An empirical investigation of oil-macro-financial linkages in Saudi Arabia /
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| Author / Creator: | Miyajima, Ken, 1971- (IMF staff) |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, 2016. ©2016 |
| Description: | 1 online resource (23 pages) : color illustrations. |
| Language: | English |
| Series: | IMF Working Paper, 1018-5941 ; WP/16/22 IMF working paper ; WP/16/22. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12504865 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 No. 16/22eb | |
| 100 | 1 | |a Miyajima, Ken, |d 1971- |e (IMF staff) |0 http://id.loc.gov/authorities/names/no2006002691 | |
| 245 | 1 | 3 | |a An empirical investigation of oil-macro-financial linkages in Saudi Arabia / |c prepared by Ken Miyajima. |
| 264 | 1 | |a [Washington, D.C.] : |b International Monetary Fund, |c 2016. | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (23 pages) : |b color 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, |x 1018-5941 ; |v WP/16/22 | |
| 500 | |a "February 2016." | ||
| 500 | |a "Middle East and Central Asia." | ||
| 504 | |a Includes bibliographical references (pages 21-22). | ||
| 520 | |a Oil-macro-financial linkages in Saudi Arabia are analyzed by applying panel econometric frameworks (multivariate and vector autoregression) to macroeconomic and bank-level balance sheet data for 9 banks spanning 1999- 014. Lower growth of oil prices and non-oil private sector output leads to slower credit and deposit growth and higher nonperforming loan ratios, with feedback loops within bank balance sheets which in turn dampens economic activity. U.S. interest rates are not found to be a key determinant.--Abstract. | ||
| 588 | 0 | |a Online resource; title from pdf title page (IMF.org Web site, viewed March 31, 2016). | |
| 505 | 0 | |a Cover; Contents; I. Introduction; II. Data; III. Methodologies and Results; A. Solvency risk; B. Oil-Macro-Financial Linkages; IV. Robustness; A. Different Variable Ordering; B. Feedback Through Asset Prices; V. Conclusion; VI. Annex; References; Figures; 1. Oil Prices and U.S. Interest Rate Expectations; 2. Macroeconomic Variables; 3. Bank-Level Variables; 4. Distribution of Non-Performing Loan Ratio in Saudi Arabia; 5. Dynamics of NPL Ratios; 6. Oil-Macro-Financial Feedback Effects, Baseline Specification; Tables; 1. Variable Description and Unitroot Test P-Values. | |
| 650 | 0 | |a Petroleum as fuel |x Prices |z Saudi Arabia |x Econometric models. | |
| 650 | 0 | |a Banks and banking |z Saudi Arabia |x Econometric models. | |
| 650 | 0 | |a Credit control |z Saudi Arabia |x Econometric models. | |
| 650 | 0 | |a Bank loans |z Saudi Arabia |x Econometric models. | |
| 650 | 0 | |a Financial statements |z Saudi Arabia |x Econometric models. | |
| 650 | 6 | |a Crédit |x Politique gouvernementale |z Arabie saoudite |x Modèles économétriques. | |
| 650 | 6 | |a Prêts bancaires |z Arabie saoudite |x Modèles économétriques. | |
| 650 | 7 | |a Bank loans |x Econometric models. |2 fast |0 (OCoLC)fst00826709 | |
| 650 | 7 | |a Banks and banking |x Econometric models. |2 fast |0 (OCoLC)fst00826918 | |
| 650 | 7 | |a Credit control |x Econometric models. |2 fast |0 (OCoLC)fst00882578 | |
| 650 | 7 | |a Financial statements |x Econometric models. |2 fast |0 (OCoLC)fst00924791 | |
| 651 | 7 | |a Saudi Arabia. |2 fast |0 (OCoLC)fst01210372 | |
| 710 | 2 | |a International Monetary Fund. |b Middle East and Central Asia Department. |0 http://id.loc.gov/authorities/names/no2004029012 | |
| 776 | 0 | 8 | |i Print Version: |a Miyajima, Ken. |t An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia. |d Washington, D.C. : International Monetary Fund, 2016 |z 9781498330329 |
| 830 | 0 | |a IMF working paper ; |v WP/16/22. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2016/022/001.2016.issue-022-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3881.5.I58W67 No. 16/22eb |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2016/022/001.2016.issue-022-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12149199 | ||