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Title:
"Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"
Author/Editor:
Barnhill, Theodore M. ; Papapanagiotou, Panagiotis ; Schumacher, Liliana
Series:
Working Paper No. 00/212
Date:
December 01, 2000
Subject(s):
Banking
|
Capital markets
|
South Africa
|
Credit risk
|
Economic models
M
Title:
A Macro Model of the Credit Channel in a Currency Union Member: The Case of Benin
Author/Editor:
Samaké, Issouf
Series:
Working Paper No. 10/191
Date:
August 01, 2010
Subject(s):
Benin
| Bonds | Central bank policy | Credit | Economic models | Excess liquidity | Financial sector | Monetary policy | Monetary transmission mechanism | Monetary unions | Reserves | Sovereign debt | West African Economic and Monetary Union
Author's Keyword(s):
Benin
|
Credit channel
|
excess liquidity
|
government bonds
|
general equilibrium
|
stochastic simulation.
Title:
Macro-Financial Implications of Corporate (De)Leveraging in the Euro Area Periphery
Author/Editor:
Manuela Goretti ; Marcos Souto
Series:
Working Paper No. 13/154
Date:
June 26, 2013
Subject(s):
Corporate sector
|
Europe
|
Debt burden
|
Euro Area
|
Financial crisis
|
Debt restructuring
Title:
Macro-Financial Linkages in Egypt: A Panel Analysis of Economic Shocks and Loan Portfolio Quality
Author/Editor:
Inessa Love ; Rima Turk Ariss
Series:
Working Paper No. 13/271
Date:
December 30, 2013
Subject(s):
Banking sector
|
Egypt
|
Loans
|
External shocks
|
Credit risk
|
Economic models
Title:
Macro-prudential Policy in a Fisherian Model of Financial Innovation
Author/Editor:
Javier Bianchi ; Emine Boz ; Enrique G. Mendoza
Series:
Working Paper No. 12/181
Date:
July 01, 2012
Subject(s):
Economic models
|
Macroprudential Policy
Author's Keyword(s):
Financial crises
|
financial innovation
|
macro-prudential regulation
|
Bayesian learning
Title:
Macroeconomic and Sectoral Effects of Terms-of-Trade Shocks - The Experience of the Oil-Exporting Developing Countries
Author/Editor:
Spatafora, Nikola ; Warner, Andrew M.
Series:
Working Paper No. 99/134
Date:
October 01, 1999
Subject(s):
Terms of trade
|
Oil exports
|
Developing countries
Title:
Macroeconomic and Welfare Costs of U.S. Fiscal Imbalances
Author/Editor:
Bertrand Gruss ; Jose L. Torres
Series:
Working Paper No. 12/38
Date:
January 01, 2012
Subject(s):
Debt reduction
|
Economic models
|
Fiscal consolidation
|
Public debt
|
Welfare
Author's Keyword(s):
Fiscal imbalances
|
government debt
|
growth
|
crowding out
|
fiscal consolidation
|
welfare.
Title:
Macroeconomic Conditions and Import Surcharges in Selected Transition Economies
Author/Editor:
Sorsa, Piritta
Series:
Working Paper No. 99/62
Date:
May 01, 1999
Subject(s):
Trade liberalization
|
Import surcharges
|
Exchange rates
Title:
The Macroeconomic Consequences of Wage Indexation Revisited
Author/Editor:
Jadresic, Esteban
Series:
Working Paper No. 98/15
Date:
February 01, 1998
Subject(s):
Wage indexation
|
Inflation
|
Exchange rate regimes
|
Economic models
Title:
Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements
Author/Editor:
Scott Roger ; Jan Vlcek
Series:
Working Paper No. 11/103
Date:
May 01, 2011
Subject(s):
Banking sector
|
Economic models
|
External shocks
Author's Keyword(s):
Capital and liquidity requirements
|
financial frictions
|
macro-financial linkages.
Title:
Macroeconomic Cycles in China
Author/Editor:
Oppers, Stefan E.
Series:
Working Paper No. 97/135
Date:
October 01, 1997
Subject(s):
Business cycles
|
China
|
Inflation
Title:
The Macroeconomic Effects of Environmental Taxes - A Closer Look at the Feasibility of "Win-Win" Outcomes
Author/Editor:
Ligthart, Johanna Elisabeth
Series:
Working Paper No. 98/75
Date:
May 01, 1998
Subject(s):
Economic growth
|
Taxation
|
Environment
Title:
The Macroeconomic Effects of Higher Oil Prices
Author/Editor:
Hunt, Ben ; Isard, Peter ; Laxton, Douglas
Series:
Working Paper No. 01/14
Date:
February 01, 2001
Subject(s):
Oil prices
|
Monetary policy
|
Economic models
Author's Keyword(s):
oil price shocks
|
MULTIMOD
|
monetary policy
Title:
Macroeconomic Effects of Public Pension Reforms
Author/Editor:
Karam, Philippe D ; Muir, Dirk ; Pereira, Joana ; Tuladhar, Anita
Series:
Working Paper No. 10/297
Date:
December 01, 2010
Subject(s):
Aging | Asia | Cross country analysis | Developed countries | Emerging markets | Euro Area | Fiscal policy | Monetary policy | Pension reforms | Pensions | Public sector |
United States
Author's Keyword(s):
OLG models
|
Aging
|
Pension Reforms
|
Fiscal Adjustment
Title:
Macroeconomic Effects of Sovereign Restructuring in a Monetary Union: A Model-based Approach
Author/Editor:
Lorenzo Forni ; Massimiliano Pisani
Series:
Working Paper No. 13/269
Date:
December 26, 2013
Subject(s):
Sovereign debt
|
Monetary unions
|
Public debt
|
Debt restructuring
|
Fiscal consolidation
|
Fiscal policy
|
Economic models
Title:
Macroeconomic Evaluation of Labor Market Reform in Germany
Author/Editor:
Tom Krebs ; Martin Scheffel
Series:
Working Paper No. 13/42
Date:
February 13, 2013
Subject(s):
Labor market reforms
|
Germany
|
Unemployment
|
Welfare
|
Economic models
Title:
Macroeconomic Fluctuations in Developing Countries - Some Stylized Facts
Author/Editor:
Agénor, Pierre-Richard ; McDermott, C. John ; Prasad, Eswar
Series:
Working Paper No. 99/35
Date:
March 01, 1999
Subject(s):
Business cycles
|
Developing countries
Title:
Macroeconomic Fluctuations in Sub-Saharan Africa
Author/Editor:
Hoffmaister, Alexander W.
Series:
Working Paper No. 97/82
Date:
July 01, 1997
Subject(s):
Economic growth
|
Sub-Saharan Africa
|
Exchange arrangements
|
Economic models
Title:
Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
Series:
Working Paper No. 09/147
Date:
July 01, 2009
Subject(s):
Emerging markets
|
Economic models
|
Bond markets
|
Bonds
|
Asset prices
|
Announcements
|
Sovereign debt
|
Private investment
|
Public information
Author's Keyword(s):
emerging markets
|
bond pricing
|
macroeconomic news
|
announcements
|
survey data
|
news spillovers
|
high-frequency data
Title:
Macroeconomic Model Spillovers and Their Discontents
Author/Editor:
Tamim Bayoumi ; Francis Vitek
Series:
Working Paper No. 13/4
Date:
January 08, 2013
Subject(s):
Spillovers
|
Cross country analysis
|
Economic models