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The Transmission of Financial Stress From Advanced to Emerging Economies
Danninger, Stephan; Tytell, Irina; Balakrishnan, Ravi; … - International Monetary Fund (IMF) - 2009
This paper studies how financial stress is transmitted from advanced to emerging economies, using a new financial stress index for emerging economies. An episode of financial stress is defined as a period when the financial system's ability to intermediate may be impaired. Previous financial...
Persistent link: https://www.econbiz.de/10008528685
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System Priors: Formulating Priors about DSGE Models' Properties
Andrle, Michal; Benes, Jaromir - International Monetary Fund (IMF) - 2013
formulating priors about parameters, without the unintended consequences of independent priors about individual parameters. System …
Persistent link: https://www.econbiz.de/10010790311
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Income Mobility and Welfare
Krebs, Tom; Krishna, Pravin; Maloney, William - International Monetary Fund (IMF) - 2013
derive analytical expressions for income mobility and welfare as a function of the various parameters of the underlying …
Persistent link: https://www.econbiz.de/10010790325
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Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Munclinger, Richard - International Monetary Fund (IMF) - 2011
produces consistent standard errors and a reliable method for testing the differences between the model parameters. …
Persistent link: https://www.econbiz.de/10008839349