Three Cycles.

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House price cycles generally lead credit and business cycles over the long term, while in the sh...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Tamirisa, Natalia T.
Otros Autores: Kabundi, Alain N., Igan, Deniz, Nadal-De Simone, Francisco, Pinheiro, Marcelo
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington : International Monetary Fund, 2009.
Colección:IMF Working Papers.
Temas:
Business cycles.
Consumer credit.
International economic relations.
Cycles économiques.
Crédit à la consommation.
Business cycles
Consumer credit
International economic relations
Acceso en línea:Texto completo

MARC

LEADER 00000cam a2200000Mu 4500
001 EBOOKCENTRAL_ocn870245231
003 OCoLC
005 20240329122006.0
006 m o d
007 cr |n|||||||||
008 140208s2009 dcu o 000 0 eng d
040 |a EBLCP  |b eng  |e pn  |c EBLCP  |d OCLCQ  |d YDXCP  |d OCLCQ  |d ZCU  |d MERUC  |d ICG  |d OCLCO  |d OCLCF  |d OCLCQ  |d DKC  |d OCLCO  |d AU@  |d OCLCQ  |d OCLCO  |d OCLCQ  |d OCLCO  |d OCLCL 
020 |a 9781452784366 
020 |a 1452784361 
029 1 |a DEBBG  |b BV044178647 
035 |a (OCoLC)870245231 
050 4 |a HB3711 .T474 2009 
082 0 4 |a 338.54 
049 |a UAMI 
100 1 |a Tamirisa, Natalia T. 
245 1 0 |a Three Cycles. 
260 |a Washington :  |b International Monetary Fund,  |c 2009. 
300 |a 1 online resource (45 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a IMF Working Papers ;  |v v. Working Paper No. 09/231 
588 0 |a Print version record. 
505 0 |a Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Methodology; A. Common versus Idiosyncratic Components; B. Measures of Comovement; C. Characteristics of Cycles; III. Data and Data Transformations; A. Data; B. Unit Root Tests; 1. Unit Root Tests; C. Band-Pass Filter; 1. Filtered versus Differenced Series; 2. Variance Shares; IV. Results; A. Domestic Cycles; 2. Total Cyclical Movements of Real GDP, Credit and House Prices; 3. Cycle Characteristics; 4. Characteristics of Mortgagee Markets; 5. Correlation Coefficients for Total Cyclical Components. 
505 8 |a 6. Leads and Lags between Cycles within Countries7. Evolution of Cyclical Movements Driven by Common Components; 3. Total Cyclical Movements versus Common Components in Selected Countries Real GDP; 4. Common Components for Selected Countries; B. International Comovement of Cycles; 8. Lead-Lag Relations between the United States and Other Countries; V. Conclusion; Appendix: Data Coverage and Sources; References; Footnotes. 
520 |a We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House price cycles generally lead credit and business cycles over the long term, while in the short to medium term the relationship varies across countries. Interest rates tend to lag other cycles at all time horizons. While global factors are important, the U.S. business cycle, house price cycle and interest rate cycle generally lead the respective cycles in other countries over all time hori. 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Business cycles. 
650 0 |a Consumer credit. 
650 0 |a International economic relations. 
650 6 |a Cycles économiques. 
650 6 |a Crédit à la consommation. 
650 7 |a Business cycles  |2 fast 
650 7 |a Consumer credit  |2 fast 
650 7 |a International economic relations  |2 fast 
700 1 |a Kabundi, Alain N. 
700 1 |a Igan, Deniz. 
700 1 |a Nadal-De Simone, Francisco. 
700 1 |a Pinheiro, Marcelo. 
758 |i has work:  |a Three cycles (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCFv8gmBXfwfhtJttKQtRJC  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Tamirisa, Natalia T.  |t Three Cycles: Housing, Credit, and Real Activity.  |d Washington : International Monetary Fund, ©2009  |z 9781451873788 
830 0 |a IMF Working Papers. 
856 4 0 |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608850  |z Texto completo 
938 |a ProQuest Ebook Central  |b EBLB  |n EBL1608850 
938 |a YBP Library Services  |b YANK  |n 11618288 
994 |a 92  |b IZTAP 

Ejemplares similares