendixes; Appendix: Recursive Optimization Problems; References; References; Figures; Figure 1: Dynamics in the Baseline Calibration; Figure 2: Period 40 Bond Holdings and Asset Prices; Figure 3: Period 41 Bond Holdings and Asset Prices; Figure 4: Crisis Episode; Figure 5: Taxes on Debt and Land Dividends; Figure 6: Decomposition of Taxes on Debt; Figure 7: Priors; Figure 8: Dynamics in Gradual Optimism Calibration; Figure 9: Period 40 Bond Holdings and Prices: Gradual Optimism; Figure 10: Taxes on Debt and Land Dividends: Gradual Optimism Figure 11: Decomposition of Taxes on Debt: Gradual OptimismFigure 12: Dynamics in Asymmetric Priors Calibration; Figure 13: Taxes on Debt: Asymmetric Priors |
| Record Nr. | UNINA-9910786481203321 |
Bianchi Javier
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macro-prudential Policy in a Fisherian Model of Financial Innovation / / Javier Bianchi, Emine Boz, Enrique Mendoza
| Macro-prudential Policy in a Fisherian Model of Financial Innovation / / Javier Bianchi, Emine Boz, Enrique Mendoza |
| Autore | Bianchi Javier |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (55 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) |
BozEmine
MendozaEnrique |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial institutions - Management - Econometric models
Equilibrium (Economics) - Econometric models Asset prices Asymmetric and Private Information Banks Business Fluctuations Collateral Credit Current Account Adjustment Cycles Deflation Depository Institutions Externalities Finance Financial institutions Financial Markets and the Macroeconomy Housing Industries: Financial Services Inflation Land prices Loans Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Nonagricultural and Nonresidential Real Estate Markets Open Economy Macroeconomics Price Level Prices Property & real estate Public finance & taxation Real Estate Revenue administration Short-term Capital Movements Tax administration and procedure Tax arrears management Tax Evasion and Avoidance Taxation |
| ISBN |
9781475542516
1475542518 9781475570724 1475570724 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; 1.Introduction; 2 A Fisherian Model of Financial Innovation; 2.1 Decentralized Competitive Equilibrium; 2.2 Learning Environment; 2.3 Learning, Debt and Price Dynamics after Financial Innovation; 2.4 Recursive Anticipated Utility Competitive Equilibrium; 2.5 Conditionally Efficient Planners' Problems; 2.6 Pecuniary Externality and Decentralization of Planners' Allocations; 3 Quantitative Analysis; 3.1 Baseline Calibration; Tables; Table 1: Baseline Parameter Values; 3.2 Baseline Results; 3.3 Welfare Analysis; Table 2: Welfare Gains; 3.4 Sensitivity Analysis
Table 3: Summary of Priors4 Conclusion; Appendixes; Appendix: Recursive Optimization Problems; References; References; Figures; Figure 1: Dynamics in the Baseline Calibration; Figure 2: Period 40 Bond Holdings and Asset Prices; Figure 3: Period 41 Bond Holdings and Asset Prices; Figure 4: Crisis Episode; Figure 5: Taxes on Debt and Land Dividends; Figure 6: Decomposition of Taxes on Debt; Figure 7: Priors; Figure 8: Dynamics in Gradual Optimism Calibration; Figure 9: Period 40 Bond Holdings and Prices: Gradual Optimism; Figure 10: Taxes on Debt and Land Dividends: Gradual Optimism Figure 11: Decomposition of Taxes on Debt: Gradual OptimismFigure 12: Dynamics in Asymmetric Priors Calibration; Figure 13: Taxes on Debt: Asymmetric Priors |
| Record Nr. | UNINA-9910974029003321 |
Bianchi Javier
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||