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Imperfect Information and Saving in a Small Open Economy

Imperfect Information and Saving in a Small Open Economy »

Source: Imperfect Information and Saving in a Small Open Economy

Volume/Issue: 2011/60

Series: IMF Working Papers

Author(s): Agustin Roitman , and Christian Daude

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

ISBN: 9781455221042

Keywords: saving, uncertainty, Bayesian learning, Markov switching, autocorrelation, stochastic process, correlation, probabilities, statistics, Asymmetric and Private Information,

Emerging markets are more volatile and face different types of shocks, in size and nature, compared to their developed counterparts. Accurate identification of the stochastic properties of shocks is difficult. We s...

Unconditional IMF Financial Support and Investor Moral Hazard

Unconditional IMF Financial Support and Investor Moral Hazard »

Source: Unconditional IMF Financial Support and Investor Moral Hazard

Volume/Issue: 2007/104

Series: IMF Working Papers

Author(s): Jun Kim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

ISBN: 9781451866681

Keywords: Coordination failure, IMF bailout, probability, private investors, equations, Information, Knowledge, and Uncertainty: General, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

This paper develops a simple model of international lending, and calibrates it to assess quantitatively the effects of contingent IMF financial support on the risk premiums and the crisis probability. In the model,...

Imperfect Information and Saving in a Small Open Economy

Imperfect Information and Saving in a Small Open Economy »

Volume/Issue: 2011/60

Series: IMF Working Papers

Author(s): Agustin Roitman , and Christian Daude

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

DOI: http://dx.doi.org/10.5089/9781455221042.001

ISBN: 9781455221042

Keywords: saving, uncertainty, Bayesian learning, Markov switching, autocorrelation, stochastic process, correlation, probabilities, statistics, Asymmetric and Private Information,

Emerging markets are more volatile and face different types of shocks, in size and nature, compared to their developed counterparts. Accurate identification of the stochastic properties of shocks is difficult. We s...

Unconditional IMF Financial Support and Investor Moral Hazard

Unconditional IMF Financial Support and Investor Moral Hazard »

Volume/Issue: 2007/104

Series: IMF Working Papers

Author(s): Jun Kim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

DOI: http://dx.doi.org/10.5089/9781451866681.001

ISBN: 9781451866681

Keywords: Coordination failure, IMF bailout, probability, private investors, equations, Information, Knowledge, and Uncertainty: General, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

This paper develops a simple model of international lending, and calibrates it to assess quantitatively the effects of contingent IMF financial support on the risk premiums and the crisis probability. In the model,...