Is Monetary Policy Effective When Credit is Low? |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (19 pages) : illustrations (some color) |
Disciplina | 332.46 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Credit - Econometric models Inflation (Finance) - Econometric models Econometrics Foreign Exchange Inflation Macroeconomics Money and Monetary Policy Price Level Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary economics Currency Foreign exchange Econometrics & economic statistics Credit Exchange rate arrangements Vector autoregression Producer prices Prices |
ISBN |
1-4623-6991-X
9786612842238 1-4519-9635-7 1-4518-7146-5 1-282-84223-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788340603321 |
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Is Monetary Policy Effective When Credit is Low? |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (19 pages) : illustrations (some color) |
Disciplina | 332.46 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Credit - Econometric models Inflation (Finance) - Econometric models Credit Currency Deflation Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometrics & economic statistics Econometrics Exchange rate arrangements Foreign Exchange Foreign exchange Inflation Macroeconomics Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Price Level Prices Producer prices Time-Series Models Vector autoregression |
ISBN |
1-4623-6991-X
9786612842238 1-4519-9635-7 1-4518-7146-5 1-282-84223-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Background -- II. The Methodological Approach -- III. A Country-by-Country Analysis -- IV. A Panel Approach -- V. The Importance of The Exchange Rate Regime -- VI. Conclusions -- Tables -- 1. Panel VAR: Wald Test Results -- 2. Panel VAR: Floating Exchange Rate: Wald Test Results -- Figures -- 1. Selected Impulse Response Functions of a One Standard Deviation Shock to Interest Rate -- 2. Cross-Country Impact on Inflation of a 1 Percent Shock to Interest Rates -- 3. Panel VAR: Impulse Response Function of a One Standard Deviation Shock to Interest Rates -- 4. Panel VAR: Impulse Response Function of a Shock to Interest Rates -- 5. Panel VAR: Impulse Response Function of a Shock to Interest Rates -- References -- Annexes -- I. Description of the Data -- II. Monetary Policy Regimes -- III. Exchange Rate Regimes. |
Record Nr. | UNINA-9910827360603321 |
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
New Keynesian Exchange Rate Pass-Through / / David Cook, Woon Choi |
Autore | Cook David |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (27 p.) |
Disciplina | 332.450973 |
Altri autori (Persone) | ChoiWoon |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Foreign exchange rates - United States - Econometric models
Phillips curve - Econometric models Foreign Exchange Inflation Macroeconomics Price Level Deflation Currency Foreign exchange Import prices Exchange rate pass-through Producer prices Sticky prices Prices Imports |
ISBN |
1-4623-1442-2
1-4527-0972-6 9786612841644 1-4518-7071-X 1-282-84164-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. The Model; III. The Data; Figures; 1. The Trade-Weighted Index of the Relative Prices; 2. U.S. Import Price Inflation and Foreign PPI Inflation; IV. Estimated Results; A. Defining Exchange Rate Pass-through; B. Benchmark Regressions; Tables; 1. Estimation Results of the Pass-Through Effect Model; C. Estimating Pass-Though Effects for a Sub-sample Period; D. Robustness Checks: Alternative Specification; 2. Estimating the Pass-through Effect Model: Alternative Specifications; E. Pass-through Effect Model with a Mix of LCP and PCP
3. Estimating the Pass-through Effect Model: A Mix of LCP and PCPF. Regional Models and Country Specific Exports; 4. Regional Pass-through Effect Model: A Mix of LCP and PCP; V. Conclusion; References; Appendix |
Record Nr. | UNINA-9910788346403321 |
Cook David | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
New Keynesian Exchange Rate Pass-Through / / David Cook, Woon Choi |
Autore | Cook David |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (27 p.) |
Disciplina | 332.450973 |
Altri autori (Persone) | ChoiWoon |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Foreign exchange rates - United States - Econometric models
Phillips curve - Econometric models Currency Deflation Exchange rate pass-through Foreign Exchange Foreign exchange Import prices Imports Inflation Macroeconomics Price Level Prices Producer prices Sticky prices |
ISBN |
1-4623-1442-2
1-4527-0972-6 9786612841644 1-4518-7071-X 1-282-84164-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. The Model; III. The Data; Figures; 1. The Trade-Weighted Index of the Relative Prices; 2. U.S. Import Price Inflation and Foreign PPI Inflation; IV. Estimated Results; A. Defining Exchange Rate Pass-through; B. Benchmark Regressions; Tables; 1. Estimation Results of the Pass-Through Effect Model; C. Estimating Pass-Though Effects for a Sub-sample Period; D. Robustness Checks: Alternative Specification; 2. Estimating the Pass-through Effect Model: Alternative Specifications; E. Pass-through Effect Model with a Mix of LCP and PCP
3. Estimating the Pass-through Effect Model: A Mix of LCP and PCPF. Regional Models and Country Specific Exports; 4. Regional Pass-through Effect Model: A Mix of LCP and PCP; V. Conclusion; References; Appendix |
Record Nr. | UNINA-9910810967603321 |
Cook David | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|