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Macroeconomic Model Spillovers and Their Discontents

Macroeconomic Model Spillovers and Their Discontents »

Journal Issue

Volume/Issue: 2013/4

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 January 2013

DOI: http://dx.doi.org/10.5089/9781475519860.001

ISBN: 9781475519860

Keywords: Growth spillovers, macroeconomic models, international financial links, bond, bond yields, financial market, financial markets, Financial Markets and the Macroeconomy, International Policy Coordination and Transmission, Forecasting and Simulation,

The Great Recession underlined that policies in some countries can have profound spillovers elsewhere. Sadly, the solution of simulating large macroeconomic models to measure these spillovers has been found wanting...

Macroeconomic Model Spillovers and Their Discontents1

Macroeconomic Model Spillovers and Their Discontents1 »

Article

Source: Macroeconomic Model Spillovers and Their Discontents

Volume/Issue: 2013/4

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 January 2013

ISBN: 9781475519860

Keywords: Growth spillovers, macroeconomic models, international financial links, bond, bond yields, financial market, financial markets, Financial Markets and the Macroeconomy, International Policy Coordination and Transmission, Forecasting and Simulation,

The Great Recession underlined that policies in some countries can have profound spillovers elsewhere. Sadly, the solution of simulating large macroeconomic models to measure these spillovers has been found wanting...

Global Bonding

Global Bonding »

Article

Source: Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Volume/Issue: 2012/298

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Trung Bui

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

ISBN: 9781475586633

Keywords: Identification, international financial linkages, bond, equity markets, bond yields, financial markets, Estimation, Time-Series Models, General,

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 su...

Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets? »

Journal Issue

Volume/Issue: 2012/298

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Trung Bui

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

DOI: http://dx.doi.org/10.5089/9781475586633.001

ISBN: 9781475586633

Keywords: Identification, international financial linkages, bond, equity markets, bond yields, financial markets, Estimation, Time-Series Models, General,

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 su...

Monetary Policy Transmission in Ghana : Does the Interest Rate Channel Work?

Monetary Policy Transmission in Ghana : Does the Interest Rate Channel Work? »

Journal Issue

Volume/Issue: 2011/275

Series: IMF Working Papers

Author(s): Arto Kovanen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463925314.001

ISBN: 9781463925314

Keywords: monetary policy transmission, interest rates, monetary policy, central bank, inflation, money market, Money And Interest Rates,

This paper analyzes interest rate pass-through in Ghana. Time series and bank-specific data are utilized to highlight linkages between policy, wholesale market, and retail market interest rates. Our analysis shows...

Monetary Policy Transmission in Ghana

Monetary Policy Transmission in Ghana »

Article

Source: Monetary Policy Transmission in Ghana : Does the Interest Rate Channel Work?

Volume/Issue: 2011/275

Series: IMF Working Papers

Author(s): Arto Kovanen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463925314

Keywords: monetary policy transmission, interest rates, monetary policy, central bank, inflation, money market, Money And Interest Rates,

This paper analyzes interest rate pass-through in Ghana. Time series and bank-specific data are utilized to highlight linkages between policy, wholesale market, and retail market interest rates. Our analysis shows...

Do Fiscal Spillovers Matter?

Do Fiscal Spillovers Matter? »

Article

Source: Do Fiscal Spillovers Matter?

Volume/Issue: 2011/211

Series: IMF Working Papers

Author(s): Sebastian Weber , and Anna Ivanova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463902315

Keywords: coordinated fiscal exit, fiscal changes, fiscal consolidation, fiscal measure, Macroeconomic Aspects Of International Trade And Finance, Macroeconomic - Aspects Of Public Finance, Macroeconomic Policy, And General Outlook, general Aggregative Models,

The paper assesses the impact of fiscal spillovers on growth in the context of a coordinated exit from crisis management policies. We find that despite potentially sizeable domestic effects from consolidation, aggr...

Growth Spillover Dynamics From Crisis to Recovery

Growth Spillover Dynamics From Crisis to Recovery »

Article

Source: Growth Spillover Dynamics From Crisis to Recovery

Volume/Issue: 2011/218

Series: IMF Working Papers

Author(s): Helene Poirson Ward , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463903510

Keywords: Growth, Crisis, Recovery, Euro zone, domestic demand, trade channels, transmission of shocks, external shocks,

Can positive growth shocks from the faster-growing countries in Europe spill over to the slower growing countries, providing useful tailwinds to their recovery process? This study investigates the potential relevan...

Do Fiscal Spillovers Matter?

Do Fiscal Spillovers Matter? »

Journal Issue

Volume/Issue: 2011/211

Series: IMF Working Papers

Author(s): Sebastian Weber , and Anna Ivanova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463902315.001

ISBN: 9781463902315

Keywords: coordinated fiscal exit, fiscal changes, fiscal consolidation, fiscal measure, Macroeconomic Aspects Of International Trade And Finance, Macroeconomic - Aspects Of Public Finance, Macroeconomic Policy, And General Outlook, general Aggregative Models,

The paper assesses the impact of fiscal spillovers on growth in the context of a coordinated exit from crisis management policies. We find that despite potentially sizeable domestic effects from consolidation, aggr...

Growth Spillover Dynamics From Crisis to Recovery

Growth Spillover Dynamics From Crisis to Recovery »

Journal Issue

Volume/Issue: 2011/218

Series: IMF Working Papers

Author(s): Helene Poirson Ward , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463903510.001

ISBN: 9781463903510

Keywords: Growth, Crisis, Recovery, Euro zone, domestic demand, trade channels, transmission of shocks, external shocks,

Can positive growth shocks from the faster-growing countries in Europe spill over to the slower growing countries, providing useful tailwinds to their recovery process? This study investigates the potential relevan...