An estimated small open economy model of the financial accelerator /
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| Author / Creator: | Elekdag, Selim, author. |
|---|---|
| Imprint: | Washington, D.C. : International Monetary Fund, ©2005. |
| Description: | 1 online resource (27 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper ; WP/05/44 IMF working paper ; WP/05/44. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12497135 |
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| 100 | 1 | |a Elekdag, Selim, |e author. |0 http://id.loc.gov/authorities/names/no2004039673 | |
| 245 | 1 | 3 | |a An estimated small open economy model of the financial accelerator / |c prepared by Selim Elekdag, Alejandro Justiniano, and Ivan Tchakarov. |
| 260 | |a Washington, D.C. : |b International Monetary Fund, |c ©2005. | ||
| 300 | |a 1 online resource (27 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/05/44 | |
| 504 | |a Includes bibliographical references (pages 25-27). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 520 | |a This paper develops a small open economy model where entrepreneurs partially finance investment using foreign currency denominated debt subject to a risk premium above and beyond international interest rates. We use Bayesian estimation techniques to evaluate the importance of balance sheet vulnerabilities combined with the presence of the financial accelerator for emerging market countries. Using Korean data, we obtain an estimate for the external risk premium, indicating the importance of the financial accelerator and potential balance sheet vulnerabilities for macroeconomic fluctuations. Furthermore, our estimates of the Taylor rule imply a strong preference to smooth both exchange rate and interest rate fluctuations. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Financial statements |x Econometric models. | |
| 650 | 0 | |a Foreign exchange rates |x Econometric models. | |
| 650 | 0 | |a Investments, Foreign |x Econometric models. | |
| 650 | 0 | |a Risk |x Econometric models. | |
| 650 | 6 | |a États financiers |x Modèles économétriques. | |
| 650 | 6 | |a Taux de change |x Modèles économétriques. | |
| 650 | 6 | |a Investissements étrangers |x Modèles économétriques. | |
| 650 | 6 | |a Risque |x Modèles économétriques. | |
| 650 | 7 | |a Financial statements |x Econometric models. |2 fast |0 (OCoLC)fst00924791 | |
| 650 | 7 | |a Foreign exchange rates |x Econometric models. |2 fast |0 (OCoLC)fst00931818 | |
| 650 | 7 | |a Investments, Foreign |x Econometric models. |2 fast |0 (OCoLC)fst00978374 | |
| 650 | 7 | |a Risk |x Econometric models. |2 fast |0 (OCoLC)fst01098121 | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Justiniano, Alejandro, |d 1973- |e author. |0 http://id.loc.gov/authorities/names/no2004031026 | |
| 700 | 1 | |a Tchakarov, Ivan, |e author. |0 http://id.loc.gov/authorities/names/no2003116713 | |
| 710 | 2 | |a International Monetary Fund. |b Asia and Pacific Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no97006778 | |
| 776 | 0 | 8 | |i Print version: |a Elekdag, Selim. |t Estimated small open economy model of the financial accelerator. |d Washington, D.C. : International Monetary Fund, ©2005 |w (OCoLC)58674915 |
| 830 | 0 | |a IMF working paper ; |v WP/05/44. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2005/044/001.2005.issue-044-en.xml |y INTERNATIONAL MONETARY FUND |
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