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Consumption, Income, and International Capital Market Integration

Consumption, Income, and International Capital Market Integration »

Source: Consumption, Income, and International Capital Market Integration

Volume/Issue: 1994/120

Series: IMF Working Papers

Author(s): Ronald MacDonald , and Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1994

ISBN: 9781451939699

Keywords: capital mobility, capital market, international capital, international capital markets

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Credit Conditions and Recoveries from Recessions Associated with Financial Crises

Credit Conditions and Recoveries from Recessions Associated with Financial Crises »

Source: Credit Conditions and Recoveries from Recessions Associated with Financial Crises

Volume/Issue: 2010/83

Series: IMF Working Papers

Author(s): Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451982657

Keywords: Recoveries, External Finance, recessions, recession, General Financial Markets,

Recoveries from recessions associated with a financial crisis tend to be sluggish. In this paper, we present evidence that stressed credit conditions are an important factor constraining the pace of recovery. In pa...

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis1

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis1 »

Source: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

Volume/Issue: 2012/174

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , Estelle Liu , and Jochen M. Schmittmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

ISBN: 9781475505221

Keywords: equity returns, sovereign debt crisis, regulatory capital, panel data econometrics, banking, tier 1 capital, bank bond, General Financial Markets,

This study finds that equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis have been driven mainly by weak growth prospects and heightened sovereign risk an...

Estimation of the Near Unit Root Model of Real Exchange Rates

Estimation of the Near Unit Root Model of Real Exchange Rates »

Source: Estimation of the Near Unit Root Model of Real Exchange Rates

Volume/Issue: 1996/50

Series: IMF Working Papers

Author(s): C. McDermott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1996

ISBN: 9781451846928

Keywords: exchange rates, real exchange rates, exchange rate, time series, real exchange rate

The time-series properties of real exchange rates, on a number of definitions, for 22 industrial countries during 1979-95 were used to re-examine whether PPP holds. It is shown that if real exchange rates reverted...

Financial Cycles

Financial Cycles »

Source: Financial Cycles : What? How? When?

Volume/Issue: 2011/76

Series: IMF Working Papers

Author(s): Marco Terrones , Ayhan Kose , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455227037

Keywords: credit cycles, asset busts, crunches, house prices, financial cycles, financial crises, financial markets, equity markets, International Policy Coordination and Transmission,

This paper provides a comprehensive analysis of financial cycles using a large database covering 21 advanced countries over the period 1960:1-2007:4. Specifically, we analyze cycles in credit, house prices, and equ...

The Financial Wealth of Corporations

The Financial Wealth of Corporations »

Source: The Financial Wealth of Corporations

Volume/Issue: 2016/11

Series: IMF Working Papers

Author(s): Yuko Hashimoto , and Noriaki Kinoshita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 January 2016

ISBN: 9781484395073

Keywords: Nonfinancial corporation, financial balance sheet, net financial wealth, balance sheet, equity, debt, balance sheets, stock, General, Methodology for Collecting

This paper analyzes the nonfinancial corporation (NFC) sector’s financial balance sheets using data available from the OECD. In our sample of 20 advanced economies, corporate debt in percent of GDP—a frequently use...

Fiscal Deficit and Public Debt in Industrial Countries, 1970-19941/

Fiscal Deficit and Public Debt in Industrial Countries, 1970-19941/ »

Source: Fiscal Deficit and Public Debt in Industrial Countries, 1970-1994

Volume/Issue: 1995/49

Series: IMF Working Papers

Author(s): Domenico Fanizza , and Vito Tanzi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1995

ISBN: 9781451846782

Keywords: public debt, fiscal deficit, fiscal deficits, government deficit, fiscal balance

This paper assembles a set of relevant fiscal data, for both the individual countries and for the aggregate G-7 and 18 industrial countries, which covers a period long enough to allow an assessment of trends and th...

A Modern History of Fiscal Prudence and Profligacy

A Modern History of Fiscal Prudence and Profligacy »

Volume/Issue: 2013/5

Series: IMF Working Papers

Author(s): Paolo Mauro , Rafael Romeu , Ariel Binder , and Asad Zaman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 January 2013

DOI: http://dx.doi.org/10.5089/9781616357825.001

ISBN: 9781616357825

Keywords: fiscal balance, fiscal policy response, fiscal prudence, Deficit,

We draw on a newly collected historical dataset of fiscal variables for a large panel of countries-to our knowledge, the most comprehensive database currently available-to gauge the degree of fiscal prudence or pro...

Consumption, Income, and International Capital Market Integration

Consumption, Income, and International Capital Market Integration »

Volume/Issue: 1994/120

Series: IMF Working Papers

Author(s): Ronald MacDonald , and Tamim Bayoumi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1994

DOI: http://dx.doi.org/10.5089/9781451939699.001

ISBN: 9781451939699

Keywords: capital mobility, capital market, international capital, international capital markets

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Credit Conditions and Recoveries from Recessions Associated with Financial Crises

Credit Conditions and Recoveries from Recessions Associated with Financial Crises »

Volume/Issue: 2010/83

Series: IMF Working Papers

Author(s): Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

DOI: http://dx.doi.org/10.5089/9781451982657.001

ISBN: 9781451982657

Keywords: Recoveries, External Finance, recessions, recession, General Financial Markets,

Recoveries from recessions associated with a financial crisis tend to be sluggish. In this paper, we present evidence that stressed credit conditions are an important factor constraining the pace of recovery. In pa...