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Nonlinearity in Deviations From Uncovered Interest Parity
			: An Explanation of the Forward Bias Puzzle

Nonlinearity in Deviations From Uncovered Interest Parity : An Explanation of the Forward Bias Puzzle »

Volume/Issue: 2006/136

Series: IMF Working Papers

Author(s): Giorgio Valente , Gene Leon , and Lucio Sarno

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

DOI: http://dx.doi.org/10.5089/9781451863963.001

ISBN: 9781451863963

Keywords: Forward bias puzzle, uncovered interest parity, exchange rate, equation, forward exchange, Foward Biaz Puzzle,

We provide empirical evidence that deviations from uncovered interest rate parity (UIP) display significant nonlinearities, consistent with theories based on transaction costs or limits to speculation. This evidenc...

The Real Effects of Financial Sector Risk

The Real Effects of Financial Sector Risk »

Volume/Issue: 2009/198

Series: IMF Working Papers

Author(s): Andrea Maechler , and Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

DOI: http://dx.doi.org/10.5089/9781451873450.001

ISBN: 9781451873450

Keywords: financial sector risk, feedback effects, second-round effects, credit growth, financial sector, regression results, panel regression, regression equation, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy

This paper estimates the magnitude of key effects on the real economy from financial sector stress. We focus on the short-run feedback effect from market-based indicators of financial sector risk to the real econom...

Money Demand in the Euro Area
			: Where Do We Stand (Today)?

Money Demand in the Euro Area : Where Do We Stand (Today)? »

Volume/Issue: 2002/185

Series: IMF Working Papers

Author(s): Zenon Kontolemis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451859423.001

ISBN: 9781451859423

Keywords: EMU, Taylor Rule, Cointegration, inflation, equation, equations, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper reviews the stability of long-run money demand in the euro area in the light of recent revisions to M3 data. The analysis confirms the existence of a stable long-run money demand, although the estimated e...

Money Demand in the Euro Area

Money Demand in the Euro Area »

Source: Money Demand in the Euro Area : Where Do We Stand (Today)?

Volume/Issue: 2002/185

Series: IMF Working Papers

Author(s): Zenon Kontolemis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451859423

Keywords: EMU, Taylor Rule, Cointegration, inflation, equation, equations, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper reviews the stability of long-run money demand in the euro area in the light of recent revisions to M3 data. The analysis confirms the existence of a stable long-run money demand, although the estimated e...

Nonlinearity in Deviations From Uncovered Interest Parity

Nonlinearity in Deviations From Uncovered Interest Parity »

Source: Nonlinearity in Deviations From Uncovered Interest Parity : An Explanation of the Forward Bias Puzzle

Volume/Issue: 2006/136

Series: IMF Working Papers

Author(s): Giorgio Valente , Gene Leon , and Lucio Sarno

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

ISBN: 9781451863963

Keywords: Forward bias puzzle, uncovered interest parity, exchange rate, equation, forward exchange, Foward Biaz Puzzle,

We provide empirical evidence that deviations from uncovered interest rate parity (UIP) display significant nonlinearities, consistent with theories based on transaction costs or limits to speculation. This evidenc...

The Real Effects of Financial Sector Risk1

The Real Effects of Financial Sector Risk1 »

Source: The Real Effects of Financial Sector Risk

Volume/Issue: 2009/198

Series: IMF Working Papers

Author(s): Andrea Maechler , and Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873450

Keywords: financial sector risk, feedback effects, second-round effects, credit growth, financial sector, regression results, panel regression, regression equation, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy

This paper estimates the magnitude of key effects on the real economy from financial sector stress. We focus on the short-run feedback effect from market-based indicators of financial sector risk to the real econom...