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  • Online Resource  (4)
  • Stabi Berlin  (4)
  • EUV Frankfurt
  • GB Fredersdorf-Vogelsdorf
  • GB Rangsdorf
  • Bui, Trung  (4)
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  • Online Resource  (4)
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  • Stabi Berlin  (4)
  • EUV Frankfurt
  • GB Fredersdorf-Vogelsdorf
  • GB Rangsdorf
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  • 1
    Online Resource
    Online Resource
    Apocalypse then : The Evolution of the North Atlantic Economy and the Global Crisis (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845851047
    Format: Online-Ressource (36 p)
    Edition: Online-Ausg.
    ISBN: 1463902301 , 9781463902308
    Series Statement: IMF Working Papers Working Paper No. 11/212
    Content: The financial crisis, originated from the collapse of US housing markets in 2008, reverberates around the world. Its destructive force was felt nowhere more keenly than Western Europe. Indeed, it continues to mire in financial volatility as the debt problem contagiously spreads around the periphery Euro area. Taking a wider historical view of the evolution over the recent decades of the North Atlantic economy, comprising North America and Western Europe, we argue that while trade links were in relative stasis, the increasing and uniquely-close Transatlantic financial relationship was a crucial conduit in transmitting US shocks into global ones
    Additional Edition: Erscheint auch als Druck-Ausgabe Bui, Trung Apocalypse then: The Evolution of the North Atlantic Economy and the Global Crisis Washington, D.C. : International Monetary Fund, 2011 ISBN 9781463902308
    Language: English
    DOI: 10.5089/9781463902308.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    Stabi Berlin
  • 2
    Online Resource
    Online Resource
    Estimating Potential Output in Developing Countries (2014)
    Elsevier
    Details
    UID:
    gbv_1017865485
    Format: Online-Ressource
    Content: This paper describes a parsimonious methodology employed by the World Bank for estimating potential output using the production function method. Despite the necessity of strong assumptions, sensitivity analysis suggests the reported estimates for 159 countries are robust to alternative specifications. Moreover, for the majority of countries estimated output gaps are positively correlated with inflation acceleration and negatively correlated with current account balances. An examination of estimated output gaps and post-crisis economic developments in several middle-income countries suggest that the methods can play a useful role in guiding macroeconomic policy.
    Language: English
    URL: Volltext  (kostenfrei)
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Fulltext
    Stabi Berlin
  • 3
    Online Resource
    Online Resource
    Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? (2012)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_84581964X
    Format: Online-Ressource (26 p)
    Edition: Online-Ausg.
    ISBN: 1475586639 , 9781475586633
    Series Statement: IMF Working Papers Working Paper No. 12/298
    Content: This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results suggest that U.S. financial shocks reverberate around the world much more strongly than shocks from other regions, including the Euro area, while inward spillovers to the U.S. from elsewhere are minimal. There is also evidence of two-way spillovers between the UK and Euro area financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of causality of contemporaneous correlations—an issue that other techniques cannot tackle—is the dominant source of uncertainty in the estimated impulse response functions
    Additional Edition: Erscheint auch als Druck-Ausgabe Bayoumi, Tamim Global Bonding: Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? Washington, D.C. : International Monetary Fund, 2012 ISBN 9781475586633
    Language: English
    DOI: 10.5089/9781475586633.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    Stabi Berlin
  • 4
    Online Resource
    Online Resource
    Unforeseen Events Wait Lurking : Estimating Policy Spillovers From U.S. to Foreign Asset Prices (2011)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845852434
    Format: Online-Ressource (45 p)
    Edition: Online-Ausg.
    ISBN: 1462309291 , 9781462309290
    Series Statement: IMF Working Papers Working Paper No. 11/183
    Content: Event studies are used to analyze the impact of U.S. financial, fiscal, and monetary policies from US to foreign asset prices across a range of G20 countries and Switzerland. The initial announcement that the Administration supported tighter regulation of banks led to a generalized fall in advanced economy bank shares compared to local equity markets. For later Dodd-Frank announcements, however, falls in U.S. bank equity prices were accompanied by increases in U.K. and Swiss valuations, implying a potential for regulatory arbitrage. Turning to macro policies, the 2008/9 fiscal and monetary stimulus packages generally supported foreign activity, while the impact of similar stimulus in 2010 is less clear
    Additional Edition: Erscheint auch als Druck-Ausgabe Bayoumi, Tamim Unforeseen Events Wait Lurking: Estimating Policy Spillovers From U.S. to Foreign Asset Prices Washington, D.C. : International Monetary Fund, 2011 ISBN 9781462309290
    Language: English
    DOI: 10.5089/9781462309290.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
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