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IMF Working Papers by Author

 
 
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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: Tax Revenue Response to the Business Cycle
Author/Editor: Sancak, Cemile ; Velloso, Ricardo ; Xing, Jing
Series: Working Paper No. 10/71
Date: March 01, 2010
Subject(s): Business cycles | Economic forecasting | Economic models | Fiscal policy | Tax revenues | Value added tax
Author's Keyword(s): Tax revenue forecasting | business cycle | tax revenue efficiency | C-efficiency | VAT elasticity
 
Title: Growth and Capital Flows with Risky Entrepreneurship
Author/Editor: Sandri, Damiano
Series: Working Paper No. 10/37
Date: February 01, 2010
Subject(s): Capital flows | Capital outflows | Economic growth | Economic models | Financial risk | Private investment | Private savings | Private sector
Author's Keyword(s): Investment Risk | Saving | Capital Flows | Financial Development | Growth.
 
Title: Post-Crisis Bank Behavior : Lessons From Mercosur
Author/Editor: Sarah Sanya ; Montfort Mlachila
Series: Working Paper No. 10/1
Date: January 01, 2010
Subject(s): Bank credit | Banking crisis | Commercial banks | Credit restraint | Credit risk | Economic models | Excess liquidity | Profits
Author's Keyword(s): Bank behavior | bank crisis | convergence | Mercosur |
 
Title: An Estimated Model with Macrofinancial Linkages for India
Author/Editor: Saxegaard, Magnus ; Anand, Rahul ; Peiris, Shanaka
Series: Working Paper No. 10/21
Date: January 01, 2010
Subject(s): Bank credit | Capital flows | Corporate sector | Economic models | Exchange rates | External borrowing | External financing | External shocks | Financial sector
Author's Keyword(s): monetary policy | financial accelerator | macro-financial linkages | optimal policy | bayesian estimation
 
Title: Currency Hedging for International Portfolios
Author/Editor: Schmittmann, Jochen M.
Series: Working Paper No. 10/151
Date: June 01, 2010
Subject(s): Exchange risk | Foreign exchange transactions | Foreign investment | International capital markets | Risk management | Multiple currency practices | Germany | Japan | United Kingdom | United States
Author's Keyword(s): Currency hedging | international investments | currency risk
 
Title: The Potential Contribution of Fiscal Policy to Rebalancing and Growth in New Zealand
Author/Editor: Schule, Werner
Series: Working Paper No. 10/128
Date: May 01, 2010
Subject(s): Current account balances | Current account deficits | Economic models | Fiscal policy | Government expenditures | New Zealand | Public sector savings | Tax reforms
Author's Keyword(s): Public savings | current account | tax and expenditure reform
 
Title: Public Capital and Growth
Author/Editor: Serkan Arslanalp ; Fabian Bornhorst ; Sanjeev Gupta ; Elsa Sze
Series: Working Paper No. 10/175
Date: July 01, 2010
Subject(s): Public investment | Economic growth | Economic models
Author's Keyword(s): Public investment | public capital | economic growth.
 
Title: Financial Shocks and TFP Growth
Author/Editor: Severo, Tiago ; Estevão, Marcello
Series: Working Paper No. 10/23
Date: January 01, 2010
Subject(s): Bonds | Corporate sector | External financing | External shocks | Industrial sector | Production growth
Author's Keyword(s): Business cycles | total factor productivity | financial shocks
 
Title: Optimal Monetary Policy with Overlapping Generations of Policymakers
Author/Editor: Shamloo, Maral
Series: Working Paper No. 10/32
Date: February 01, 2010
Subject(s): Economic models | Governance | Monetary authorities | Monetary policy | Russian Federation
Author's Keyword(s): Monetary Policy Committee | Commitment | Discretion | Optimal Monetary Policy
 
Title: Price Setting in a Model with Production Chains: Evidence from Sectoral Data
Author/Editor: Shamloo, Maral
Series: Working Paper No. 10/82
Date: March 01, 2010
Subject(s): Economic models | External shocks | Monetary policy | Price adjustments | Price structures | Production
Author's Keyword(s): Multi-sector medal | intermediate inputs | heterogeneity | New-Keynesian Phillips curve | production chain
 
Title: IMF Applications of Purchasing Power Parity Estimates
Author/Editor: Silver, Mick
Series: Working Paper No. 10/253
Date: November 01, 2010
Subject(s): Cross country analysis | Economic indicators | Fund | Purchasing power parity | Quota distribution | Quota formulas | Quotas | Transparency | World Economic Outlook
Author's Keyword(s): Purchasing Power Parity | International Comparison Program | International Monetary Fund | Quotas.
 
Title: After the Crisis: Assessing the Damage in Italy
Author/Editor: Silvia Sgherri ; Hanan Morsy
Series: Working Paper No. 10/244
Date: November 01, 2010
Subject(s): Global Financial Crisis 2008-2009 | Italy | Economic growth | Labor productivity | Production growth | Financial crisis | Productivity
 
Title: Collateral, Netting and Systemic Risk in the OTC Derivatives Market
Author/Editor: Singh, Manmohan
Series: Working Paper No. 10/99
Date: April 01, 2010
Subject(s): Asset management | Banks | Capital | Capital markets | Credit risk | Financial institutions | Financial instruments | Financial risk | Securities regulations
Author's Keyword(s): Collateral | Netting | Margin | CCPs | OTC derivatives | Central Clearinghouse
 
Title: The (sizable) Role of Rehypothecation in the Shadow Banking System
Author/Editor: Singh, Manmohan ; Aitken, James
Series: Working Paper No. 10/172
Date: July 01, 2010
Subject(s): Banking | Nonbank financial sector | Hedge funds | Shadow economy | United Kingdom | United States
Author's Keyword(s): Rehypothecation | FSA | Velocity or Churning of Collateral | Counterparty Risk
 
Title: Price of Risk - Recent Evidence from Large Financials
Author/Editor: Singh, Manmohan ; Youssef, Karim
Series: Working Paper No. 10/190
Date: August 01, 2010
Subject(s): Bonds | Capital markets | Credit risk | Financial institutions | International banking
Author's Keyword(s): Price of risk | risk-neutral probabilities | real-world probabilities | cheapest-todeliverbonds | distance-to-distress | JPoD | LCFIs |
 
Title: The Influence of "Big Brothers:" How Important are Regional Factors for Uruguay?
Author/Editor: Sosa, Sebastian
Series: Working Paper No. 10/60
Date: March 01, 2010
Subject(s): Argentina | Banking crisis | Banking systems | Business cycles | Cross country analysis | Economic growth | Economic integration | Economic models | Regional shocks | Spillovers | Uruguay
Author's Keyword(s): business cycle | regional shocks | VAR | financial crisis | Uruguay
 
Title: House Price Determinants in Selected Countries of the Former Soviet Union
Author/Editor: Stepanyan, Vahram ; Poghosyan, Tigran ; Bibolov, Aidyn
Series: Working Paper No. 10/104
Date: April 01, 2010
Subject(s): Business cycles | Capital inflows | Cross country analysis | Economic growth | External shocks | Former Soviet Union | Housing prices | Price elasticity | Workers remittances
Author's Keyword(s): House prices | pooled mean group estimator | the Former Soviet Union
 
Title: Potential Growth of Australia and New Zealand in the Aftermath of the Global Crisis
Author/Editor: Sun, Yan
Series: Working Paper No. 10/127
Date: May 01, 2010
Subject(s): Australia | Capital | Economic growth | Financial crisis | Global Financial Crisis 2008-2009 | Investment | Labor | New Zealand | Production growth | Productivity | Unemployment
Author's Keyword(s): Potential growth | TFP | financial crisis | cost of capital
 
Title: Can Covered Bonds Resuscitate Residential Mortgage Finance in the United States?
Author/Editor: Surti, Jay
Series: Working Paper No. 10/277
Date: December 01, 2010
Subject(s): Bankruptcy | Bonds | Capital | Capital markets | Credit risk | Economic models | Financial institutions | Housing | Loans | Risk management | United States
Author's Keyword(s): Covered bonds | mortgage-backed securities | personal bankruptcy | United States.