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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...

Bank Profitability and Financial Stability

Bank Profitability and Financial Stability »

Source: Bank Profitability and Financial Stability

Volume/Issue: 2019/5

Series: IMF Working Papers

Author(s): TengTeng Xu , Kun Hu , and Udaibir Das

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2019

ISBN: 9781484390078

Keywords: Systemic risk, Finanical stability, bank profitability, non-interest income, business model, panel regression, General, Models with Panel Data

We analyze how bank profitability impacts financial stability from both theoretical and empirical perspectives. We first develop a theoretical model of the relationship between bank profitability and financial stab...

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...

Macroprudential Policy Spillovers

Macroprudential Policy Spillovers »

Source: Macroprudential Policy Spillovers : A Quantitative Analysis

Volume/Issue: 2017/170

Series: IMF Working Papers

Author(s): Heedon Kang , Francis Vitek , Rina Bhattacharya , Phakawa Jeasakul , Sònia Muñoz , Naixi Wang , and Rasool Zandvakil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 July 2017

ISBN: 9781484310991

Keywords: Macroprudential policy; Macrofinancial spillovers; Event studies; Panel regressions; Structural models; Case studies, Macroprudential policy, Macrofinancial spillovers, Event studies, Panel regressions, Structural models, Case studies, International Policy Coordination and Transmission, Government Policy and Regulation

This paper analyzes cross-border macrofinancial spillovers from a variety of macroprudential policy measures, using a range of quantitative methods. Event study and panel regression analyses find that liquidity and...

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...

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...

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: Structural Transformation, Quantile Regression, Panel Data, globalization, gdp per capita, real gdp, economic globalization, economic growth, General,

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,...

Fiscal Rules to Tame the Political Budget Cycle

Fiscal Rules to Tame the Political Budget Cycle »

Source: Fiscal Rules to Tame the Political Budget Cycle : Evidence from Italian Municipalities

Volume/Issue: 2017/6

Series: IMF Working Papers

Author(s): Lorenzo Forni , and Andrea Bonfatti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 January 2017

ISBN: 9781475569971

Keywords: Time series, Fiscal rules, Italy, Europe, Government expenditures, Budgets, Regression analysis, local government finance, regression discontinuity, Cross-Sectional Models

The paper provides evidence that fiscal rules can limit the political budget cycle. It focuses on the application of the Italian fiscal rule at the sub-national level over the period 2004-2006 and shows that: 1) mu...