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Financial Soundness Indicators; Analytical Aspects and Country Practices

International Monetary Fund (IMF); International … - 2002

The financial turmoil of the late 1990s prompted a broad search for tools and techniques for detecting and preventing financial crises, and more recent episodes of instability have high lighted the importance of continuous monitoring of financial systems as a tool for preventing crises. This...

Persistent link: https://www.econbiz.de/10005590915

Jamaica; Selected Issues

International Monetary Fund (IMF); International … - 2008

Economic outcomes in Jamaica have fallen short of the authoritiesâ€™ objectives in recent years. As the government looks to reinvigorate its growth and debt reduction strategy, it is instructive to examine how exogenous shocks and other unanticipated developments can affect economic...

Persistent link: https://www.econbiz.de/10011245592

On the Estimation of Term Structure Models and An Application to the United States

International Monetary Fund (IMF); International … - 2010

This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...

Persistent link: https://www.econbiz.de/10008727797

A Noteon Saving-Investment Correlations in the EMS

International Monetary Fund - 1990

This paper extends recent work by Feldstein and Horioka (1980) and Bayoumi (1990), and examines saving-investment correlations for industrial countries in the post-war period. The focus of the enquiry is on differences observed between EMS and non-EMS countries. It is seen that the EMS countries...

Persistent link: https://www.econbiz.de/10014396141

Saving-Investment Correlations : Immobile Capital. Government Policy or Endogenous Behavior?

International Monetary Fund - 1989

This paper analyzes reasons for the high post-war correlations of saving and investment, both across countries and over time. It is concluded that the main reason for the observed high correlations over the recent period is probably government policy

Persistent link: https://www.econbiz.de/10014396226

Moreon the Effectiveness of Public Spendingon Health Care and Education : A Covariance Structure Model

International Monetary Fund - 2002

Using data for a sample of developing and transition countries, this paper estimates the relationship between government spending on health care and education, and social indicators. Unlike previous studies, where social indicators are used as proxies for the unobservable health and education...

Persistent link: https://www.econbiz.de/10014399239

Fat Tails and their (Un)Happy Endings : Correlation Bias and its Implications for Systemic Risk and Prudential Regulation

International Monetary Fund - 2011

The correlation bias refers to the fact that claim subordination in the capital structure of the firm influences claim … holders’ preferred degree of asset correlation in portfolios held by the firm. Using the copula capital structure model, it is … shown that the correlation bias shifts shareholder preferences towards highly correlated assets, making financial …

Persistent link: https://www.econbiz.de/10014401318

Belgium; Selected Issues

International Monetary Fund (IMF); International … - 2006

This Selected Issues paper for Belgium evaluates whether price increases in Belgium are excessive. It assesses the household and bank balance sheets and their vulnerability to a slowdown in housing prices, and identifies differences in real estate markets between Belgium and other countries. The...

Persistent link: https://www.econbiz.de/10005825451

Spain : Financial Sector Assessment Program: Technical Note: Housing Prices, Household Debt, and Financial Stability

International Monetary Fund - 2006

This report reviews the macroeconomic determinants of the rapid growth in the Spanish housing market, including various policy elements. It examines the vulnerabilities of households' finances as a result of the rapid growth of housing prices and mortgage debt. It also describes the Spanish...

Persistent link: https://www.econbiz.de/10014407049

Handbook on Residential Property Prices (RPPIs)

Statistical Office of the European Communities - 2013

For most citizens, buying a residential property (dwelling) is the most important transaction during their lifetime. Residential properties represent the most significant component of households’ expenses and, at the same time, their most valuable assets. The Residential Property Prices...

Persistent link: https://www.econbiz.de/10014394866