Browse

You are looking at 1 - 10 of 12 items :

  • Type: Books and Journals x
Clear All Modify Search
A Global Projection Model for Euro Area Large Economies

A Global Projection Model for Euro Area Large Economies »

Volume/Issue: 2015/50

Series: IMF Working Papers

Author(s): Zoltan Jakab , Pavel Lukyantsau , and Shengzu Wang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2015

DOI: http://dx.doi.org/10.5089/9781498399609.001

ISBN: 9781498399609

Keywords: Global projection model, inflation, interest rate, economies, demand, exchange rate, Forecasting and Other Model Applications, Open Economy Macroeconomics,

The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. This paper creates a special version of GPM that includes the four largest Euro Area (EA) countries. The...

Global Financial Stablity Report, October 2013
			: Transition Challenges to Stability

Global Financial Stablity Report, October 2013 : Transition Challenges to Stability »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

Language: Chinese

DOI: http://dx.doi.org/10.5089/9787504975379.082

ISBN: 9787504975379

Keywords: banking, bond, financial stability, bonds, bank funding, deposit insurance, debt restructuring, debt overhang, subordinated debt, tier 1 capital

The October 2013 Global Financial Stability Report examines current risks facing the global financial system at it undergoes a series of transitions along the path toward greater financial stability. The United Sta...

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR

Modeling Banking, Sovereign, and Macro Risk in a CCA Global VAR »

Volume/Issue: 2013/218

Series: IMF Working Papers

Author(s): Dale Gray

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2013

DOI: http://dx.doi.org/10.5089/9781484322185.001

ISBN: 9781484322185

Keywords: contingent claims analysis (CCA), global vector autoregression (GVAR), banking, banking systems, banking system, sovereign risk, Model Construction and Estimation,

The purpose of this paper is to develop a model framework for the analysis of interactions between banking sector risk, sovereign risk, corporate sector risk, real economic activity, and credit growth for 15 Europe...

Global Financial Stablity Report, October 2013
			: Transition Challenges to Stability

Global Financial Stablity Report, October 2013 : Transition Challenges to Stability »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 October 2013

DOI: http://dx.doi.org/10.5089/9781475524970.082

ISBN: 9781475524970

Keywords: banking, bond, financial stability, bonds, bank funding

The October 2013 Global Financial Stability Report examines current risks facing the global financial system at it undergoes a series of transitions along the path toward greater financial stability. The United Sta...

Distributional Consequences of Fiscal Consolidation and the Role of Fiscal Policy
			: What Do the Data Say?

Distributional Consequences of Fiscal Consolidation and the Role of Fiscal Policy : What Do the Data Say? »

Volume/Issue: 2013/195

Series: IMF Working Papers

Author(s): Jaejoon Woo , Elva Bova , Tidiane Kinda , and Yuanyan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 September 2013

DOI: http://dx.doi.org/10.5089/9781484390917.001

ISBN: 9781484390917

Keywords: Inequality, Gini Coefficient, Tax and Spending policy, gini, income distribution, world income inequality, dependent variable, General, Equity, Justice

The 2007-09 Great Recession has led to an unprecedented increase in public debt in many countries, triggering substantial fiscal adjustments. What are the distributional consequences of fiscal austerity measures? T...

Global Financial Stability Report, April 2013
			: Old Risks, New Challenges

Global Financial Stability Report, April 2013 : Old Risks, New Challenges »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 April 2013

DOI: http://dx.doi.org/10.5089/9781475589580.082

ISBN: 9781475589580

Keywords: bond, bonds, financial stability, banking, financial institutions

The Global Financial Stability Report examines current risks facing the global financial system and policy actions that may mitigate these. It analyzes the key challenges facing financial and nonfinancial firms as...

Global Financial Stability Report, October 2012
			: Summary version

Global Financial Stability Report, October 2012 : Summary version »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 November 2012

DOI: http://dx.doi.org/10.5089/9781616353902.082

ISBN: 9781616353902

Keywords: bond, banking, bonds, financial stability, credit

The October 2012 Global Financial Stability Report (GFSR) finds increased risks to the global financial system, with the euro area crisis the principal source of concern, and urges policymakers to act now to restor...

Global Housing Cycles

Global Housing Cycles »

Volume/Issue: 2012/217

Series: IMF Working Papers

Author(s): Deniz Igan , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

DOI: http://dx.doi.org/10.5089/9781475505672.001

ISBN: 9781475505672

Keywords: Housing Cycles, Mortgage Markets, mortgage, real estate, housing markets, housing finance, foreclosure, Financial Markets and the Macroeconomy, Macroeconomic Aspects of International Trade and Finance: General,

Housing cycles and their impact on the financial system and the macroeconomy have become the center of attention following the global financial crisis. This paper documents the characteristics of housing cycles in...

Accounting for Global Dispersion of Current Accounts

Accounting for Global Dispersion of Current Accounts »

Volume/Issue: 2009/276

Series: IMF Working Papers

Author(s): Jaewoo Lee , Yongsung Chang , and Sun-Bin Kim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

DOI: http://dx.doi.org/10.5089/9781451874211.001

ISBN: 9781451874211

Keywords: Distribution of Current Account, Incomplete Markets, Frictions, current accounts, current account imbalances, current account balances, current account deficit,

We undertake a quantitative analysis of the dispersion of current accounts in an open economy version of incomplete insurance model, incorporating important market frictions in trade and financial flows. Calibrated...

Global Equilibrium Exchange Rates
			: Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework

Global Equilibrium Exchange Rates : Euro, Dollar, 'Ins,' 'Outs,' and Other Major Currencies in a Panel Cointegration Framework »

Volume/Issue: 1999/175

Series: IMF Working Papers

Author(s): Susana Garcia Cervero , J. Lopez , Enrique Alberola Ila , and Angel Ubide

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1999

DOI: http://dx.doi.org/10.5089/9781451858730.001

ISBN: 9781451858730

Keywords: Equilibrium Exchange Rates, Panel Cointegration, exchange rate, cointegration, exchange rates, real exchange rate, statistics

This paper presents a methodology for calculating bilateral equilibrium exchange rates for a panel of currencies in a way that guarantees global consistency. The methodology has three parts: a theoretical model tha...