Other Publications

IMF Working Papers by Author

 
 
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Title: Structural Breaks in Fiscal Performance: Did Fiscal Responsibility Laws Have Anything to Do with Them?
Author/Editor: Caceres, Carlos ; Corbacho, Ana ; Medina, Leandro
Series: Working Paper No. 10/248
Date: November 01, 2010
Subject(s): Business cycles | Commodity price fluctuations | Cross country analysis | Developed countries | Economic models | Fiscal analysis | Fiscal policy | Latin America | Legislation
Author's Keyword(s): Fiscal Responsibility Laws | Fiscal Institutions | Fiscal Performance.
 
Title: Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?
Author/Editor: Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano Basurto, Miguel A.
Series: Working Paper No. 10/120
Date: May 01, 2010
Subject(s): Bonds | Cross country analysis | Economic models | Financial crisis | Fiscal policy | Global Financial Crisis 2008-2009 | Risk premium | Sovereign debt | Spillovers
Author's Keyword(s): Sovereign spreads | contagion | market price of risk | fiscal policy
 
Title: Weathering the Global Storm: The Benefits of Monetary Policy Reform in the LA5 Countries
Author/Editor: Canales Kriljenko, Jorge Iván ; Jácome, Luis Ignacio ; Alichi, Ali ; de Oliveira Lima, Ivan Luis
Series: Working Paper No. 10/292
Date: December 01, 2010
Subject(s): Brazil | Central bank autonomy | Central banks | Chile | Colombia | Cross country analysis | Financial crisis | Global Financial Crisis 2008-2009 | Inflation targeting | Latin America | Mexico | Monetary policy | Peru
Author's Keyword(s): Latin America | monetary policy | inflation targeting
 
Title: Spillovers of Domestic Shocks: Will They Counteract the "Great Moderation"?
Author/Editor: Carare, Alina ; Mody, Ashoka
Series: Working Paper No. 10/78
Date: March 01, 2010
Subject(s): Business cycles | Cross country analysis | Developed countries | Economic integration | Economic policy | Emerging markets | External shocks | Globalization | Industrial production | International trade | Production growth | Spillovers
Author's Keyword(s): Output growth volatility | spillovers | vertical specialization
 
Title: Inflation Targeting and the Crisis: An Empirical Assessment
Author/Editor: Carvalho Filho, Irineu E.
Series: Working Paper No. 10/45
Date: February 01, 2010
Subject(s): Central banks | Cross country analysis | Deflation | Economic growth | Emerging markets | Financial crisis | Flexible exchange rates | Global Financial Crisis 2008-2009 | Industrial production | Inflation targeting | Monetary policy | Real effective exchange rates | Unemployment
Author's Keyword(s): Inflation targeting | economic crisis | monetary policy
 
Title: The U.S. Federal Debt Outlook: Reading the Tea Leaves
Author/Editor: Celasun, Oya ; Keim, Geoffrey
Series: Working Paper No. 10/62
Date: March 01, 2010
Subject(s): Budgets | Business cycles | Debt management | Economic forecasting | Fiscal policy | Fiscal sustainability | Public debt | Sovereign debt | United States
Author's Keyword(s): Public debt | fiscal sustainability | fan charts
 
Title: Bankers Without Borders? Implications of Ring-Fencing for European Cross-Border Banks
Author/Editor: Cerutti, Eugenio ; Ilyina, Anna ; Makarova, Yulia ; Schmieder, Christian
Series: Working Paper No. 10/247
Date: November 01, 2010
Subject(s): Banks | Capital | Credit risk | Cross country analysis | Eastern Europe | International banking | Regional shocks
Author's Keyword(s): Cross-border banking | ring-fencing | subsidiaries | Eastern Europe
 
Title: The Global Financial Crisis and Workers' Remittances to Africa: What's the Damage?
Author/Editor: Chami, Ralph ; Barajas, Adolfo ; Garg, Anjali ; Fullenkamp, Connel
Series: Working Paper No. 10/24
Date: January 01, 2010
Subject(s): Economic growth | Migration | Capital flows | Economic forecasting | Global Financial Crisis 2008-2009 | Workers remittances
Author's Keyword(s): Remittances | economic growth | migration | Africa | global crisis
 
Title: Income Uncertainty and Household Savings in China
Author/Editor: Chamon, Marcos ; Liu, Kai ; Prasad, Eswar
Series: Working Paper No. 10/289
Date: December 01, 2010
Subject(s): Aging | China, People's Republic of | Economic models | External shocks | Income distribution | Pension reforms | Private savings | Private sector | Wages
Author's Keyword(s): China | household savings | income uncertainty | pension reforms | buffer-stock savings.
 
Title: Public Debt Sustainability and Management in a Compound Option Framework
Author/Editor: Chan-Lau, Jorge ; Santos, Andre
Series: Working Paper No. 10/2
Date: January 01, 2010
Subject(s): Debt management | Asset management | Credit risk | Debt sustainability | Economic models | Group of Twenty | Public debt | Risk management
Author's Keyword(s): Asset-liability management | debt management | default risk | Australia
 
Title: Regulatory Capital Charges for Too-Connected-to-Fail Institutions: A Practical Proposal
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 10/98
Date: April 01, 2010
Subject(s): Bank regulations | Banking sector | Capital | Credit risk | Financial crisis | Financial institutions | Financial risk | Financial stability | Global Financial Crisis 2008-2009 | Globalization | International financial system
Author's Keyword(s): Regulatory capital | too-connected-to-fail | incremental portfolio | financial institutions | CoRisk | netwrok analysis | perimeter of regulation | systemic risk
 
Title: The Global Financial Crisis and its Impact on the Chilean Banking System
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 10/108
Date: April 01, 2010
Subject(s): Banking sector | Chile | Credit risk | Economic models | Financial crisis | Financial systems | Fiscal policy | Global Financial Crisis 2008-2009 | International banking | International banks | Stabilization measures
Author's Keyword(s): Corisk | quantile regression | banks | financial crisis | contagion | Chile
 
Title: Balance Sheet Network Analysis of Too-Connected-to-Fail Risk in Global and Domestic Banking Systems
Author/Editor: Chan-Lau, Jorge A.
Series: Working Paper No. 10/107
Date: April 01, 2010
Subject(s): Bank accounting | Banking systems | Capital | Credit risk | Developed countries | Emerging markets | Financial institutions | Financial risk | Globalization | International banking | Risk management
Author's Keyword(s): Too-connected-to-fail | interconnectedness | banking system | network analysis
 
Title: World Food Prices and Monetary Policy
Author/Editor: Chang, Roberto ; Catão, Luis
Series: Working Paper No. 10/161
Date: July 01, 2010
Subject(s): Food imports | External shocks | Commodity price fluctuations | Monetary policy | Welfare | Inflation targeting | Consumer price indexes | Producer price indexes | Economic models
 
Title: International Transmission of Bank and Corporate Distress
Author/Editor: Chen, Qianying ; Gray, Dale F. ; N'Diaye, Papa M'B. P. ; Oura, Hiroko ; Tamirisa, Natalia T.
Series: Working Paper No. 10/124
Date: May 01, 2010
Subject(s): Banking sector | Corporate sector | Credit risk | Developed countries | Economic models | Emerging markets | Financial risk | Spillovers
Author's Keyword(s): Bank | corporate | distress | GVAR | financial | international | spillovers
 
Title: A New Framework To Estimate the Risk-Neutral Probability Density Functions Embedded in Options Prices
Author/Editor: Cheng, Kevin C.
Series: Working Paper No. 10/181
Date: August 01, 2010
Subject(s): Asset prices | Capital markets | Commodities | Commodity prices | Economic models
Author's Keyword(s): Implied risk-neutral density functions | option pricing | market expectations.
 
Title: Fire Sales and the Financial Accelerator
Author/Editor: Choi, Woon ; Cook, David
Series: Working Paper No. 10/141
Date: June 01, 2010
Subject(s): Asset liquidation | Bankruptcy | Risk premium
Author's Keyword(s): Fire sales | financial accelerator | endogenous recovery rate | financial shock | liquidity spiral | collateral
 
Title: Dissecting Taylor Rules in a Structural VAR
Author/Editor: Choi, Woon ; Wen, Yi
Series: Working Paper No. 10/20
Date: January 01, 2010
Subject(s): Economic models | External shocks | Inflation targeting | Productivity | Stabilization measures
Author's Keyword(s): endogenous monetary policy | Taylor rule | structural VAR | spectral decomposition
 
Title: Monetary Transmission of Global Imbalances in Asian Countries
Author/Editor: Choi, Woon Gyu ; Lee, Il Houng
Series: Working Paper No. 10/214
Date: September 01, 2010
Subject(s): Asia | Balance of trade | Capital flows | Economic integration | Economic models | Export competitiveness | Globalization | Inflation | Monetary policy | Production growth | Reserves | Savings
Author's Keyword(s): monetary policy | global imbalance | monetary transmission | net saving rates | dynamic panel
 
Title: Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example
Author/Editor: Cihák, Martin ; Ong, Li
Series: Working Paper No. 10/156
Date: July 01, 2010
Subject(s): Liquidity | External shocks | Iceland | Stress testing