Browse

You are looking at 61 - 70 of 95 items

  • Keywords: financial conditions x
Clear All
Emerging Market Corporate Leverage and Global Financial Conditions

Emerging Market Corporate Leverage and Global Financial Conditions »

Volume/Issue: 2016/243

Series: IMF Working Papers

Author(s): Adrian Alter , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2016

DOI: http://dx.doi.org/10.5089/9781475560480.001

ISBN: 9781475560480

Keywords: Monetary policy, Corporate debt, United States, Emerging markets, Economic conditions, Corporate structure, Leverage, Global financial conditions, US monetary policy

Corporate debt in emerging markets has risen significantly in recent years amid accommodative global financial conditions. This paper studies the relationship of leverage growth in emerging market (EM) firms to U.S...

Financial and Business Cycles in Brazil

Financial and Business Cycles in Brazil »

Volume/Issue: 2017/12

Series: IMF Working Papers

Author(s): Ivo Krznar , and Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2017

DOI: http://dx.doi.org/10.5089/9781475571042.001

ISBN: 9781475571042

Keywords: Western Hemisphere, Econometric models, Public sector, Private sector, Financial risk, Brazil, Business cycles, Credit expansion, Procyclicality of financial system, Parameter estimation

This paper explores the nexus between the financial cycle and business cycle in Brazil. Cycles are estimated using a variety of commonly-used statistical methods and with a small, semistructural model of the Brazil...

Financial Conditions Indexes for the United States and Euro Area

Financial Conditions Indexes for the United States and Euro Area »

Volume/Issue: 2011/93

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455253326.001

ISBN: 9781455253326

Keywords: Financial Conditions, Short-term Forecasting, Real-Time Data, forecasting, bond, bond spread, government bond, bond yield, General Aggregative Models: Forecasting and Simulation, Financial Markets and the Macroeconomy,

Financial conditions indexes are developed for the United States and euro area using a wide range of financial indicators and a dynamic factor model. The financial conditions indexes are shown to be useful for fore...

House Price Synchronicity, Banking Integration, and Global Financial Conditions

House Price Synchronicity, Banking Integration, and Global Financial Conditions »

Volume/Issue: 2018/250

Series: IMF Working Papers

Author(s): Adrian Alter , Jane Dokko , and Dulani Seneviratne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 November 2018

DOI: http://dx.doi.org/10.5089/9781484385692.001

ISBN: 9781484385692

Keywords: Housing market; global liquidity; financial conditions; banking intergration; business cycles, Housing market, global liquidity, financial conditions, banking intergration, business cycles, General, International Policy Coordination and Transmission, International Business Cycles

We examine the relationship between house price synchronicity and global financial conditions across 40 countries and about 70 cities over the past three decades. The role played by cross-border banking flows in re...

How Financial Conditions Matter Differently across Latin America

How Financial Conditions Matter Differently across Latin America »

Volume/Issue: 2017/218

Series: IMF Working Papers

Author(s): Luis Brandao-Marques , and Esther Perez Ruiz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2017

DOI: http://dx.doi.org/10.5089/9781484325506.001

ISBN: 9781484325506

Keywords: Financial conditions indexes, TVP-FAVAR, financial spillovers, Forecasting and Simulation, Financial Markets and the Macroeconomy, General

This paper develops comparable financial conditions indices (FCIs) for the six large and most financially-integrated Latin American economies (LA6) by following Korobilis (2013) and Koop and Korobilis (2014). The m...

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France »

Volume/Issue: 2017/269

Series: IMF Working Papers

Author(s): Piyabha Kongsamut , Christian Mumssen , Anne-Charlotte Paret , and Thierry Tressel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2017

DOI: http://dx.doi.org/10.5089/9781484330968.001

ISBN: 9781484330968

Keywords: Europe, France, Forecasting, financial conditions index, macro-financial linkages, vector auto-regression, refers to exports volume of goods, General, Forecasting and Simulation

How can information on financial conditions be used to better understand macroeconomic developments and improve macroeconomic projections? We investigate this question for France by constructing country-specific fi...

Reversing the Financial Accelerator
			: Credit Conditions and Macro-Financial Linkages

Reversing the Financial Accelerator : Credit Conditions and Macro-Financial Linkages »

Volume/Issue: 2011/26

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Reginald Darius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455216734.001

ISBN: 9781455216734

Keywords: Financial conditions index, credit conditions, survey, statistics, inflation, Money and Interest Rates: Forecasting and Simulation, Financial Markets and the Macroeconomy,

This paper examines the role of credit markets in the transmission of U.S. macro-financial shocks through the prism of a financial conditions index (FCI) based on a vector autoregression (VAR) methodology. It explo...

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France1

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France1 »

Source: Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France

Volume/Issue: 2017/269

Series: IMF Working Papers

Author(s): Piyabha Kongsamut , Christian Mumssen , Anne-Charlotte Paret , and Thierry Tressel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2017

ISBN: 9781484330968

Keywords: Europe, France, Forecasting, financial conditions index, macro-financial linkages, vector auto-regression, refers to exports volume of goods, General, Forecasting and Simulation

How can information on financial conditions be used to better understand macroeconomic developments and improve macroeconomic projections? We investigate this question for France by constructing country-specific fi...

Institute of International Finance: Köhler calls for a public-private partnership to promote greater financial stability

Institute of International Finance: Köhler calls for a public-private partnership to promote greater financial stability »

Source: IMF Survey, Volume 30, Issue 11

Volume/Issue: 30/11

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2001

ISBN: 9781451931402

Keywords: macroeconomic stability, central bank, fiscal balance, financial conditions, public finances

The Web edition of the IMF Survey is updated several times a week, and contains a wealth of articles about topical policy and economic issues in the news. Access the latest IMF research, read interviews, and listen...

Interview: Reinhart examines theory and practice in addressing financial crises

Interview: Reinhart examines theory and practice in addressing financial crises »

Source: IMF Survey, Volume 30, Issue 11

Volume/Issue: 30/11

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2001

ISBN: 9781451931402

Keywords: macroeconomic stability, central bank, fiscal balance, financial conditions, public finances

The Web edition of the IMF Survey is updated several times a week, and contains a wealth of articles about topical policy and economic issues in the news. Access the latest IMF research, read interviews, and listen...