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How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries »

Source: How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

Volume/Issue: 2011/231

Series: IMF Working Papers

Author(s): Philippe Bracke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463921316

Keywords: Housing Cycles, House Prices, Duration Dependence, dependence, equation, probability, statistics, descriptive statistics, Duration Analysis,

This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length dist...

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing »

Source: Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing

Volume/Issue: 1999/99

Series: IMF Working Papers

Author(s): Arne Bigsten

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

ISBN: 9781451852257

Keywords: African manufacturing, adjustment costs, duration dependence, nonparametric methods, unobserved heterogeneity, fixed costs, investment rate, probability, probabilities, survey

This paper examines dynamic patterns of investment in Cameroon, Ghana, Kenya, Zambia and Zimbabwe, assessing the consistency of those patterns with different adjustment cost structures. Using survey data on manufac...

Systemic Risk and Asymmetric Responses in the Financial Industry1

Systemic Risk and Asymmetric Responses in the Financial Industry1 »

Source: Systemic Risk and Asymmetric Responses in the Financial Industry

Volume/Issue: 2012/152

Series: IMF Working Papers

Author(s): Germán López-Espinosa , Antonio Rubia , Laura Valderrama , and Antonio Moreno

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504347

Keywords: Value at Risk, systemic risk, tail-risk dependence, downside risk, financial system, statistics, bond, financial institutions, probability

To date, an operational measure of systemic risk capturing non-linear tail comovement between system-wide and individual bank returns has not yet been developed. This paper proposes an extension of the so-called Co...

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries

How Long Do Housing Cycles Last? a Duration Analysis for 19 OECD Countries »

Volume/Issue: 2011/231

Series: IMF Working Papers

Author(s): Philippe Bracke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

DOI: http://dx.doi.org/10.5089/9781463921316.001

ISBN: 9781463921316

Keywords: Housing Cycles, House Prices, Duration Dependence, dependence, equation, probability, statistics, descriptive statistics, Duration Analysis,

This paper analyzes the duration of house price upturns and downturns in the last 40 years for 19 OECD countries. I provide two sets of results, one pertaining to the average length and the other to the length dist...

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing

Adjustment Costs, Irreversibility and Investment Patterns in African Manufacturing »

Volume/Issue: 1999/99

Series: IMF Working Papers

Author(s): Arne Bigsten

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

DOI: http://dx.doi.org/10.5089/9781451852257.001

ISBN: 9781451852257

Keywords: African manufacturing, adjustment costs, duration dependence, nonparametric methods, unobserved heterogeneity, fixed costs, investment rate, probability, probabilities, survey

This paper examines dynamic patterns of investment in Cameroon, Ghana, Kenya, Zambia and Zimbabwe, assessing the consistency of those patterns with different adjustment cost structures. Using survey data on manufac...

Systemic Risk and Asymmetric Responses in the Financial Industry

Systemic Risk and Asymmetric Responses in the Financial Industry »

Volume/Issue: 2012/152

Series: IMF Working Papers

Author(s): Germán López-Espinosa , Antonio Rubia , Laura Valderrama , and Antonio Moreno

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475504347.001

ISBN: 9781475504347

Keywords: Value at Risk, systemic risk, tail-risk dependence, downside risk, financial system, statistics, bond, financial institutions, probability

To date, an operational measure of systemic risk capturing non-linear tail comovement between system-wide and individual bank returns has not yet been developed. This paper proposes an extension of the so-called Co...