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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
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui