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The Declining Importance of Tradable Goods Manufacturing in Australia and New Zealand : : How Much Can Growth Theory Explain? / / Benjamin Hunt
| The Declining Importance of Tradable Goods Manufacturing in Australia and New Zealand : : How Much Can Growth Theory Explain? / / Benjamin Hunt |
| Autore | Hunt Benjamin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic development - Australia - Econometric models
Economic development - New Zealand - Econometric models Investments: Commodities Inflation Production and Operations Management Macroeconomics Macroeconomics: Production Economic Growth of Open Economies Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Industrial Organization and Macroeconomics: Industrial Structure and Structural Change Industrial Price Indices Price Level Deflation Commodity Markets Labor Economics: General Investment & securities Labour income economics Productivity Commodities Production Prices Labor Industrial productivity Commercial products Labor economics |
| ISBN |
1-4623-1945-9
1-4527-4604-4 9786612842382 1-4518-7163-5 1-282-84238-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. An Overview of The Global Economic Model; A. Households; B. Firms; C. Government; D. Parameterization; III. The Stylized Facts; Figures; 1. Share of Tradable Goods Production in GDP; 2. Annual Labor Productivity Growth; IV. Simulation Results; A. Some Broad Features of the Simulation Results; Tables; 1. Average Annual Labor Productivity Growth 1995 to 2004; 3. Some Broad Macroeconomic Consequences of Unbalanced Growth; B. Effect of Unbalanced Growth on Tradables Production; C. Internal and External Contributions; 2. Change Over Ten Years in Share of GDP
V. Conclusions3: Simulated Changes Over Ten Years in Share of GDP; References; Appendixes; Appendix I. Calibration Details; Appendix Tables; 1: Key Steady-State Calibration Values; 2. Non-Commodity Tradables as Percent of GDP; 3. Production and Trade in Commodities as Shares of GDP; 4: Key Behavioral Parameter Values |
| Record Nr. | UNINA-9910788348503321 |
Hunt Benjamin
|
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Declining Importance of Tradable Goods Manufacturing in Australia and New Zealand : : How Much Can Growth Theory Explain? / / Benjamin Hunt
| The Declining Importance of Tradable Goods Manufacturing in Australia and New Zealand : : How Much Can Growth Theory Explain? / / Benjamin Hunt |
| Autore | Hunt Benjamin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (17 p.) |
| Disciplina | 330.947;330.947000724 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic development - Australia - Econometric models
Economic development - New Zealand - Econometric models Investments: Commodities Inflation Production and Operations Management Macroeconomics Macroeconomics: Production Economic Growth of Open Economies Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Industrial Organization and Macroeconomics: Industrial Structure and Structural Change Industrial Price Indices Price Level Deflation Commodity Markets Labor Economics: General Investment & securities Labour income economics Productivity Commodities Production Prices Labor Industrial productivity Commercial products Labor economics |
| ISBN |
1-4623-1945-9
1-4527-4604-4 9786612842382 1-4518-7163-5 1-282-84238-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. An Overview of The Global Economic Model; A. Households; B. Firms; C. Government; D. Parameterization; III. The Stylized Facts; Figures; 1. Share of Tradable Goods Production in GDP; 2. Annual Labor Productivity Growth; IV. Simulation Results; A. Some Broad Features of the Simulation Results; Tables; 1. Average Annual Labor Productivity Growth 1995 to 2004; 3. Some Broad Macroeconomic Consequences of Unbalanced Growth; B. Effect of Unbalanced Growth on Tradables Production; C. Internal and External Contributions; 2. Change Over Ten Years in Share of GDP
V. Conclusions3: Simulated Changes Over Ten Years in Share of GDP; References; Appendixes; Appendix I. Calibration Details; Appendix Tables; 1: Key Steady-State Calibration Values; 2. Non-Commodity Tradables as Percent of GDP; 3. Production and Trade in Commodities as Shares of GDP; 4: Key Behavioral Parameter Values |
| Record Nr. | UNINA-9910817535003321 |
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Hunt Benjamin
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Differential Effects of Oil Demand and Supply Shocks on the Global Economy / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi, Maziar Raissi
| The Differential Effects of Oil Demand and Supply Shocks on the Global Economy / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi, Maziar Raissi |
| Autore | Cashin Paul |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi RaissiMaziar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum reserves - Economic aspects
Economics Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Petroleum, oil & gas industries Currency Foreign exchange Oil Oil prices Vector autoregression Oil production Real effective exchange rates Commodities Econometric analysis Production Petroleum industry and trade |
| ISBN |
1-4755-2461-7
1-4755-9607-3 1-283-86688-9 1-4755-4455-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including Major Oil Exporters; Tables; 1. Countries and Regions in the GVAR Model with Major Oil Exporters; A. Variables; Domestic Variables; Foreign Variables; Global Variables; 2. Oil Consumption by Oil Importers, averages over 1979-2010; B. Model Specification; 3. Oil Reserves, Production and Exports of Major Oil Exporters, averages over 2008-2010; C. Country-Specific Estimates and Tests; 4. Variables Specification of the Country-Specific VARX* Models
Lag Order Selection, Cointegrating Relations, and Persistence Profiles5. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r); Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing the Weak Exogeneity Assumption; 6. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; Testing for Structural Breaks; IV. Identification of Oil Shocks 7. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level8. Identification of Structural Shocks; A. Oil-Supply Shocks; 2. Impact of Oil-Supply Shocks on Major Oil Importers; 3. Impact of Oil-Supply Shocks on OPEC Countries; 4. Impact of Oil-Supply Shocks on OECD Oil Exporters; B. Oil-Demand Shocks; 5. Impact of Oil-Demand Shocks on Major Oil Importers; 6. Impact of Oil-Demand Shocks on OPEC Countries; 7. Impact of Oil-Demand Shocks on OECD Oil Exporters; V. Concluding Remarks; References; Data Appendix 9. Fixed Trade Weights based on the years 2006-2008 |
| Record Nr. | UNINA-9910779331403321 |
|
Cashin Paul
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Differential Effects of Oil Demand and Supply Shocks on the Global Economy / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi, Maziar Raissi
| The Differential Effects of Oil Demand and Supply Shocks on the Global Economy / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi, Maziar Raissi |
| Autore | Cashin Paul |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.1/52 |
| Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi RaissiMaziar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum reserves - Economic aspects
Economics Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Petroleum, oil & gas industries Currency Foreign exchange Oil Oil prices Vector autoregression Oil production Real effective exchange rates Commodities Econometric analysis Production Petroleum industry and trade |
| ISBN |
1-4755-2461-7
1-4755-9607-3 1-283-86688-9 1-4755-4455-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including Major Oil Exporters; Tables; 1. Countries and Regions in the GVAR Model with Major Oil Exporters; A. Variables; Domestic Variables; Foreign Variables; Global Variables; 2. Oil Consumption by Oil Importers, averages over 1979-2010; B. Model Specification; 3. Oil Reserves, Production and Exports of Major Oil Exporters, averages over 2008-2010; C. Country-Specific Estimates and Tests; 4. Variables Specification of the Country-Specific VARX* Models
Lag Order Selection, Cointegrating Relations, and Persistence Profiles5. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r); Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing the Weak Exogeneity Assumption; 6. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; Testing for Structural Breaks; IV. Identification of Oil Shocks 7. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level8. Identification of Structural Shocks; A. Oil-Supply Shocks; 2. Impact of Oil-Supply Shocks on Major Oil Importers; 3. Impact of Oil-Supply Shocks on OPEC Countries; 4. Impact of Oil-Supply Shocks on OECD Oil Exporters; B. Oil-Demand Shocks; 5. Impact of Oil-Demand Shocks on Major Oil Importers; 6. Impact of Oil-Demand Shocks on OPEC Countries; 7. Impact of Oil-Demand Shocks on OECD Oil Exporters; V. Concluding Remarks; References; Data Appendix 9. Fixed Trade Weights based on the years 2006-2008 |
| Record Nr. | UNINA-9910816177603321 |
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Cashin Paul
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
| Financial Sector Debt Bias / / Oana Luca, Alexander Tieman |
| Autore | Luca Oana |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (29 pages) |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and Banking
Investments: Energy Investments: Stocks Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Economywide Country Studies: U.S Canada Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Investment & securities Petroleum, oil & gas industries Finance Oil prices Oil Oil production Stocks Long term interest rates Commodities Production Financial institutions Financial services Petroleum industry and trade Interest rates |
| ISBN | 1-4755-5420-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- I. Introduction -- II. Analyzing the oil market using a multi-country model -- A. The GVAR-Oil model -- B. Effects of a fall in oil prices -- III. Analyzing oil price changes using monthly data -- A. Has the relationship between real oil and equity prices been stable over time? -- B. Are lower oil prices beneficial for the U.S. and the world economy? -- IV. How do global oil supplies respond to lower oil prices? -- V. Concluding Remarks -- References -- Figures -- 1. Nominal and Real (2015 U.S. dollars) WTI Oil Prices -- 2. Effects of Lower Oil Prices on Global Real Equity Prices, Long-Term Interest Rates, and Real GDP -- 3. Effects of Lower Oil Prices on Long-Term Interest Rates in Various Countries -- 4. Effects of Lower Oil Prices on Inflation in Various Countries -- 5. Effects of Lower Oil Prices on Real GDP in Various Countries -- 6. U.S. Oil Production (1000 barrels/day) -- 7. Real Oil Prices and Real US Equity Prices (S& -- P 500), 1946M1-2016M3 -- 8. Rolling Estimates of the Effects of Changes in Oil Prices on Equity Prices -- 9. Real Oil Prices and Real Dividends (S& -- P 500), 1946M1-2016M3 -- 10. Rolling Estimates of the Effects of Changes in Oil Prices on Real Dividends -- 11. Monthly Oil Production for Iran, Iraq, Russia, Saudi Arabia, and the US (1000 barrels/day) -- Tables -- 1. Countries and Regions in the GVAR-Oil Model -- 2. Correlations between Changes in Real Oil Prices, Equity Prices and Dividends -- 3. Estimates of the Long-run Coefficients of Real Oil Prices based on Various ARDL Regressions and Sub-samples, 1970M1-2016M4. |
| Record Nr. | UNINA-9910155013703321 |
| Luca Oana | ||
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra
| Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra |
| Autore | Mitra Pritha |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (45 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises - Developing countries - Econometric models
Fiscal policy - Developing countries - Econometric models Macroeconomics Public Finance Industries: Financial Services General Aggregative Models: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Fiscal Policy Open Economy Macroeconomics Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Debt Debt Management Sovereign Debt Banks Depository Institutions Micro Finance Institutions Mortgages Labor Economics: General Taxation, Subsidies, and Revenue: General Public finance & taxation Finance Labour income economics Public debt Fiscal policy Collateral Labor Revenue administration Financial institutions Debts, Public Loans Labor economics Revenue |
| ISBN |
1-4623-7805-6
1-4527-6729-7 1-283-51291-2 1-4519-0932-2 9786613825360 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. THE MODEL""; ""A. Households""; ""B. Firms""; ""C. Government""; ""D. Domestic Financial Intermediary""; ""E. Foreign Creditor""; ""IV. EQUILIBRIUM CONDITIONS""; ""V. PARAMETERS""; ""VI. SIMULATIONS""; ""A. The Base Case""; ""B. Application of Disciplined Fiscal Policy""; ""C. Application of Simulation Results to Korea and Thailand""; ""VII. CONCLUSIONS AND FURTHER RESEARCH""; ""References""; ""Appendix: Simulated Paths of Variables"" |
| Record Nr. | UNINA-9910788408203321 |
|
Mitra Pritha
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra
| Post-Crisis Recovery : : When Does Increased Fiscal Discipline Work? / / Pritha Mitra |
| Autore | Mitra Pritha |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (45 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises - Developing countries - Econometric models
Fiscal policy - Developing countries - Econometric models Macroeconomics Public Finance Industries: Financial Services General Aggregative Models: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Fiscal Policy Open Economy Macroeconomics Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Debt Debt Management Sovereign Debt Banks Depository Institutions Micro Finance Institutions Mortgages Labor Economics: General Taxation, Subsidies, and Revenue: General Public finance & taxation Finance Labour income economics Public debt Fiscal policy Collateral Labor Revenue administration Financial institutions Debts, Public Loans Labor economics Revenue |
| ISBN |
1-4623-7805-6
1-4527-6729-7 1-283-51291-2 1-4519-0932-2 9786613825360 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. THE MODEL""; ""A. Households""; ""B. Firms""; ""C. Government""; ""D. Domestic Financial Intermediary""; ""E. Foreign Creditor""; ""IV. EQUILIBRIUM CONDITIONS""; ""V. PARAMETERS""; ""VI. SIMULATIONS""; ""A. The Base Case""; ""B. Application of Disciplined Fiscal Policy""; ""C. Application of Simulation Results to Korea and Thailand""; ""VII. CONCLUSIONS AND FURTHER RESEARCH""; ""References""; ""Appendix: Simulated Paths of Variables"" |
| Record Nr. | UNINA-9910826086003321 |
|
Mitra Pritha
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
| Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | GalesiAlessandro |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Econometrics Banks and Banking Investments: Stocks Money and Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Econometrics & economic statistics Investment & securities Finance Monetary economics Banking Vector autoregression Stocks Interbank rates Credit Econometric analysis Financial institutions Financial services Money Foreign banks Interest rates Banks and banking Banks and banking, Foreign |
| ISBN |
1-4623-7293-7
1-4527-9952-0 9786612842450 1-282-84245-5 1-4518-7170-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe |
| Record Nr. | UNINA-9910788347703321 |
|
Sgherri Silvia
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
| Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi |
| Autore | Sgherri Silvia |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.6322 |
| Altri autori (Persone) | GalesiAlessandro |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Econometrics Banks and Banking Investments: Stocks Money and Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Econometrics & economic statistics Investment & securities Finance Monetary economics Banking Vector autoregression Stocks Interbank rates Credit Econometric analysis Financial institutions Financial services Money Foreign banks Interest rates Banks and banking Banks and banking, Foreign |
| ISBN |
1-4623-7293-7
1-4527-9952-0 9786612842450 1-282-84245-5 1-4518-7170-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe |
| Record Nr. | UNINA-9910816923503321 |
|
Sgherri Silvia
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Riding Global Financial Waves : : The Economic Impact of Global Financial Shocks on Emerging Market Economies / / Gustavo Adler, Camilo Tovar Mora
| Riding Global Financial Waves : : The Economic Impact of Global Financial Shocks on Emerging Market Economies / / Gustavo Adler, Camilo Tovar Mora |
| Autore | Adler Gustavo |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | Tovar MoraCamilo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial risk
Financial crises Exports and Imports Finance: General Foreign Exchange Financial Markets and the Macroeconomy Financial Aspects of Economic Integration International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation General Financial Markets: General (includes Measurement and Data) International Investment Long-term Capital Movements International Lending and Debt Problems Finance Currency Foreign exchange International economics Financial integration Exchange rate flexibility Emerging and frontier financial markets Foreign assets External debt Financial markets External position International finance Financial services industry Investments, Foreign Debts, External |
| ISBN |
1-4755-7006-6
1-4755-7400-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Recurrent Episodes of Global Financial Stress; Figures; 1. Global Financial Shocks, 1990-2011; Tables; 1. Global Financial Shocks, 1990-2011; 2. Key Variables during Episodes of Global Financial Shocks, 1990-2011; III. Financial Integration and Economic Fundamentals: Acting in Opposing Directions?; 3. Financial Openness, 1990-2011; 4. EMEs and SAEs Financial Openness, 2010; IV. The Impact of Global Financial shocks; A. Sample, Data, and Econometric Approach; 5. Macroeconomic Fundamentals, 1990-2010
6. Key Macroeconomic Fundamentals in EMEs and SAEs, 2010 versus 20007. Output Performance during Global Financial Shocks, 1990-2011; 8. Output Performance during Global Financial Shocks, 1990-2011; 9. Output Performance and Fundamentals during Global Financial Shocks, 1990-2011; B. Cross-Sectional Results; 2. Main Results of Cross-Section Estimation; 10. Macro Fundamentals and the Impact of Global Shocks; V. Assessing Vulnerabilities: Simulation Analysis; 11. Impact of Global Shock; VI. Conclusions; References; Annex 1; Annex 2 Annex 1. Key Global Variables during Global Financial Shocks, 1990-2011Annex 3; Annex 2. Exchange Rate Pressures during Global Financial Shocks |
| Record Nr. | UNINA-9910786486203321 |
|
Adler Gustavo
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
