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Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Source: Financial Spillovers to Emerging Markets During the Global Financial Crisis

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GAR...

Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

DOI: http://dx.doi.org/10.5089/9781451872514.001

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GAR...

The Puzzle of Persistently Negative Interest Rate-Growth Differentials
			: Financial Repression or Income Catch-Up?

The Puzzle of Persistently Negative Interest Rate-Growth Differentials : Financial Repression or Income Catch-Up? »

Volume/Issue: 2011/260

Series: IMF Working Papers

Author(s): Anna Shabunina , Julio Escolano , and Jaejoon Woo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463924553.001

ISBN: 9781463924553

Keywords: interest rate-growth differential, debt dynamics, dynamic efficiency, income catch-up, financial repression, inflation, government debt, real interest rate, private credit, Money And Interest Rates

The interest rate-growth differential (IRGD) shows a marked correlation with GDP per capita. It has been on average around 1 percentage point for large advanced economies during 1999-2008; but below -7 percentage p...

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries
			: A "Fan-Chart" Approach

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : A "Fan-Chart" Approach »

Volume/Issue: 2006/67

Series: IMF Working Papers

Author(s): Oya Celasun , Xavier Debrun , and Jonathan Ostry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

DOI: http://dx.doi.org/10.5089/9781451863277.001

ISBN: 9781451863277

Keywords: Public debt sustainability, fiscal reaction function, risk analysis, fan charts, public debt, equation, correlation, fiscal reaction, National Deficit Surplus, Simulation Methods,

This paper proposes a probabilistic approach to public debt sustainability analysis (DSA) using "fan charts." These depict the magnitude of risks-upside and downside-surrounding public debt projections as a result...

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries

Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries »

Source: Primary Surplus Behavior and Risks to Fiscal Sustainability in Emerging Market Countries : A "Fan-Chart" Approach

Volume/Issue: 2006/67

Series: IMF Working Papers

Author(s): Oya Celasun , Xavier Debrun , and Jonathan Ostry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863277

Keywords: Public debt sustainability, fiscal reaction function, risk analysis, fan charts, public debt, equation, correlation, fiscal reaction, National Deficit Surplus, Simulation Methods,

This paper proposes a probabilistic approach to public debt sustainability analysis (DSA) using "fan charts." These depict the magnitude of risks-upside and downside-surrounding public debt projections as a result...

The Puzzle of Persistently Negative Interest Rate-Growth Differentials

The Puzzle of Persistently Negative Interest Rate-Growth Differentials »

Source: The Puzzle of Persistently Negative Interest Rate-Growth Differentials : Financial Repression or Income Catch-Up?

Volume/Issue: 2011/260

Series: IMF Working Papers

Author(s): Anna Shabunina , Julio Escolano , and Jaejoon Woo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463924553

Keywords: interest rate-growth differential, debt dynamics, dynamic efficiency, income catch-up, financial repression, inflation, government debt, real interest rate, private credit, Money And Interest Rates

The interest rate-growth differential (IRGD) shows a marked correlation with GDP per capita. It has been on average around 1 percentage point for large advanced economies during 1999-2008; but below -7 percentage p...