Extent: | Online-Ressource (37 S.) graph. Darst. |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. 13/158 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Includes bibliographical references Systemvoraussetzungen: Acrobat Reader Cover; Abstract; Contents; I. Introduction; II. FAVAR Methodology and Balance Sheet Variables; III. Macroeconomic and Balance Sheet Data; IV. Transmission of A Monetary Shock through Sectoral Balance Sheets; V. Robustness Analysis; VI. Conclusion; Appendix; Appendix I. Data and Sources; Appendix II. Unit Root Tests and Analysis of Time Series' Degree of Integration; Appendix III. Investment, Consumption, and Trade-Based Channels; Table; Table 1. Determining the Number of Factors; Table 2. Importance of Variables in the Transmission of Monetary Policy: Factor Loadings and Variance Shares Table 3. Importance of Variables in the Transmission of Monetary Policy: Regression AnalysisFigure; Figure 1. Balance Sheet Variables, q1 1990 - q2 2008; Figure 2. Interest Rate, Inflation, Unemployment, and GDP; Figure 3. Bank Lending Rates, External Finance Premium, Real Estate Loans, and Business Loans; Figure 4. Balance Sheets of Asset-Backed Securities Issuers, Money Market Funds, and Security Brokers & Dealers; Figure 5. Foreign Borrowing and Lending; Figure 6. Balance Sheets of Households; Figure 7. Balance Sheets of Nonfinancial Firms; Appendix Figure Appendix Figure 1. Interest Rates and Fixed Private InvestmentAppendix Figure 2. Stock Prices, House Prices, and Residential Investment; Appendix Figure 3. Real Effective Exchange Rate, Exports, and Imports; Appendix Figure 4. VIX, Capital Inflows, and Outflows Electronic reproduction; Available via World Wide Web |
ISBN: | 978-1-4843-4350-0 |
Other identifiers: | 10.5089/9781484343500.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010187683