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Can You Map Global Financial Stability?

Can You Map Global Financial Stability? »

Source: Can You Map Global Financial Stability?

Volume/Issue: 2010/145

Series: IMF Working Papers

Author(s): Jaume Puig , Ken Miyajima , Rebecca McCaughrin , and Peter Dattels

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201280

Keywords: Early-warning indicator, inflation, bond, financial system, financial markets, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, Financial Economics: General, Public Economics: General

The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial st...

Global Factors in the Term Structure of Interest Rates

Global Factors in the Term Structure of Interest Rates »

Source: Global Factors in the Term Structure of Interest Rates

Volume/Issue: 2013/223

Series: IMF Working Papers

Author(s): Mirko Abbritti , Salvatore Dell'Erba , Antonio Moreno , and Sergio Sola

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

ISBN: 9781475513516

Keywords: Yield Curve, Global Factors, FAVAR, Affine Term Structure Models, Term Premium, inflation, monetary economics, expansionary monetary policy, monetary policies, Time-Series Models

This paper introduces global factors within a FAVAR framework in an empirical affine term structure model. We apply our method to a panel of international yield curves and show that global factors account for more...

Can You Map Global Financial Stability?

Can You Map Global Financial Stability? »

Volume/Issue: 2010/145

Series: IMF Working Papers

Author(s): Jaume Puig , Ken Miyajima , Rebecca McCaughrin , and Peter Dattels

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201280.001

ISBN: 9781455201280

Keywords: Early-warning indicator, inflation, bond, financial system, financial markets, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, Financial Economics: General, Public Economics: General

The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial st...

Getting to Know GIMF
			: The Simulation Properties of the Global Integrated Monetary and Fiscal Model

Getting to Know GIMF : The Simulation Properties of the Global Integrated Monetary and Fiscal Model »

Volume/Issue: 2013/55

Series: IMF Working Papers

Author(s): Derek Anderson , Benjamin Hunt , Mika Kortelainen , Michael Kumhof , Douglas Laxton , Dirk Muir , Susanna Mursula , and Stephen Snudden

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 February 2013

DOI: http://dx.doi.org/10.5089/9781475559415.001

ISBN: 9781475559415

Keywords: business cycle, fiscal multipliers, general equilibrium models, interest rates, macroeconomic interdependence, policy effects, simulation, inflation, real interest rate, real interest rates

The Global Integrated Monetary and Fiscal model (GIMF) is a multi-region, forward-looking, DSGE model developed by the Economic Modeling Division of the IMF for policy analysis and international economic research....

Global Factors in the Term Structure of Interest Rates

Global Factors in the Term Structure of Interest Rates »

Volume/Issue: 2013/223

Series: IMF Working Papers

Author(s): Mirko Abbritti , Salvatore Dell'Erba , Antonio Moreno , and Sergio Sola

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

DOI: http://dx.doi.org/10.5089/9781475513516.001

ISBN: 9781475513516

Keywords: Yield Curve, Global Factors, FAVAR, Affine Term Structure Models, Term Premium, inflation, monetary economics, expansionary monetary policy, monetary policies, Time-Series Models

This paper introduces global factors within a FAVAR framework in an empirical affine term structure model. We apply our method to a panel of international yield curves and show that global factors account for more...

GPM6
			: The Global Projection Model with 6 Regions

GPM6 : The Global Projection Model with 6 Regions »

Volume/Issue: 2013/87

Series: IMF Working Papers

Author(s): Ioan Carabenciov , Charles Freedman , Roberto Garcia-Saltos , Douglas Laxton , Ondra Kamenik , and Petar Manchev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 April 2013

DOI: http://dx.doi.org/10.5089/9781484318942.001

ISBN: 9781484318942

Keywords: Macroeconomic Modeling, Bayesian Estimation, exchange rate, inflation, real exchange rate, real interest rate, Model Construction and Estimation, Monetary Policy (Targets, Instruments, and Effects),

This is the sixth of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economist...

Macroeconomic Performance and Poverty Reduction

Macroeconomic Performance and Poverty Reduction »

Volume/Issue: 2003/72

Series: IMF Working Papers

Author(s): Anne Epaulard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

DOI: http://dx.doi.org/10.5089/9781451849363.001

ISBN: 9781451849363

Keywords: Growth, Macroeconomic Policies, inflation, terms of trade, transition economies, trade openness, Open Economy Macroeconomics, Measurement and Analysis of Poverty,

This paper investigates the link between macroeconomic performance and the change in the poverty rate among 47 episodes of growth and 52 episodes of economic downturn in developing and transition economies. We show...

Macroeconomic Performance and Poverty Reduction

Macroeconomic Performance and Poverty Reduction »

Source: Macroeconomic Performance and Poverty Reduction

Volume/Issue: 2003/72

Series: IMF Working Papers

Author(s): Anne Epaulard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

ISBN: 9781451849363

Keywords: Growth, Macroeconomic Policies, inflation, terms of trade, transition economies, trade openness, Open Economy Macroeconomics, Measurement and Analysis of Poverty,

This paper investigates the link between macroeconomic performance and the change in the poverty rate among 47 episodes of growth and 52 episodes of economic downturn in developing and transition economies. We show...