Search Results

You are looking at 1 - 10 of 82 items

  • Keyword: Spillover Analysis x
Clear All Modify Search
Fiscal Spillovers in the Euro Area: Letting the Data Speak

Fiscal Spillovers in the Euro Area: Letting the Data Speak »

Source: Fiscal Spillovers in the Euro Area: Letting the Data Speak

Volume/Issue: 2017/241

Series: IMF Working Papers

Author(s): Era Dabla-Norris , Pietro Dallari , and Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 November 2017

ISBN: 9781484328262

Keywords: Fiscal Spillovers; Bayesian Methods; Fiscal Multipliers, Panel VAR, Fiscal Spillovers, Bayesian Methods, Fiscal Multipliers, Bayesian Analysis, Models with Panel Data

We estimate a panel VAR model that captures cross-country, dynamic interlinkages for 10 euro area countries using quarterly data for the period 1999-2016. Our analysis suggests that fiscal spillovers are significan...

Policy, Risk and Spillover Analysis in the World Economy

Policy, Risk and Spillover Analysis in the World Economy »

Source: Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2017/89

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2017

ISBN: 9781475592757

Keywords: Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis....

Can Global Liquidity Forecast Asset Prices?1

Can Global Liquidity Forecast Asset Prices?1 »

Source: Can Global Liquidity Forecast Asset Prices?

Volume/Issue: 2010/196

Series: IMF Working Papers

Author(s): Reginald Darius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

ISBN: 9781455205264

Keywords: Asset Price, Spillover Analysis, central bank, global financial crisis, private credit, Financial Markets and the Macroeconomy,

During the period leading up to the global financial crisis many asset classes registered rapid price increases. This coincided with a significant rise in global liquidity. This paper attempts to determine the exte...

Macrofinancial Analysis in the World Economy

Macrofinancial Analysis in the World Economy »

Source: Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2015/227

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 October 2015

ISBN: 9781513537429

Keywords: Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

Cross-Country Report on Spillovers

Cross-Country Report on Spillovers »

Source: Cross-Country Report on Spillovers : Selected Issues

Volume/Issue: 2016/212

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. European Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 July 2016

ISBN: 9781498343046

Keywords: Spillovers, Monetary policy, European Central Bank, Emerging markets, Developed countries, Cross country analysis, Economic models, Selected Issues Papers, Poland, Sweden

This paper identifies policies to increase productivity in the East, reduce regional income disparities, and promote overall income convergence. Achieving this objective will require improving educational attainmen...

I. Risks and Spillovers

I. Risks and Spillovers »

Source: 2014 Triennial Surveillance Review - Staff Background Studies

Volume/Issue: 2014/059

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498343077

Keywords: Bilateral surveillance, Cross country analysis, Financial risk, Fiscal policy, Integrated surveillance, Low-income developing countries, Multilateral surveillance, Spillovers, Surveillance, Technical Assistance

...

II. Review of Fiscal Policy Advice

II. Review of Fiscal Policy Advice »

Source: 2014 Triennial Surveillance Review - Staff Background Studies

Volume/Issue: 2014/059

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498343077

Keywords: Bilateral surveillance, Cross country analysis, Financial risk, Fiscal policy, Integrated surveillance, Low-income developing countries, Multilateral surveillance, Spillovers, Surveillance, Technical Assistance

...

III. Scope of Surveillance in Low-Income Countries

III. Scope of Surveillance in Low-Income Countries »

Source: 2014 Triennial Surveillance Review - Staff Background Studies

Volume/Issue: 2014/059

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498343077

Keywords: Bilateral surveillance, Cross country analysis, Financial risk, Fiscal policy, Integrated surveillance, Low-income developing countries, Multilateral surveillance, Spillovers, Surveillance, Technical Assistance

...

IV. Integrated Surveillance

IV. Integrated Surveillance »

Source: 2014 Triennial Surveillance Review - Staff Background Studies

Volume/Issue: 2014/059

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498343077

Keywords: Bilateral surveillance, Cross country analysis, Financial risk, Fiscal policy, Integrated surveillance, Low-income developing countries, Multilateral surveillance, Spillovers, Surveillance, Technical Assistance

...

Risk Taking and Interest Rates

Risk Taking and Interest Rates »

Source: Risk Taking and Interest Rates : Evidence from Decades in the Global Syndicated Loan Market

Volume/Issue: 2017/16

Series: IMF Working Papers

Author(s): Seung Lee , Lucy Qian Liu , and Viktors Stebunovs

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2017

ISBN: 9781475572377

Keywords: International financial markets, Regression analysis, Credit risk, Monetary policy, Loans, Interest rates on loans, United States, Spillovers, Syndicated loans, risk taking

We study how low interest rates in the United States affect risk taking in the market of crossborder leveraged corporate loans. To the extent that actions of the Federal Reserve affect U.S. interest rates, our anal...