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The Location of Domestic and Foreign Production Affiliates by French Multinational Firms1

The Location of Domestic and Foreign Production Affiliates by French Multinational Firms1 »

Source: The Location of Domestic and Foreign Production Affiliates by French Multinational Firms

Volume/Issue: 2010/22

Series: IMF Working Papers

Author(s): Isabelle Mejean , Thierry Mayer , and Benjamin Nefussi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451962345

Keywords: Location choice, Multinational firms, Conditional logit model, fdi, probability, market access, foreign investments, standard deviation,

Economists interested in location choices usually focus their attention on investments abroad. This neglects the fact that multinational enterprises continue to invest domestically while undertaking foreign expansi...

Estimating a Structural Model of Herd Behavior in Financial Markets

Estimating a Structural Model of Herd Behavior in Financial Markets »

Source: Estimating a Structural Model of Herd Behavior in Financial Markets

Volume/Issue: 2010/288

Series: IMF Working Papers

Author(s): Antonio Guarino , and Marco Cipriani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455211692

Keywords: Herd Behavior, Market Microstructure, Structural Estimation, probability, financial markets, probabilities, standard deviation, financial economics, Asymmetric and Private Information, Estimation,

We develop a new methodology to estimate the importance of herd behavior in financial markets: we build a structural model of informational herding that can be estimated with financial transaction data. In the mode...

Financial Frictions, Investment, and Institutions

Financial Frictions, Investment, and Institutions »

Source: Financial Frictions, Investment, and Institutions

Volume/Issue: 2010/231

Series: IMF Working Papers

Author(s): Yishay Yafeh , Kenichi Ueda , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209316

Keywords: Financial Friction, institution, creditor rights, measurement errors, correlation, equation, financial markets, standard deviation, Corporate Finance and Governance: General, Economic Growth and Aggregate Productivity: General,

Financial frictions have been identified as key factors affecting economic fluctuations and growth. But, can institutional reforms reduce financial frictions? Based on a canonical investment model, we consider two...

Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area1

Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area1 »

Source: Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area

Volume/Issue: 2013/209

Series: IMF Working Papers

Author(s): Dominic Quint , and Pau Rabanal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 October 2013

ISBN: 9781484333693

Keywords: EMU, Basel III, Financial Frictions, standard deviation, interest rates, central bank, real variables, Financial Markets and the Macroeconomy, Monetary Policy (Targets, Instruments

In this paper, we study the optimal mix of monetary and macroprudential policies in an estimated two-country model of the euro area. The model includes real, nominal and financial frictions, and hence both monetary...

The Location of Domestic and Foreign Production Affiliates by French Multinational Firms

The Location of Domestic and Foreign Production Affiliates by French Multinational Firms »

Volume/Issue: 2010/22

Series: IMF Working Papers

Author(s): Isabelle Mejean , Thierry Mayer , and Benjamin Nefussi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451962345.001

ISBN: 9781451962345

Keywords: Location choice, Multinational firms, Conditional logit model, fdi, probability, market access, foreign investments, standard deviation,

Economists interested in location choices usually focus their attention on investments abroad. This neglects the fact that multinational enterprises continue to invest domestically while undertaking foreign expansi...

Estimating a Structural Model of Herd Behavior in Financial Markets

Estimating a Structural Model of Herd Behavior in Financial Markets »

Volume/Issue: 2010/288

Series: IMF Working Papers

Author(s): Antonio Guarino , and Marco Cipriani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

DOI: http://dx.doi.org/10.5089/9781455211692.001

ISBN: 9781455211692

Keywords: Herd Behavior, Market Microstructure, Structural Estimation, probability, financial markets, probabilities, standard deviation, financial economics, Asymmetric and Private Information, Estimation,

We develop a new methodology to estimate the importance of herd behavior in financial markets: we build a structural model of informational herding that can be estimated with financial transaction data. In the mode...

Financial Frictions, Investment, and Institutions

Financial Frictions, Investment, and Institutions »

Volume/Issue: 2010/231

Series: IMF Working Papers

Author(s): Yishay Yafeh , Kenichi Ueda , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

DOI: http://dx.doi.org/10.5089/9781455209316.001

ISBN: 9781455209316

Keywords: Financial Friction, institution, creditor rights, measurement errors, correlation, equation, financial markets, standard deviation, Corporate Finance and Governance: General, Economic Growth and Aggregate Productivity: General,

Financial frictions have been identified as key factors affecting economic fluctuations and growth. But, can institutional reforms reduce financial frictions? Based on a canonical investment model, we consider two...

Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area

Monetary and Macroprudential Policy in an Estimated DSGE Model of the Euro Area »

Volume/Issue: 2013/209

Series: IMF Working Papers

Author(s): Dominic Quint , and Pau Rabanal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 October 2013

DOI: http://dx.doi.org/10.5089/9781484333693.001

ISBN: 9781484333693

Keywords: EMU, Basel III, Financial Frictions, standard deviation, interest rates, central bank, real variables, Financial Markets and the Macroeconomy, Monetary Policy (Targets, Instruments

In this paper, we study the optimal mix of monetary and macroprudential policies in an estimated two-country model of the euro area. The model includes real, nominal and financial frictions, and hence both monetary...