top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Credit Booms and Lending Standards : : Evidence From the Subprime Mortgage Market / / Giovanni Dell'Ariccia, Luc Laeven, Deniz Igan
Credit Booms and Lending Standards : : Evidence From the Subprime Mortgage Market / / Giovanni Dell'Ariccia, Luc Laeven, Deniz Igan
Autore Dell'Ariccia Giovanni
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (39 p.)
Disciplina 332.70973
Altri autori (Persone) LaevenLuc
IganDeniz
Collana IMF Working Papers
IMF working paper
Soggetto topico Credit - United States
Credit - United States - Econometric models
Moral hazard - United States - Econometric models
Macroeconomics
Money and Monetary Policy
Real Estate
Industries: Financial Services
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Money Supply
Credit
Money Multipliers
Housing Supply and Markets
Personal Income, Wealth, and Their Distributions
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Finance
Property & real estate
Monetary economics
Loans
Housing prices
Personal income
Credit booms
Financial institutions
Prices
National accounts
Money
Housing
Income
ISBN 1-4623-0535-0
1-4527-9953-9
1-4518-6967-3
9786612840616
1-282-84061-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Related Literature; III. Data and Descriptive Statistics; IV. Empirical Methodology; V. Empirical Findings; A. Effects of Changes in the Pool of Applicant Borrowers; B. Identification and Robustness Issues; C. Sensitivity Analysis: Time and Size Effects; D. Effects of Entry and Changes in Market Structure; E. Alternative Proxies for Lending Standards; F. Effects of Loan Sales; VI. Discussion and Conclusions; References; Tables; 1. Coverage in HMDA; 2. Definitions and Sources of Variables; 3. Summary Statistics; 4. Evolution of Denial Rates
5. Determinants of Denial Decision6. Prediction Errors; 7. Robustness; 8. Time and Size Effects; 9. Market and Boom Size; 10. Market Entry and Denial Rates of Incumbents in Prime and Subprime Markets; 11. Alternative Measures of Lending Standards; 12. Securitization, Lending Standards, and Mortgage Market Expansion; Figures; 1. House Prices and Credit Booms; 2. Subprime Mortgage Boom Across the Nation; 3. House Prices and Credit Boom; 4. Lending Standards and Subprime Credit Boom
Record Nr. UNINA-9910788239003321
Dell'Ariccia Giovanni  
Washington, D.C. : , : International Monetary Fund, , 2008
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
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
Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye
Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye
Autore N'Diaye Papa
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2003
Descrizione fisica 1 online resource (28 p.)
Collana IMF Working Papers
Soggetto topico Deflation (Finance) - China - Hong Kong - Econometric models
Business cycles
Macroeconomics
Money and Monetary Policy
Production and Operations Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Money Supply
Credit
Money Multipliers
Monetary Policy
Central Banks and Their Policies
Price Level
Inflation
Deflation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Macroeconomics: Production
Monetary economics
Monetary base
Productivity
Consumer price indexes
Asset prices
Money
Prices
Production
Money supply
Industrial productivity
Price indexes
ISBN 1-4623-2341-3
1-4527-0966-1
1-283-56982-5
1-4519-2051-2
9786613882271
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. OVERVIEW""; ""II. THE FRAMEWORK""; ""III. RESULTS""; ""IV. INTERPRETING THE RESULTS""; ""V. CONCLUSION""; ""APPENDIX""; ""References""
Record Nr. UNINA-9910788691703321
N'Diaye Papa  
Washington, D.C. : , : International Monetary Fund, , 2003
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Intertwined Sovereign and Bank Solvencies in a Model of Self-Fulfilling Crisis / / Gustavo Adler
Intertwined Sovereign and Bank Solvencies in a Model of Self-Fulfilling Crisis / / Gustavo Adler
Autore Adler Gustavo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (30 p.)
Collana IMF Working Papers
IMF working paper
Soggetto topico Financial crises
Banks and banking
Banks and Banking
Financial Risk Management
Money and Monetary Policy
Public Finance
Industries: Financial Services
Financial Markets and the Macroeconomy
Money Supply
Credit
Money Multipliers
Comparative or Joint Analysis of Fiscal and Monetary Policy
Stabilization
Treasury Policy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financial Crises
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Debt
Debt Management
Sovereign Debt
Banking
Economic & financial crises & disasters
Monetary economics
Finance
Public finance & taxation
Nonbank financial institutions
Domestic debt
Money
Financial institutions
Public debt
Financial services industry
Debts, Public
ISBN 1-4755-2939-2
1-4755-4841-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; 1. Introduction; 2. Model; 2.1 Households; 2.2 Domestic Financial Intermediaries; 2.3 Firms; 2.4 Government; 2.5 A Competitive Equilibrium; 2.6 A Sustainable Debt Equilibrium; 2.7 A Self-Fulfilling Crisis; 3. Discussion; 3.1 Senior Debt Structure; 3.2 Capital Requirements; 3.3 Public Recapitalization; 4. Conclussions; Figures; 1. Equilibria at Time t; 2. Equilibria with Different Levels of Domestic Debt; 3. Probability of Crisis and Effect on Prices, Private Credit and Output; Appendix; References
Record Nr. UNINA-9910786484403321
Adler Gustavo  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
Autore Cevik Serhan
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (36 p.)
Altri autori (Persone) TeksozKaterina
Collana IMF Working Papers
IMF working paper
Soggetto topico Transmission mechanism (Monetary policy)
Econometrics
Foreign Exchange
Money and Monetary Policy
Model Construction and Estimation
Price Level
Inflation
Deflation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money Supply
Credit
Money Multipliers
Monetary Policy
Economywide Country Studies: Asia including Middle East
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Currency
Foreign exchange
Monetary economics
Econometrics & economic statistics
Exchange rates
Bank credit
Exchange rate arrangements
Structural vector autoregression
Monetary transmission mechanism
Money
Econometric analysis
Monetary policy
ISBN 1-4755-4120-1
1-4755-2218-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. An Overview of The Channels of Monetary Policy Transmission; III. A Brief Overview of Economic Developments; Figures; 1. GCC: Real Non-hydrocarbon GDP Growth and Inflation, 1991-2010; 2. GCC and U.S. Nominal Short-Term Interest Rates, 2004-2010; IV. Empirical Methodology; A. The Benchmark SVAR Specification; B. Data Overview; Tables; 1. Unit Root Tests Results for GCC Countries; V. Estimation Results; 2. Specification tests of the GCC SVAR; VI. Analyzing the Robustness of the Results; 3. Estimated Contemporaneous SVAR Coefficients, 1900-2010
4. GCC: Variance Decomposition (Percent of Total Variance)VII. Conclusion; Appendix Figures; 1. GCC: Impulse Responses with Bootstrapped Confidence Intervals; 2. Bahrain: Impulse Responses with Bootstrapped Confidence Intervals; 3. Kuwait: Impulse Responses with Bootstrapped Confidence Intervals; 4. Oman: Impulse Responses with Bootstrapped Confidence Intervals; 5. Qatar: Impulse Responses with Bootstrapped Confidence Intervals; 6. Saudi Arabia: Impulse Responses with Bootstrapped Confidence Intervals; 7. U.A.E.: Impulse Responses with Bootstrapped Confidence Intervals
8. GCC: Variance Decomposition with Bootstrapped Confidence Intervals9. Bahrain: Variance Decomposition with Bootstrapped Confidence Intervals; 10. Kuwait: Variance Decomposition with Bootstrapped Confidence Intervals; 11. Oman: Variance Decomposition with Bootstrapped Confidence Intervals; 12. Qatar: Variance Decomposition with Bootstrapped Confidence Intervals; 13. Saudi Arabia: Variance Decomposition with Bootstrapped Confidence Intervals; 14. U.A.E.: Variance Decomposition with Bootstrapped Confidence Intervals; References
Record Nr. UNINA-9910786484503321
Cevik Serhan  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Monetary Transmission Mechanisms in Belarus / / Rodolfo Maino, Balázs Horváth
Monetary Transmission Mechanisms in Belarus / / Rodolfo Maino, Balázs Horváth
Autore Maino Rodolfo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (24 p.)
Altri autori (Persone) HorváthBalázs
Collana IMF Working Papers
Soggetto topico Monetary policy - Belarus - Mathematical models
Money supply - Belarus - Mathematical models
Foreign Exchange
Inflation
Money and Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Price Level
Deflation
Money Supply
Credit
Money Multipliers
Monetary Policy
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
Currency
Foreign exchange
Monetary economics
Macroeconomics
Exchange rates
Real exchange rates
Dollarization
Currencies
Monetary policy
Prices
Money
ISBN 1-4623-4878-5
1-4527-6829-3
1-283-51212-2
1-4519-0959-4
9786613824578
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. MONETARY POLICY TRANSMISSION MECHANISM""; ""II. CONSTRAINTS, VULNERABILITIES, AND THE ROAD AHEAD""; ""III. STEPS TOWARD ENHANCING MONETARY POLICY EFFECTIVENESS""; ""REFERENCES""
Record Nr. UNINA-9910788416303321
Maino Rodolfo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Non-Performing Loans in the ECCU : : Determinants and Macroeconomic Impact / / Kimberly Beaton, Alla Myrvoda, Shernnel Thompson
Non-Performing Loans in the ECCU : : Determinants and Macroeconomic Impact / / Kimberly Beaton, Alla Myrvoda, Shernnel Thompson
Autore Beaton Kimberly
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (33 pages) : illustrations, tables
Disciplina 338.9729
Altri autori (Persone) MyrvodaAlla
ThompsonShernnel
Collana IMF Working Papers
Soggetto topico Banks and Banking
Money and Monetary Policy
Industries: Financial Services
Business Fluctuations
Cycles
Financial Markets and the Macroeconomy
Money Supply
Credit
Money Multipliers
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Finance
Banking
Monetary economics
Nonperforming loans
Foreign banks
Loans
Financial institutions
Money
Commercial banks
Banks and banking, Foreign
Banks and banking
ISBN 1-4755-5573-3
1-4755-5577-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910155012603321
Beaton Kimberly  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui