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Banking on the Principles

Banking on the Principles »

Source: Banking on the Principles : Compliance with Basel Core Principles and Bank Soundness

Volume/Issue: 2006/242

Series: IMF Working Papers

Author(s): Enrica Detragiache , Thierry Tressel , and Asli Demirgüç-Kunt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2006

ISBN: 9781451865028

Keywords: regulation and supervision, banking, bank ratings, statistics, correlations, Financial Institutions and Services: Government Policy and Regulation,

This paper studies whether compliance with the Basel Core Principles for Effective Banking Supervision (BCPs) improves bank soundness. The authors find a significant and positive relationship between bank soundness...

Desynchronized

Desynchronized »

Source: Desynchronized : The Comovement of Non-Hydrocarbon Business Cycles in the GCC

Volume/Issue: 2011/286

Series: IMF Working Papers

Author(s): Serhan Cevik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

ISBN: 9781463927202

Keywords: Business cycles, business cycle synchronization, band-pass filter, concordance, business cycle, correlation, correlations

This paper investigates the empirical characteristics of business cycles and the extent of cyclical comovement in the Gulf Cooperation Council (GCC) countries, using various measures of synchronization for non-hydr...

The Euro and the Production Structure and Export Performance of Middle East and North African Countries

The Euro and the Production Structure and Export Performance of Middle East and North African Countries »

Source: The Euro and the Production Structure and Export Performance of Middle East and North African Countries

Volume/Issue: 1999/12

Series: IMF Working Papers

Author(s): Jean-François Ruhashyankiko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

ISBN: 9781451842883

Keywords: euro, exchange rate, production structure, export performance, equation, standard errors, statistics, correlation

This paper explores the link between exchange rate volatility of European currencies and economic performance of several countries in the Middle East and North Africa (MENA). The elimination of intra euro-zone exch...

GCC Monetary Union and the Degree of Macroeconomic Policy Coordination

GCC Monetary Union and the Degree of Macroeconomic Policy Coordination »

Source: GCC Monetary Union and the Degree of Macroeconomic Policy Coordination

Volume/Issue: 2007/249

Series: IMF Working Papers

Author(s): Bassem Kamar , and Samy Ben Naceur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451868128

Keywords: Models with panel data, central banks and their policies, analysis of fiscal and monetary policy, economic integration, policy coordination and transmission, exchange rate, real exchange rate, correlation, exchange rates, cointegration,

Coordinating macroeconomic policies is a pre-requisite to a successful launch of the common currency in the GCC countries. Relying on the Behavioral Equilibrium Exchange Rate approach as a theoretical framework, we...

Banking on the Principles
			: Compliance with Basel Core Principles and Bank Soundness

Banking on the Principles : Compliance with Basel Core Principles and Bank Soundness »

Volume/Issue: 2006/242

Series: IMF Working Papers

Author(s): Enrica Detragiache , Thierry Tressel , and Asli Demirgüç-Kunt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2006

DOI: http://dx.doi.org/10.5089/9781451865028.001

ISBN: 9781451865028

Keywords: regulation and supervision, banking, bank ratings, statistics, correlations, Financial Institutions and Services: Government Policy and Regulation,

This paper studies whether compliance with the Basel Core Principles for Effective Banking Supervision (BCPs) improves bank soundness. The authors find a significant and positive relationship between bank soundness...

Desynchronized
			: The Comovement of Non-Hydrocarbon Business Cycles in the GCC

Desynchronized : The Comovement of Non-Hydrocarbon Business Cycles in the GCC »

Volume/Issue: 2011/286

Series: IMF Working Papers

Author(s): Serhan Cevik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

DOI: http://dx.doi.org/10.5089/9781463927202.001

ISBN: 9781463927202

Keywords: Business cycles, business cycle synchronization, band-pass filter, concordance, business cycle, correlation, correlations

This paper investigates the empirical characteristics of business cycles and the extent of cyclical comovement in the Gulf Cooperation Council (GCC) countries, using various measures of synchronization for non-hydr...

GCC Monetary Union and the Degree of Macroeconomic Policy Coordination

GCC Monetary Union and the Degree of Macroeconomic Policy Coordination »

Volume/Issue: 2007/249

Series: IMF Working Papers

Author(s): Bassem Kamar , and Samy Ben Naceur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

DOI: http://dx.doi.org/10.5089/9781451868128.001

ISBN: 9781451868128

Keywords: Models with panel data, central banks and their policies, analysis of fiscal and monetary policy, economic integration, policy coordination and transmission, exchange rate, real exchange rate, correlation, exchange rates, cointegration,

Coordinating macroeconomic policies is a pre-requisite to a successful launch of the common currency in the GCC countries. Relying on the Behavioral Equilibrium Exchange Rate approach as a theoretical framework, we...

The Euro and the Production Structure and Export Performance of Middle East and North African Countries

The Euro and the Production Structure and Export Performance of Middle East and North African Countries »

Volume/Issue: 1999/12

Series: IMF Working Papers

Author(s): Jean-François Ruhashyankiko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

DOI: http://dx.doi.org/10.5089/9781451842883.001

ISBN: 9781451842883

Keywords: euro, exchange rate, production structure, export performance, equation, standard errors, statistics, correlation

This paper explores the link between exchange rate volatility of European currencies and economic performance of several countries in the Middle East and North Africa (MENA). The elimination of intra euro-zone exch...

The Volatility Trap
			: Precautionary Saving, Investment, and Aggregate Risk

The Volatility Trap : Precautionary Saving, Investment, and Aggregate Risk »

Volume/Issue: 2012/134

Series: IMF Working Papers

Author(s): Reda Cherif , and Fuad Hasanov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

DOI: http://dx.doi.org/10.5089/9781475503869.001

ISBN: 9781475503869

Keywords: Volatility, risk, precautionary saving, buffer-stock, growth, investment rate, standard deviation, nonlinear relationship, correlation, statistics

We study the effects of permanent and temporary income shocks on precautionary saving and investment in a "store-or-sow" model of growth. High volatility of permanent shocks results in high precautionary saving in...

The Volatility Trap

The Volatility Trap »

Source: The Volatility Trap : Precautionary Saving, Investment, and Aggregate Risk

Volume/Issue: 2012/134

Series: IMF Working Papers

Author(s): Reda Cherif , and Fuad Hasanov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503869

Keywords: Volatility, risk, precautionary saving, buffer-stock, growth, investment rate, standard deviation, nonlinear relationship, correlation, statistics

We study the effects of permanent and temporary income shocks on precautionary saving and investment in a "store-or-sow" model of growth. High volatility of permanent shocks results in high precautionary saving in...