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Measures of Underlying Inflation in the Euro Area : : Assessment and Role for Informing Monetary Policy / / Emil Stavrev
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
Opac: Controlla la disponibilità qui
Measures of Underlying Inflation in the Euro Area : : Assessment and Role for Informing Monetary Policy / / Emil Stavrev
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
Opac: Controlla la disponibilità qui
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano
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
Opac: Controlla la disponibilità qui
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano
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
Opac: Controlla la disponibilità qui
A Puzzle of Microstructure Market Maker Models / / Rafael Romeu
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
Opac: Controlla la disponibilità qui
A Puzzle of Microstructure Market Maker Models / / Rafael Romeu
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
Opac: Controlla la disponibilità qui