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Fiscal Monitor, October 2016
			: Debt: Use It Wisely

Fiscal Monitor, October 2016 : Debt: Use It Wisely »

Series: Fiscal Monitor

Author(s): Marialuz Moreno Badia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 October 2016

DOI: http://dx.doi.org/10.5089/9781513560601.089

ISBN: 9781513560601

Keywords: Debt, deleveraging, debt overhang, fiscal policy, financial crisis, recovery, debt levels, advanced economies, emerging market economies, private-sector debt

Drawing on an expanded data set covering emerging markets and low-income countries as well as advanced economies, this issue examines the extent and makeup of global debt and asks what role fiscal policy can play i...

Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Source: Financial Spillovers to Emerging Markets During the Global Financial Crisis

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GAR...

Bank Asset Quality in Emerging Markets

Bank Asset Quality in Emerging Markets »

Source: Bank Asset Quality in Emerging Markets : Determinants and Spillovers

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

Keywords: Macro-financial linkages, Nonperforming loans, Exchange rate, Panel regressions, capital inflows, net capital flows, exchange rates, Bank Asset Quality in Emerging Markets, Financial Markets and the Macroeconomy, International Finance: General

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...

Emerging Market Volatility

Emerging Market Volatility »

Source: Emerging Market Volatility : Lessons from The Taper Tantrum

Volume/Issue: 2014/9

Series: Staff Discussion Notes

Author(s): Ratna Sahay , Vivek Arora , Athanasios Arvanitis , Hamid Faruqee , Papa N'Diaye , and Tommaso Mancini Griffoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 October 2014

ISBN: 9781498318204

Keywords: Monetary policy, Emerging markets, United States, Capital flows, Financial markets, Capital market volatility, Macroprudential Policy, Developed countries, Tapering, unconventional monetary policy

Accommodative monetary policies in advanced economies have spurred increased capital inflows into emerging markets since the global financial crisis. Starting in May 2013, when the Federal Reserve publicly discusse...

Asian Financial Integration

Asian Financial Integration »

Source: Asian Financial Integration : Trends and Interruptions

Volume/Issue: 2011/4

Series: IMF Working Papers

Author(s): Eduardo Borensztein , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455211821

Keywords: equity premium, gravity model, home bias, risk-sharing, herding, investors, bond, foreign investors, bonds, international investors

The paper compares trends in financial integration within Asia with those in industrialized countries and other regional groups. Declines in cross-country dispersion in equity returns and interest rates suggest inc...

Financial Crisis, US Unconventional Monetary Policy and International Spillovers1

Financial Crisis, US Unconventional Monetary Policy and International Spillovers1 »

Source: Financial Crisis, US Unconventional Monetary Policy and International Spillovers

Volume/Issue: 2015/85

Series: IMF Working Papers

Author(s): Qianying Chen , Andrew Filardo , Dong He , and Feng Zhu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 April 2015

ISBN: 9781475520668

Keywords: emerging economies, global VAR, international monetary policy spillovers, quantitative easing, unconventional monetary policy, federal reserve, securities, reserve, Financial Markets and the Macroeconomy, Monetary Policy (Targets

We study the impact of the US quantitative easing (QE) on both the emerging and advanced economies, estimating a global vector error-correction model (GVECM) and conducting counterfactual analyses. We focus on the...

Chapter 1. Debt: Use It Wisely

Chapter 1. Debt: Use It Wisely »

Source: Fiscal Monitor, October 2016 : Debt: Use It Wisely

Series: Fiscal Monitor

Author(s): Marialuz Moreno Badia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 October 2016

ISBN: 9781513560601

Keywords: Debt, deleveraging, debt overhang, fiscal policy, financial crisis, recovery, debt levels, advanced economies, emerging market economies, private-sector debt

Introduction The global gross debt of the nonfinancial sector has more than doubled in nominal terms since the turn of the century, reaching $152 trillion in 2015....

Country Abbreviations

Country Abbreviations »

Source: Fiscal Monitor, October 2016 : Debt: Use It Wisely

Series: Fiscal Monitor

Author(s): Marialuz Moreno Badia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 October 2016

ISBN: 9781513560601

Keywords: Debt, deleveraging, debt overhang, fiscal policy, financial crisis, recovery, debt levels, advanced economies, emerging market economies, private-sector debt

Code Country name AFG Afghanistan...

Glossary

Glossary »

Source: Fiscal Monitor, October 2016 : Debt: Use It Wisely

Series: Fiscal Monitor

Author(s): Marialuz Moreno Badia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 October 2016

ISBN: 9781513560601

Keywords: Debt, deleveraging, debt overhang, fiscal policy, financial crisis, recovery, debt levels, advanced economies, emerging market economies, private-sector debt

Cyclical balance Cyclical component of the overall fiscal balance, computed as the difference between cyclical revenues and cyclical expenditures. The latter are typically computed using country...

Methodological and Statistical Appendix

Methodological and Statistical Appendix »

Source: Fiscal Monitor, October 2016 : Debt: Use It Wisely

Series: Fiscal Monitor

Author(s): Marialuz Moreno Badia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 October 2016

ISBN: 9781513560601

Keywords: Debt, deleveraging, debt overhang, fiscal policy, financial crisis, recovery, debt levels, advanced economies, emerging market economies, private-sector debt

This appendix comprises four sections. Data and Conventions provides a general description of the data and conventions used to calculate economy group composites. Fiscal Policy Assumptions summarizes the cou...