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Balance Sheets, the Transfer Problem, and Financial Crises

Balance Sheets, the Transfer Problem, and Financial Crises »

Source: International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr.

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

PAUL KRUGMAN MIT, Department of Economics, Cambridge, MA 02139 krugman@mit.edu Abstract In a world of high capital mobility, the thr...

Currency Crises and Uncertainty About Fundamentals

Currency Crises and Uncertainty About Fundamentals »

Source: Currency Crises and Uncertainty About Fundamentals

Volume/Issue: 2002/3

Series: IMF Working Papers

Author(s): M. Sbracia , and Alessandro Prati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451841916

Keywords: Speculative attack, exchange rate crisis, public and private information, exchange rate, exchange rate pressures, probability, equation, predictions, Asymmetric and Private Information,

This paper studies how uncertainty about fundamentals contributed to currency crises from both a theoretical and an empirical perspective. We find evidenceCbased on a monthly dataset of Consensus forecasts for six...

Exact Utilities under Alternative Monetary Rules in a Simple Macro Model with Optimizing Agents

Exact Utilities under Alternative Monetary Rules in a Simple Macro Model with Optimizing Agents »

Source: International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr.

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

DALE W. HENDERSON Federal Reserve Board dale.henderson@frb.gov JINILL KIM University of Virginia...

Financial Crises: What Have We Learned From Theory and Experience?

Financial Crises: What Have We Learned From Theory and Experience? »

Source: International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr.

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

CHAIR: MICHAEL MUSSA Economic Counsellor and Director of Research Department, International Monetary Fund PANELISTS: MICHAEL P. DOOLEY Professor...

Financial Deepening, Inequality, and Growth

Financial Deepening, Inequality, and Growth »

Source: Financial Deepening, Inequality, and Growth : A Model-Based Quantitative Evaluation

Volume/Issue: 2003/193

Series: IMF Working Papers

Author(s): Robert Townsend , and Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2003

ISBN: 9781451859836

Keywords: Financial deepening, inequality, growth, transitional dynamics, growth rate, equation, gdp growth, law of large numbers, gdp growth rate, Model Evaluation and Selection

We propose a coherent unified approach to the study of the linkages among economic growth, financial structure, and inequality, bringing together disparate theoretical and empirical literature. That is, we show how...

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...

Forecasting Thailand's Core Inflation

Forecasting Thailand's Core Inflation »

Source: Forecasting Thailand's Core Inflation

Volume/Issue: 2004/90

Series: IMF Working Papers

Author(s): Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851427

Keywords: Core Inflation, cointegration, statistics, equation, Forecasting and Other Model Applications, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evo...

Foreign Currency Credit Ratings for Emerging Market Economies

Foreign Currency Credit Ratings for Emerging Market Economies »

Source: Foreign Currency Credit Ratings for Emerging Market Economies

Volume/Issue: 2001/191

Series: IMF Working Papers

Author(s): Roberto Perrelli , and Christian Mulder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859713

Keywords: foreign currency credit ratings, economic crises., statistics, autocorrelation, equation, short-term debt, covariance, International Lending and Debt Problems, General Financial Markets: Government Policy and Regulation, Economic Crises,

This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlati...

Currency Crises and Uncertainty About Fundamentals

Currency Crises and Uncertainty About Fundamentals »

Volume/Issue: 2002/3

Series: IMF Working Papers

Author(s): M. Sbracia , and Alessandro Prati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

DOI: http://dx.doi.org/10.5089/9781451841916.001

ISBN: 9781451841916

Keywords: Speculative attack, exchange rate crisis, public and private information, exchange rate, exchange rate pressures, probability, equation, predictions, Asymmetric and Private Information,

This paper studies how uncertainty about fundamentals contributed to currency crises from both a theoretical and an empirical perspective. We find evidenceCbased on a monthly dataset of Consensus forecasts for six...

Financial Deepening, Inequality, and Growth
			: A Model-Based Quantitative Evaluation

Financial Deepening, Inequality, and Growth : A Model-Based Quantitative Evaluation »

Volume/Issue: 2003/193

Series: IMF Working Papers

Author(s): Robert Townsend , and Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2003

DOI: http://dx.doi.org/10.5089/9781451859836.001

ISBN: 9781451859836

Keywords: Financial deepening, inequality, growth, transitional dynamics, growth rate, equation, gdp growth, law of large numbers, gdp growth rate, Model Evaluation and Selection

We propose a coherent unified approach to the study of the linkages among economic growth, financial structure, and inequality, bringing together disparate theoretical and empirical literature. That is, we show how...