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Consensus Forecasts and Inefficient Information Aggregation

Consensus Forecasts and Inefficient Information Aggregation »

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

Keywords: Consensus Forecasts, Information Aggregation, Forecast Efficiency, efficiency, forecast horizons, forecast errors, forecast horizon, forecast error, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

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...

The Cost of Aggressive Sovereign Debt Policies
			: How Much is theprivate Sector Affected?

The Cost of Aggressive Sovereign Debt Policies : How Much is theprivate Sector Affected? »

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

Keywords: Sovereign Default, Reputation Spillovers, debt policies, debt crisis, external borrowing,

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...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets »

Volume/Issue: 2008/286

Series: IMF Working Papers

Author(s): Guglielmo Caporale , Marianne Schulze-Ghattas , John Beirne , and Nicola Spagnolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451871449.001

ISBN: 9781451871449

Keywords: Volatility spillovers, Contagion, correlations, stock market, emerging stock markets, financial contagion,

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of r...

Global Financial Stability Report, October 2007
			: Financial Market Turbulence Causes, Consequences, and Policies

Global Financial Stability Report, October 2007 : Financial Market Turbulence Causes, Consequences, and Policies »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 October 2007

DOI: http://dx.doi.org/10.5089/9781589066762.082

ISBN: 9781589066762

Keywords: capital inflows, hedge funds, hedge, risk management, financial stability

Published twice yearly, the Global Financial Stability Report (GFSR) was created to provide a more frequent assessment of global financial markets by the IMF and to address emerging market financing in a global con...

Building Sound Finance in Emerging Market Economies
			: Proceedings of a Conference held in Washington, D.C., June 10-11, 1993

Building Sound Finance in Emerging Market Economies : Proceedings of a Conference held in Washington, D.C., June 10-11, 1993 »

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 June 1994

DOI: http://dx.doi.org/10.5089/9781557753809.071

ISBN: 9781557753809

Keywords: credit, banking, payments, payment system, banking system

The 12 papers in this book, edited by Gerard Caprio, David Folkerts-Landau, and Timothy D. Lane, explore issues in building a financial structure suitable for economies in transition. They cover for main topics: th...