Macrofinancial Analysis in the World Economy.

Annotation

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Vitek, Francis
Formato: Electrónico eBook
Idioma:Inglés
Publicado: International Monetary Fund, 2015.
Temas:
Macroeconomics.
Macroéconomie.
Macroeconomics
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover
  • Contents
  • I. Introduction
  • II. The Theoretical Framework
  • A. The Household Sector
  • Consumption and Saving
  • Labor Supply
  • B. The Production Sector
  • Output Demand
  • Labor Demand and Investment
  • Output Supply
  • C. The Banking Sector
  • Credit Demand
  • Funding Demand and Provisioning
  • Credit Supply
  • D. The Trade Sector
  • The Export Sector
  • The Import Sector
  • E. Monetary, Fiscal, and Macroprudential Policy
  • The Monetary Authority
  • The Fiscal Authority
  • The Macroprudential Authority
  • F. Market Clearing Conditions
  • III. The Empirical Framework
  • A. Endogenous Variables
  • B. Exogenous Variables
  • IV. Estimation
  • A. Transformation of the Data Set
  • B. Prior and Posterior Parameter Distributions
  • V. Policy Analysis
  • A. Impulse Response Functions
  • B. Historical Decompositions
  • VI. Spillover Analysis
  • A. Simulated Conditional Betas
  • B. Impulse Response Functions
  • VII. Forecasting
  • VIII. Conclusion
  • Appendix A. Description of the Data Set
  • Appendix B. Tables and Figures
  • Table 1. Parameter Estimation Results
  • Figure 1. IRFs of Macro Variables to a Domestic Productivity Shock
  • Figure 2. IRFs of Financial Variables to a Domestic Productivity Shock
  • Figure 3. IRFs of Macro Variables to a Domestic Labor Supply Shock
  • Figure 4. IRFs of Financial Variables to a Domestic Labor Supply Shock
  • Figure 5. IRFs of Macro Variables to a Domestic Consumption Demand Shock
  • Figure 6. IRFs of Financial Variables to a Domestic Consumption Demand Shock
  • Figure 7. IRFs of Macro Variables to a Domestic Investment Demand Shock
  • Figure 8. IRFs of Financial Variables to a Domestic Investment Demand Shock
  • Figure 9. IRFs of Macro Variables to a Domestic Monetary Policy Shock
  • Figure 10. IRFs of Financial Variables to a Domestic Monetary Policy Shock.
  • Figure 11. IRFs of Macro Variables to a Domestic Credit Risk Premium Shock
  • Figure 12. IRFs of Financial Variables to a Domestic Credit Risk Premium Shock
  • Figure 13. IRFs of Macro Variables to a Domestic Duration Risk Premium Shock
  • Figure 14. IRFs of Financial Variables to a Domestic Duration Risk Premium Shock
  • Figure 15. IRFs of Macro Variables to a Domestic Equity Risk Premium Shock
  • Figure 16. IRFs of Financial Variables to a Domestic Equity Risk Premium Shock
  • Figure 17. IRFs of Macro Variables to a Domestic Fiscal Expenditure Shock
  • Figure 18. IRFs of Financial Variables to a Domestic Fiscal Expenditure Shock
  • Figure 19. IRFs of Macro Variables to a Domestic Fiscal Revenue Shock
  • Figure 20. IRFs of Financial Variables to a Domestic Fiscal Revenue Shock
  • Figure 21. IRFs of Macro Variables to a Domestic Lending Rate Markup Shock
  • Figure 22. IRFs of Financial Variables to a Domestic Lending Rate Markup Shock
  • Figure 23. IRFs of Macro Variables to a Domestic Capital Requirement Shock
  • Figure 24. IRFs of Financial Variables to a Domestic Capital Requirement Shock
  • Figure 25. IRFs of Macro Variables to a Domestic Loan Default Shock
  • Figure 26. IRFs of Financial Variables to a Domestic Loan Default Shock
  • Figure 27. IRFs of Macro Variables to an Energy Commodity Price Markup Shock
  • Figure 28. IRFs of Financial Variables to an Energy Commodity Price Markup Shock
  • Figure 29. IRFs of Macro Variables to a Nonenergy Commodity Price Markup Shock
  • Figure 30. IRFs of Financial Variables to a Nonenergy Commodity Price Markup Shock
  • Figure 31. Historical Decompositions of Consumption Price Inflation
  • Figure 32. Historical Decompositions of Output Growth
  • Figure 33. Simulated Conditional Betas of Output
  • Figure 34. Peak IRFs to Foreign Productivity Shocks
  • Figure 35. Peak IRFs to Foreign Labor Supply Shocks.
  • Figure 36. Peak IRFs to Foreign Consumption Demand Shocks
  • Figure 37. Peak IRFs to Foreign Investment Demand Shocks
  • Figure 38. Peak IRFs to Foreign Monetary Policy Shocks
  • Figure 39. Peak IRFs to Foreign Credit Risk Premium Shocks
  • Figure 40. Peak IRFs to Foreign Duration Risk Premium Shocks
  • Figure 41. Peak IRFs to Foreign Equity Risk Premium Shocks
  • Figure 42. Peak IRFs to Foreign Fiscal Expenditure Shocks
  • Figure 43. Peak IRFs to Foreign Fiscal Revenue Shocks
  • Figure 44. Peak IRFs to Foreign Lending Rate Markup Shocks
  • Figure 45. Peak IRFs to Foreign Capital Requirement Shocks
  • Figure 46. Peak IRFs to Foreign Loan Default Shocks
  • Figure 47. Forecast Performance Evaluation Statistics
  • Figure 48. Sequential Unconditional Forecasts of Consumption Price Inflation
  • Figure 49. Sequential Unconditional Forecasts of Output Growth
  • References.

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