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Testing the Credibility of the Belgian Hard Currency Policy

Testing the Credibility of the Belgian Hard Currency Policy »

Source: Testing the Credibility of the Belgian Hard Currency Policy

Volume/Issue: 1991/79

Series: IMF Working Papers

Author(s): Vincent Koen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1991

ISBN: 9781451850147

Keywords: exchange rate, hard currency, statistics, financial statistics, equation

Interest rate differentials have been widely used to assess the degree of policy credibility. A problem with this measure, however, is that the relationship between the differential and credibility varies not only...

Credit Rationing in Emerging Economies' Access to Global Capital Markets

Credit Rationing in Emerging Economies' Access to Global Capital Markets »

Source: Credit Rationing in Emerging Economies' Access to Global Capital Markets

Volume/Issue: 2004/70

Series: IMF Working Papers

Author(s): Edda Zoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

ISBN: 9781451849189

Keywords: international lending, statistic, statistics, financial statistics, international financial statistics, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

This paper tests empirically the theoretical prediction that the country premium paid by emerging economies on sovereign debt increases with the amount of debt up to a certain critical level, above which the supply...

Are Mexican Business Cycles Asymmetrical?

Are Mexican Business Cycles Asymmetrical? »

Source: Are Mexican Business Cycles Asymmetrical?

Volume/Issue: 2002/150

Series: IMF Working Papers

Author(s): Andre Santos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451856972

Keywords: Regime-switching models, Mexican business cycles, Markov models, probabilities, statistics, financial statistics, probability,

We use the regime-switching econometric models in Hamilton (1989) and Filardo (1994) to study business cycles in Mexico. In particular, we characterize the ups and downs of economic activity in Mexico. As a proxy f...

Riding Global Financial Waves

Riding Global Financial Waves »

Source: Riding Global Financial Waves : The Economic Impact of Global Financial Shocks on Emerging Market Economies

Volume/Issue: 2012/188

Series: IMF Working Papers

Author(s): Gustavo Adler , and Camilo Tovar Mora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

ISBN: 9781475505368

Keywords: global financial shocks, financial integration, exchange rate, exchange rate flexibility, foreign assets, international financial statistics,

Over the past two decades, most emerging market economies witnessed two key developments. A marked process of financial integration with the rest of the world, arguably turning these economies more vulnerable to gl...

Bankruptcy and Firm Dynamics

Bankruptcy and Firm Dynamics »

Source: Bankruptcy and Firm Dynamics : The Case of the Missing Firms

Volume/Issue: 2010/41

Series: IMF Working Papers

Author(s): Jose Daniel Rodríguez-Delgado

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451962932

Keywords: firm dynamics, financial constraints, bond, probability, equation, bond price, statistics,

Financial frictions have been documented as an important determinant of firm dynamics. In this paper I model bankruptcy procedures, liquidation in particular, as an institutional feature that affects both sides of...

Financial Development and Economic Growth

Financial Development and Economic Growth »

Source: Financial Development and Economic Growth : An Overview

Volume/Issue: 2000/209

Series: IMF Working Papers

Author(s): Mohsin Khan , and Abdelhak Senhadji

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451874747

Keywords: financial development, financial markets, growth, equation, statistics, stock market, stock market capitalization

In recent years there has been substantial theoretical and empirical work on the role that financial markets play in fostering economic growth and development. This paper provides a selective review of the literatu...

Monetization in Low- and Middle-Income Countries1

Monetization in Low- and Middle-Income Countries1 »

Source: Monetization in Low- and Middle-Income Countries

Volume/Issue: 2012/160

Series: IMF Working Papers

Author(s): Noriaki Kinoshita , and Cameron McLoughlin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504651

Keywords: Monetization, Financial Sector Reform, Low- and Middle-Income Countries, financial sector, statistics, financial reform, deposit rate, financial sector development

The degree of an economy's monetization, which has an important implication on economic growth, can be affected by the conduct of monetary policy, financial sector reform, and episodes of financial crises. The pape...

Regional Financial Spillovers Across Europe

Regional Financial Spillovers Across Europe »

Source: Regional Financial Spillovers Across Europe : A Global VAR Analysis

Volume/Issue: 2009/23

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Alessandro Galesi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871708

Keywords: Global VAR, Macro-Financial Linkages, International Financial Spillovers, equity prices, statistics, error variance, cointegration, bootstrap,

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of in...

Income from Bonds

Income from Bonds »

Source: Income from Bonds : Treatment in the System of National Accounts 1993

Volume/Issue: 2002/221

Series: IMF Working Papers

Author(s): Lucie Laliberté

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451875249

Keywords: interest accrual, macroeconomic statistics, bond, discount rate, inflation, financial assets, Economic Methodology,

How to account for interest on bonds in a system as integrated as the System of National Accounts 1993 (1993 SNA) has been a source of much controversy. Two main positions emerge: the debtor treatment based on the...

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...