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Threshold Effects of Sovereign Debt

Threshold Effects of Sovereign Debt »

Source: Threshold Effects of Sovereign Debt : Evidence From the Caribbean

Volume/Issue: 2012/157

Series: IMF Working Papers

Author(s): Lisa Drakes , Chrystol Thomas , Roland Craigwell , and Kevin Greenidge

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504507

Keywords: Debt Threshold, Panel Data, Threshold Regressions, external debt, real gdp

This paper addresses the issue of threshold effects between public debt and economic growth in the Caribbean. The main finding is that there exists a threshold debt to gross domestic product (GDP) ratio of 55-56 pe...

The Real Effects of Financial Sector Risk1

The Real Effects of Financial Sector Risk1 »

Source: The Real Effects of Financial Sector Risk

Volume/Issue: 2009/198

Series: IMF Working Papers

Author(s): Andrea Maechler , and Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873450

Keywords: financial sector risk, feedback effects, second-round effects, credit growth, financial sector, regression results, panel regression, regression equation, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy

This paper estimates the magnitude of key effects on the real economy from financial sector stress. We focus on the short-run feedback effect from market-based indicators of financial sector risk to the real econom...

Growth Empirics Under Model Uncertainty

Growth Empirics Under Model Uncertainty »

Source: Growth Empirics Under Model Uncertainty : Is Africa Different?

Volume/Issue: 2005/18

Series: IMF Working Papers

Author(s): Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

ISBN: 9781451860375

Keywords: growth regressions, Bayesian model averaging, dynamic panel estimation, debt, probability, samples, debt service, external debt, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data

This paper attempts to identify robust patterns of cross-country growth behavior in the world as a whole and Africa. It employs a novel methodology that incorporates a dynamic panel estimator, and Bayesian Model Av...

Growth Determinants Revisited

Growth Determinants Revisited »

Source: Growth Determinants Revisited

Volume/Issue: 2009/268

Series: IMF Working Papers

Author(s): Charalambos Tsangarides , and Alin Mirestean

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874136

Keywords: growth regressions, Bayesian Model Averaging, dynamic panel estimation, limited information estimation, probability, econometrics, probabilities, equation, growth model,

This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model in panel data...

Revisiting the Determinants of Productivity Growth - What's new?

Revisiting the Determinants of Productivity Growth - What's new? »

Source: Revisiting the Determinants of Productivity Growth - What's new?

Volume/Issue: 2009/225

Series: IMF Working Papers

Author(s): Boileau Loko , and Mame Astou Diouf

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873726

Keywords: Productivity growth, female labour participation, principal components analysis, dynamic panel regression, tfp, real gdp, total factor productivity,

This paper studies the main determinants of total factor productivity (TFP) growth using principal component analysis and a dynamic panel data model and, through a case study, explores key areas where accelerated r...

Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center

Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center »

Source: Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center

Volume/Issue: 2009/195

Series: IMF Working Papers

Author(s): Harald Finger , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873429

Keywords: deposit demand, panel regressions, regional financial center, VECM, deposit growth, banking, bank deposit, banking system, bank deposit growth,

This paper empirically examines the demand for commercial bank deposits in Lebanon, a regional financial center. With Lebanon's high fiscal deficits financed largely by domestic commercial banks that rely on deposi...

Commercial Property Price Indexes

Commercial Property Price Indexes »

Source: Commercial Property Price Indexes : Problems of Sparse Data, Spatial Spillovers, and Weighting

Volume/Issue: 2014/72

Series: IMF Working Papers

Author(s): Mick Silver , and Brian Graf

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2014

ISBN: 9781484364543

Keywords: Commercial Property Price Indexes, Errors in Measurement, Spatial Econometrics, Spatial Panel Regressions, Index Number Weights, price inflation, monetary fund, inflation rates, General, Index Numbers and Aggregation

Transaction-price residential (house) and commercial property price indexes (RPPIs and CPPIs) have inherent problems of sparse data on heterogeneous properties, more so CPPIs. In an attempt to control for heterogen...

Bank Asset Quality in Emerging Markets

Bank Asset Quality in Emerging Markets »

Source: Bank Asset Quality in Emerging Markets : Determinants and Spillovers

Volume/Issue: 2012/71

Series: IMF Working Papers

Author(s): Reinout De Bock , and Alexander Demyanets

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502237

Keywords: Macro-financial linkages, Nonperforming loans, Exchange rate, Panel regressions, capital inflows, net capital flows, exchange rates, Bank Asset Quality in Emerging Markets, Financial Markets and the Macroeconomy, International Finance: General

This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an...

Benchmarking Structural Transformation Across the World

Benchmarking Structural Transformation Across the World »

Source: Benchmarking Structural Transformation Across the World

Volume/Issue: 2013/176

Series: IMF Working Papers

Author(s): Era Dabla-Norris , Alun Thomas , Rodrigo Garcia-Verdu , and Yingyuan Chen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 July 2013

ISBN: 9781484359662

Keywords: Emerging markets, Agricultural sector, Agriculture, Cross country analysis, Productivity, Services, Services sector, Manufacturing sector, Manufacturing, Low-income developing countries

This paper documents stylized facts on the process of structural transformation around the world and empirically analyzes its determinants using data on real value added by sector of economic activity (agriculture,...

Predicting Downside Risks to House Prices and Macro-Financial Stability

Predicting Downside Risks to House Prices and Macro-Financial Stability »

Source: Predicting Downside Risks to House Prices and Macro-Financial Stability

Volume/Issue: 2020/11

Series: IMF Working Papers

Author(s): Andrea Deghi , Mitsuru Katagiri , Sohaib Shahid , and Nico Valckx

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 January 2020

ISBN: 9781513525839

Keywords: Global financial crisis, 2008-2009, Demand, Interest rate increases, Housing prices, Financial crises, House Prices, Growth at Risk, Panel Quantile Regression, Early Warning Models, Macroprudential Policy

This paper predicts downside risks to future real house price growth (house-prices-at-risk or HaR) in 32 advanced and emerging market economies. Through a macro-model and predictive quantile regressions, we show th...