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Stability of Velocity in the Group of Seven Countries : A Kalman Filter Approach
Bomhoff, Eduard J. - 1990
This paper estimates forecasting models using annual data for the income velocity of money in the G-7 countries. The predictions are conditional upon the realized value of the long-term domestic government bond rate. Such conditional forecasts did not deteriorate over the period 1980-1988 as...
Persistent link: https://www.econbiz.de/10014395802
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Monetary Growth and Exchange Rate Depreciation As Causes of Inflation in African Countries : An Empirical Analysis
Canetti, Elie - 1991
This paper examines the relative importance of monetary growth and exchange rate depreciation as causes of inflation in … autoregression (VAR) analysis suggest that both monetary expansion and exchange rate adjustments cause inflation in a number of these … countries. However, the failure of the tests to attribute the bulk of the variance in inflation in most of the countries to …
Persistent link: https://www.econbiz.de/10014396232
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Some alternative monetary facts
Stella, Peter; Kumar, Manmohan S.; Bhargava, Apoorv - 2021
Persistent link: https://www.econbiz.de/10012487229
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The changing collateral space
Kumar, Manmohan S. - 2013
This paper highlights the changing collateral landscape and how it may shape the global demand/supply for collateral. We first identify the key collateral pools (relative to the “old” collateral space) and associated collateral velocities. Post-Lehman and continuing into the European crisis,...
Persistent link: https://www.econbiz.de/10012671040
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Collateral and monetary policy
Kumar, Manmohan S. - 2013
Financial lubrication in markets is indifferent to margin posting via money or collateral; the relative price(s) of money and collateral matter. Some central banks are now a major player in the collateral markets. Analogous to a coiled spring, the larger the quantitative easing (QE) efforts, the...
Persistent link: https://www.econbiz.de/10012667533
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Velocity of pledged collateral : analysis and implications
Kumar, Manmohan S. - 2011
Persistent link: https://www.econbiz.de/10009422250
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Explaining and Forecasting the Velocity of Money in Transition Economies, with Special Reference to the Baltics, Russia, and other Countries of the Former Soviet Union
International Monetary Fund - 1997
The paper identifies a number of stylized facts on the behavior of key macroeconomic variables during high inflation … incorporating price stickiness and inflation inertia, and carries out an econometric analysis of the behavior of real money balances … during inflation stabilization. The paper concludes by assessing the prospects for velocity developments in countries in …
Persistent link: https://www.econbiz.de/10014400305
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Velocity of Pledged Collateral : Analysis and Implications
Singh, Manmohan - 2011
Large banks and dealers use and reuse collateral pledged by nonbanks, which helps lubricate the global financial system. The supply of collateral arises from specific investment strategies in the asset management complex, with the primary providers being hedge funds, pension funds, insurers,...
Persistent link: https://www.econbiz.de/10014397687
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Granger predictability of oil prices after the Great Recession
Benk, Szilárd; Gillman, Max - 2019
on monopoly markup fall short since inflation remained low after 2009. This paper contributes strong evidence of Granger …
Persistent link: https://www.econbiz.de/10012154675
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Income Inequality : Does Inflation Matter?
Bulir, Ales - 1998
any austere effects; low inflation reinforces, rather than counteracts, the income-equalizing effect of fiscal …
Persistent link: https://www.econbiz.de/10014400206