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Quality of Financial Policies and Financial System Stress

Quality of Financial Policies and Financial System Stress »

Volume/Issue: 2005/173

Series: IMF Working Papers

Author(s): Udaibir Das , Plamen Yossifov , Richard Podpiera , and Dmitriy Rozhkov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

DOI: http://dx.doi.org/10.5089/9781451861921.001

ISBN: 9781451861921

Keywords: financial stress, financial policies, financial system, banking, foreign exchange, banking sector, General Financial Markets: Government Policy and Regulation,

In this paper, we develop multi-country indices of financial system stress and quality of financial policies and use them in regression analysis of the determinants of financial stress. We find that countries with...

Time-Varying Thresholds
			: An Application to Purchasing Power Parity

Time-Varying Thresholds : An Application to Purchasing Power Parity »

Volume/Issue: 2003/181

Series: IMF Working Papers

Author(s): Gene Leon , and Serineh Najarian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2003

DOI: http://dx.doi.org/10.5089/9781451859218.001

ISBN: 9781451859218

Keywords: exchange rate, exchange rates, nonlinearity, real exchange rate, statistics, time-varying thresholds, asymmetry,

This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesi...

Quality of Financial Policies and Financial System Stress

Quality of Financial Policies and Financial System Stress »

Source: Quality of Financial Policies and Financial System Stress

Volume/Issue: 2005/173

Series: IMF Working Papers

Author(s): Udaibir Das , Plamen Yossifov , Richard Podpiera , and Dmitriy Rozhkov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451861921

Keywords: financial stress, financial policies, financial system, banking, foreign exchange, banking sector, General Financial Markets: Government Policy and Regulation,

In this paper, we develop multi-country indices of financial system stress and quality of financial policies and use them in regression analysis of the determinants of financial stress. We find that countries with...

Time-Varying Thresholds

Time-Varying Thresholds »

Source: Time-Varying Thresholds : An Application to Purchasing Power Parity

Volume/Issue: 2003/181

Series: IMF Working Papers

Author(s): Gene Leon , and Serineh Najarian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2003

ISBN: 9781451859218

Keywords: exchange rate, exchange rates, nonlinearity, real exchange rate, statistics, time-varying thresholds, asymmetry,

This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesi...