Volume/Issue: 2016/26
Series: IMF Working Papers
Author(s):
Joseph Crowley
,
Plapa Koukpamou
,
Elena Loukoianova
, and
André Mialou
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
12
February
2016
DOI: http://dx.doi.org/10.5089/9781498337014.001
ISBN: 9781498337014
This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distributio...
Volume/Issue: 2016/26
Series: IMF Working Papers
Author(s):
Joseph Crowley
,
Plapa Koukpamou
,
Elena Loukoianova
, and
André Mialou
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
12
February
2016
ISBN: 9781498337014
This paper reports the main findings of a pilot project launched in July 2014 by the IMF’s Statistics Department to test augmenting the IMF’s financial soundness indicators (FSIs) with concentration and distributio...
Volume/Issue: 2012/71
Series: IMF Working Papers
Author(s):
Reinout De Bock
, and
Alexander Demyanets
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
March
2012
ISBN: 9781475502237
This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an...
Volume/Issue: 2012/71
Series: IMF Working Papers
Author(s):
Reinout De Bock
, and
Alexander Demyanets
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
March
2012
DOI: http://dx.doi.org/10.5089/9781475502237.001
ISBN: 9781475502237
This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an...
Volume/Issue: 2010/178
Series: IMF Working Papers
Author(s):
Christopher Crowe
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
July
2010
ISBN: 9781455201891
Consensus forecasts are inefficient, over-weighting older information already in the public domain at the expense of new private information, when individual forecasters have different information sets. Using a cro...
Volume/Issue: 2010/178
Series: IMF Working Papers
Author(s):
Christopher Crowe
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
July
2010
DOI: http://dx.doi.org/10.5089/9781455201891.001
ISBN: 9781455201891
Consensus forecasts are inefficient, over-weighting older information already in the public domain at the expense of new private information, when individual forecasters have different information sets. Using a cro...
Volume/Issue: 2010/45
Series: IMF Working Papers
Author(s):
Irineu de Carvalho Filho
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
February
2010
DOI: http://dx.doi.org/10.5089/9781451963045.001
ISBN: 9781451963045
This paper appraises how countries with inflation targeting fared during the current crisis, with the goal of establishing the stylized facts that will guide and motivate future research. We find that since August...
Volume/Issue: 2010/45
Series: IMF Working Papers
Author(s):
Irineu de Carvalho Filho
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
February
2010
ISBN: 9781451963045
This paper appraises how countries with inflation targeting fared during the current crisis, with the goal of establishing the stylized facts that will guide and motivate future research. We find that since August...
Volume/Issue: 2009/29
Series: IMF Working Papers
Author(s):
Christoph Trebesch
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
February
2009
ISBN: 9781451871760
This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusa...
Volume/Issue: 2009/29
Series: IMF Working Papers
Author(s):
Christoph Trebesch
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
February
2009
DOI: http://dx.doi.org/10.5089/9781451871760.001
ISBN: 9781451871760
This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusa...