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Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices

Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices »

Source: Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices

Volume/Issue: 2007/217

Series: IMF Working Papers

Author(s): Juan Pablo Medina Guzman , and Ruy Lama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

ISBN: 9781451867817

Keywords: Optimal monetary policy, asset market segmentation, inflation, asset market, market segmentation, nominal interest rate,

This paper studies optimal monetary policy in a two-sector small open economy model under segmented asset markets and sticky prices. We solve the Ramsey problem under full commitment, and characterize the optimal m...

Efficiency Wages and Labor Mobility in an Open Economy

Efficiency Wages and Labor Mobility in an Open Economy »

Source: Efficiency Wages and Labor Mobility in an Open Economy

Volume/Issue: 1993/79

Series: IMF Working Papers

Author(s): Julio Santaella , and Pierre-Richard Agénor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1993

ISBN: 9781451850161

Keywords: wage, labor mobility, labor demand, labor market segmentation, labor supply

The paper analyzes the role of labor market segmentation and relative wage rigidity in the transmission process of macroeconomic shocks in a two-sector optimizing model of a small open economy. The analysis is firs...

Modelling the Yield Curve

Modelling the Yield Curve »

Source: Modelling the Yield Curve

Volume/Issue: 1991/134

Series: IMF Working Papers

Author(s): Mark Taylor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1991

ISBN: 9781451931457

Keywords: interest rates, term structure, expectations, risk, market segmentation, bond, heteroscedasticity, equation, bonds, statistics

We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality U.K. data. We extend the Campbell-Shiller technique to the overlapping data case and apply it to reject the pure e...

Pricing to Market and the Real Exchange Rate

Pricing to Market and the Real Exchange Rate »

Source: Pricing to Market and the Real Exchange Rate

Volume/Issue: 1995/12

Series: IMF Working Papers

Author(s): Hamid Faruqee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1995

ISBN: 9781451842845

Keywords: exchange rate, real exchange rate, exchange rates, export prices, market segmentation

This paper investigates the consequences of pricing to market for exchange rate pass-through and real exchange rate dynamics across different patterns of trade under market segmentation. Under two-way, intraindustr...

Bank Resolution Costs, Depositor Preference, and Asset Encumbrance

Bank Resolution Costs, Depositor Preference, and Asset Encumbrance »

Source: Bank Resolution Costs, Depositor Preference, and Asset Encumbrance

Volume/Issue: 2013/172

Series: IMF Working Papers

Author(s): Daniel Hardy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 2013

ISBN: 9781484354100

Keywords: Bankruptcy costs, depositor preference, asset encumbrance, banking, segmentation, bank funding, debt restructuring, Government Policy and Regulation,

Depositor preference and collateralization of borrowing may reduce the cost of settling the conflicts among creditors that arises in case of resolution or bankruptcy. This net benefit, which may be capitalized into...

Money Market Integration

Money Market Integration »

Source: Money Market Integration

Volume/Issue: 2006/207

Series: IMF Working Papers

Author(s): Leonardo Bartolini , R. Spence Hilton , and Alessandro Prati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

ISBN: 9781451864670

Keywords: Federal funds, Eurodollars, market segmentation, money market, eurodollar market, predictability, eurodollar markets, Financial Markets and the Macroeconomy,

We use transaction-level data and detailed modeling of the high-frequency behavior of federal funds and Eurodollar yield spreads to provide evidence of strong integration between the federal funds and Eurodollar ma...

Revenue Administration

Revenue Administration »

Source: Revenue Administration : Developing a Taxpayer Compliance Program

Volume: 2010

Series: Technical Notes and Manuals

Author(s): Barrie Russell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 November 2010

ISBN: 9781462314218

Keywords: Risk management, Taxpayer segmentation, compliance program, taxpayers, tax system, taxpayer compliance, compliance strategies, Compliance Model, Effectiveness Measures, Risk Prioritization

This technical note describes the importance of a taxpayer compliance program. Improving tax compliance requires long-term reform efforts, beginning with strengthening the organization and management of the revenue...

Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices

Optimal Monetary Policy in a Small Open Economy Under Segmented Asset Markets and Sticky Prices »

Volume/Issue: 2007/217

Series: IMF Working Papers

Author(s): Juan Pablo Medina Guzman , and Ruy Lama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

DOI: http://dx.doi.org/10.5089/9781451867817.001

ISBN: 9781451867817

Keywords: Optimal monetary policy, asset market segmentation, inflation, asset market, market segmentation, nominal interest rate,

This paper studies optimal monetary policy in a two-sector small open economy model under segmented asset markets and sticky prices. We solve the Ramsey problem under full commitment, and characterize the optimal m...

Efficiency Wages and Labor Mobility in an Open Economy

Efficiency Wages and Labor Mobility in an Open Economy »

Volume/Issue: 1993/79

Series: IMF Working Papers

Author(s): Julio Santaella , and Pierre-Richard Agénor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1993

DOI: http://dx.doi.org/10.5089/9781451850161.001

ISBN: 9781451850161

Keywords: wage, labor mobility, labor demand, labor market segmentation, labor supply

The paper analyzes the role of labor market segmentation and relative wage rigidity in the transmission process of macroeconomic shocks in a two-sector optimizing model of a small open economy. The analysis is firs...

Modelling the Yield Curve

Modelling the Yield Curve »

Volume/Issue: 1991/134

Series: IMF Working Papers

Author(s): Mark Taylor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1991

DOI: http://dx.doi.org/10.5089/9781451931457.001

ISBN: 9781451931457

Keywords: interest rates, term structure, expectations, risk, market segmentation, bond, heteroscedasticity, equation, bonds, statistics

We test and estimate a variety of alternative models of the yield curve, using weekly, high-quality U.K. data. We extend the Campbell-Shiller technique to the overlapping data case and apply it to reject the pure e...