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Real Implications of Financial Linkages Between Canada and the United States

Real Implications of Financial Linkages Between Canada and the United States »

Source: Real Implications of Financial Linkages Between Canada and the United States

Volume/Issue: 2008/23

Series: IMF Working Papers

Author(s): Vladimir Klyuev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868852

Keywords: trade linkages, financial linkages, SVAR, gdp growth, real gdp, bonds, stock prices, corporate bonds,

This paper documents the extent of financial linkages between Canada and the United States and explores the impact of changes in U.S. financial conditions on financial conditions and real economic activity in Canad...

Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and 'Coordinated' Macroprudential Policies

Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and 'Coordinated' Macroprudential Policies »

Source: Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and 'Coordinated' Macroprudential Policies

Volume/Issue: 2018/9

Series: IMF Working Papers

Author(s): Seung Choi , Laura Kodres , and Jing Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 January 2018

ISBN: 9781484338476

Keywords: Banking crisis, Financial crisis, Trade Linkages, Financial Linkages, Macroprudential Policies, Financial Aspects of Economic Integration, International Policy Coordination and Transmission

This paper examines whether the coordinated use of macroprudential policies can help lessen the incidence of banking crises. It is well-known that rapid domestic credit growth and house price growth positively infl...

Financial Sector Surveillance and the IMF

Financial Sector Surveillance and the IMF »

Source: Financial Sector Surveillance and the IMF

Volume/Issue: 2009/247

Series: IMF Working Papers

Author(s): Carlo Gola , and Francesco Spadafora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451873948

Keywords: macro-financial linkages, financial stability, financial system, financial systems, financial markets,

The global financial crisis has magnified the role of Financial Sector Surveillance (FSS) in the Fund's activities. This paper surveys the various steps and initiatives through which the Fund has increasingly deepe...

The Impact of Oil Prices on the Banking System in the GCC

The Impact of Oil Prices on the Banking System in the GCC »

Source: The Impact of Oil Prices on the Banking System in the GCC

Volume/Issue: 2016/161

Series: IMF Working Papers

Author(s): Padamja Khandelwal , Ken Miyajima , and Andre Santos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 August 2016

ISBN: 9781475523393

Keywords: Macro-financial linkages, nonperforming loans, panel vector autoregression

This paper examines the links between global oil price movements and macroeconomic and financial developments in the GCC. Using a range of multivariate panel approaches, including a panel vector autoregression appr...

Three Cycles

Three Cycles »

Source: Three Cycles : Housing, Credit, and Real Activity

Volume/Issue: 2009/231

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Alain Kabundi , Deniz Igan , Francisco Nadal De Simone , and Marcelo Pinheiro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873788

Keywords: Macro-financial linkages, house prices, business cycle, lead, spillovers,

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House pric...

Spillovers From the Rest of the World Into Sub-Saharan African Countries1

Spillovers From the Rest of the World Into Sub-Saharan African Countries1 »

Source: Spillovers From the Rest of the World Into Sub-Saharan African Countries

Volume/Issue: 2009/155

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451873023

Keywords: Growth spillovers, financial linkages, panel estimate, world growth, gdp growth,

This paper investigates the impact of a global slowdown on individual African countries using a series of dynamic panel regressions for countries in the region, relating real growth in domestic output to world grow...

Financial Linkages Between the U.S. and Latin America

Financial Linkages Between the U.S. and Latin America »

Source: Financial Linkages Between the U.S. and Latin America : Evidence from Daily Data

Volume/Issue: 2007/262

Series: IMF Working Papers

Author(s): Srideep Ganguly , and Roberto Benelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868258

Keywords: stock market, correlations, bond, correlation, Financial linkages, U.S. Shocks,

Motivated by recent bursts of global financial market turbulence, this paper investigates the linkages between the financial markets in the United States and those of the seven largest Latin American economies, foc...

The Evolution of Asian Financial Linkages

The Evolution of Asian Financial Linkages »

Source: The Evolution of Asian Financial Linkages : Key Determinants and the Role of Policy

Volume/Issue: 2012/262

Series: IMF Working Papers

Author(s): Selim Elekdag , Phurichai Rungcharoenkitkul , and Yiqun Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2012

ISBN: 9781475588682

Keywords: financial linkages, beta, global financial crisis, macroeconomic policies, financial markets, equity market, financial crisis, General,

This paper examines how Asian financial linkages with systemic economies have changed over time. After developing a factor model, it estimates Asian financial sensitivities to systemic economies, and then seeks to...

Dynamic Connectedness of Asian Equity Markets

Dynamic Connectedness of Asian Equity Markets »

Source: Dynamic Connectedness of Asian Equity Markets

Volume/Issue: 2016/57

Series: IMF Working Papers

Author(s): Roberto Guimarães-Filho , and Gee Hee Hong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2016

ISBN: 9781513572451

Keywords: financial spillovers, Asia financial integration, financial linkages, stock market, equity, markets, market, returns, equity returns, General,

Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the regi...

Banks in The Global Integrated Monetary and Fiscal Model

Banks in The Global Integrated Monetary and Fiscal Model »

Source: Banks in The Global Integrated Monetary and Fiscal Model

Volume/Issue: 2015/150

Series: IMF Working Papers

Author(s): Michal Andrle , Michael Kumhof , Douglas Laxton , and Dirk Muir

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 July 2015

ISBN: 9781513532967

Keywords: Multi-Region DSGE Models, Financial Accelerator, Macro-Financial Linkages, banks, bank, capital, lending, interest, Other,

The Global Integrated Monetary and Fiscal model (GIMF) is a multi-region DSGE model developed by the Economic Modeling Division of the IMF for policy and scenario analysis. This paper compares two versions of GIMF,...