Measures of Underlying Inflation in the Euro Area : : Assessment and Role for Informing Monetary Policy / / Emil Stavrev |
Autore | Stavrev Emil |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (37 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - Europe
Monetary policy - Europe Foreign Exchange Inflation Macroeconomics Money and Monetary Policy Forecasting Model Construction and Estimation Model Evaluation and Selection Forecasting and Other Model Applications Price Level Deflation Energy: Demand and Supply Prices Monetary Policy, Central Banking, and the Supply of Money and Credit: General Economic Forecasting Currency Foreign exchange Monetary economics Economic forecasting Oil prices Exchange rates Monetary aggregates Money supply |
ISBN |
1-4623-6190-0
1-4527-1583-1 1-283-51769-8 9786613830142 1-4519-9202-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TAXONOMY OF UNDERLYING INFLATION INDICATORS""; ""III. FEATURES OF THE INDICATORS""; ""IV. FORECASTING METHODOLOGY AND ASSESSMENT OF FORECASTING PERFORMANCE""; ""V. CONCLUDING REMARKS""; ""References"" |
Record Nr. | UNINA-9910788692403321 |
Stavrev Emil | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Measures of Underlying Inflation in the Euro Area : : Assessment and Role for Informing Monetary Policy / / Emil Stavrev |
Autore | Stavrev Emil |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (37 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - Europe
Monetary policy - Europe Currency Deflation Economic Forecasting Economic forecasting Energy: Demand and Supply Exchange rates Forecasting and Other Model Applications Forecasting Foreign Exchange Foreign exchange Inflation Macroeconomics Model Construction and Estimation Model Evaluation and Selection Monetary aggregates Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money supply Oil prices Price Level Prices |
ISBN |
1-4623-6190-0
1-4527-1583-1 1-283-51769-8 9786613830142 1-4519-9202-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TAXONOMY OF UNDERLYING INFLATION INDICATORS""; ""III. FEATURES OF THE INDICATORS""; ""IV. FORECASTING METHODOLOGY AND ASSESSMENT OF FORECASTING PERFORMANCE""; ""V. CONCLUDING REMARKS""; ""References"" |
Record Nr. | UNINA-9910809415903321 |
Stavrev Emil | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano |
Autore | Segoviano Miguel |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (52 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Risk
Bank investments Bank loans Bank capital Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Money and Monetary Policy Mathematical Methods Econometric and Statistical Methods: Other Model Evaluation and Selection Optimization Techniques Programming Models Dynamic Analysis Business Fluctuations Cycles Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill International Financial Markets Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Financial services law & regulation Banking Monetary economics Credit risk Loans Asset valuation Stress testing Financial regulation and supervision Financial institutions Financial sector policy and analysis Asset and liability management Credit Money Financial risk management Asset-liability management Banks and banking |
ISBN |
1-4623-3062-2
1-4527-6224-4 1-283-51662-4 9786613829078 1-4519-0996-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
Record Nr. | UNINA-9910788699403321 |
Segoviano Miguel | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano |
Autore | Segoviano Miguel |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (52 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Risk
Bank investments Bank loans Bank capital Asset and liability management Asset valuation Asset-liability management Banking Banks and Banking Banks and banking Banks Business Fluctuations Capital and Ownership Structure Credit risk Credit Cycles Depository Institutions Dynamic Analysis Econometric and Statistical Methods: Other Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial risk management Financial sector policy and analysis Financial services law & regulation Financing Policy Goodwill Industries: Financial Services International Financial Markets Loans Mathematical Methods Micro Finance Institutions Model Evaluation and Selection Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Optimization Techniques Programming Models Stress testing Value of Firms |
ISBN |
1-4623-3062-2
1-4527-6224-4 1-283-51662-4 9786613829078 1-4519-0996-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
Record Nr. | UNINA-9910817596403321 |
Segoviano Miguel | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A Puzzle of Microstructure Market Maker Models / / Rafael Romeu |
Autore | Romeu Rafael |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
Descrizione fisica | 1 online resource (24 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Foreign exchange rates - Econometric models
Foreign exchange market - Econometric models Information theory in finance Finance: General Foreign Exchange Money and Monetary Policy Model Evaluation and Selection International Financial Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Foreign exchange Finance Monetary economics Exchange rates Exchange rate modelling Currency markets Currencies Purchasing power parity Foreign exchange market Money |
ISBN |
1-4623-3295-1
1-4527-2306-0 1-281-11651-3 9786613776440 1-4518-9056-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Reconsidering the Lyons (1995) Result""; ""III. A Puzzle of Microstructure Market Maker Models""; ""IV. Conclusion""; ""References"" |
Record Nr. | UNINA-9910788519903321 |
Romeu Rafael | ||
Washington, D.C. : , : International Monetary Fund, , 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A Puzzle of Microstructure Market Maker Models / / Rafael Romeu |
Autore | Romeu Rafael |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
Descrizione fisica | 1 online resource (24 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Foreign exchange rates - Econometric models
Foreign exchange market - Econometric models Information theory in finance Currencies Currency markets Currency Exchange rate modelling Exchange rates Finance Finance: General Foreign exchange market Foreign Exchange Foreign exchange Government and the Monetary System International Financial Markets Model Evaluation and Selection Monetary economics Monetary Systems Money and Monetary Policy Money Payment Systems Purchasing power parity Regimes Standards |
ISBN |
1-4623-3295-1
1-4527-2306-0 1-281-11651-3 9786613776440 1-4518-9056-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. Introduction""; ""II. Reconsidering the Lyons (1995) Result""; ""III. A Puzzle of Microstructure Market Maker Models""; ""IV. Conclusion""; ""References"" |
Record Nr. | UNINA-9910821264403321 |
Romeu Rafael | ||
Washington, D.C. : , : International Monetary Fund, , 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|