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Working Paper
The twin crises: the causes of banking and balance-of-payments problems
Reinhart, Carmen M.; Kaminsky, Graciela L.
(1996)
In the wake of the ERM and Mexican currency crises, the subject of balance-of-payments crises has come to the forefront of academic and policy discussions. This paper focuses on the potential links between banking and balance-of-payments crises. We examine these episodes for a large number of countries and find that knowing that there are banking problems helps in predicting balance-of-payments crises, but the converse is not true; financial liberalization usually predates banking crises, indeed, it helps predict them. Rather than a causal relationship from banking to balance-of-payments ...
International Finance Discussion Papers
, Paper 544
Working Paper
Cash flows and discount rates, industry and country effects, and co-movement in stock returns
Wongswan, Jon; Ammer, John
(2004)
This paper examines the relative importance of global, country-specific, and industry-specific factors in both the cash flow and discount rate components of equity returns between 1995 and 2003. Our framework draws upon previously separate literatures on country versus industry effects and (forward-looking) cash flow versus discount rate components of equity return innovations. We apply the Campbell (1991) decomposition for industry-by-country, all-country, global industry, and world market index returns so we can produce a richer characterization of same-industry and same-country effects in ...
International Finance Discussion Papers
, Paper 818
Working Paper
Two multi-level models of U.S. merchandise trade, 1958.I-1971.IV, and post-sample analysis, 1972.I-1973.II: an evaluation of a workable forecasting system
Hooper, Peter; Wilson, John F.
(1974)
International Finance Discussion Papers
, Paper 47
Working Paper
Are banks market timers or market makers? Explaining foreign exchange trading profits
Brunner, Allan D.; Ammer, John
(1994)
We analyze the foreign exchange trading earnings of large U.S commercial banks over the past several years. In particular, we use several approaches to try to determine to what extent these profits can be attributed either to position-taking by banks or to the provision of intermediation services to bank customers. The results can be summarized as follows. First, banks appear to generate a substantial portion of their foreign exchange earnings from making markets in conventional spot and forward foreign exchange contracts. In addition, some indirect evidence supports anecdotal reports that ...
International Finance Discussion Papers
, Paper 484
Working Paper
Testing for rational expectations in foreign exchange markets
Tryon, Ralph W.
(1979)
International Finance Discussion Papers
, Paper 139
Working Paper
A Macroeconomic Model with Financial Panics
Gertler, Mark; Kiyotaki, Nobuhiro; Prestipino, Andrea
(2017-12-15)
This paper incorporates banks and banking panics within a conventional macroeconomic framework to analyze the dynamics of a financial crisis of the kind recently experienced. We are particularly interested in characterizing the sudden and discrete nature of the banking panics as well as the circumstances that makes an economy vulnerable to such panics in some instances but not in others. Having a conventional macroeconomic model allows us to study the channels by which the crisis affects real activity and the effects of policies in containing crises.
International Finance Discussion Papers
, Paper 1219
Working Paper
Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds
Ammer, John; Claessens, Stijn; Wroblewski, Caleb; Tabova, Alexandra M.
(2018-03-28)
The risk-taking effects of low interest rates, now prevailing in many advanced countries, "search-for-yield," can be hard to analyze due to both a paucity of data and challenges in identification. Unique, security-level data on portfolio investment into the United States allow us to overcome both problems. Analyzing holdings of investors from 36 countries in close to 15,000 unique U.S. corporate bonds between 2003 and 2016, we show that declining home-country interest rates lead investors to shift their portfolios toward riskier U.S. corporate bonds, consistent with "search-for-yield". We ...
International Finance Discussion Papers
, Paper 1224
Working Paper
The Macroeconomic Risks of Undesirably Low Inflation
Arias, Jonas E.; Erceg, Christopher J.; Trabandt, Mathias
(2016-04-12)
This paper investigates the macroeconomic risks associated with undesirably low inflation using a medium-sized New Keynesian model. We consider different causes of persistently low inflation, including a downward shift in long-run inflation expectations, a fall in nominal wage growth, and a favorable supply-side shock. We show that the macroeconomic effects of persistently low inflation depend crucially on its underlying cause, as well as on the extent to which monetary policy is constrained by the zero lower bound. Finally, we discuss policy options to mitigate these effects.
International Finance Discussion Papers
, Paper 1162
Working Paper
A forward-looking multicountry model: MX3
Gagnon, Joseph E.
(1989)
This is paper discusses the theoretical structure and empirical properties of MX3, a multicountry macroeconometric model with rational expectations. MX3 is a medium-sized quarterly model of the United States, Japan, and West Germany. The primary objective of the model is to analyze the effect of fiscal and monetary rules on national economies in an international context. By incorporating rational expectations into almost all of the model's behavioral equations, MX3 takes a large step toward addressing the "Lucas critique" of model-based policy analysis.
International Finance Discussion Papers
, Paper 359
Working Paper
Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F.
(1993)
Structural breaks in stationary time series can induce apparent unit roots in those series. Thus, using recently developed recursive Monte Carlo techniques, this paper investigates the properties of several cointegration tests when the marginal process of one of the variables in the cointegrating relationship is stationary with a structural break. The break has little effect on the tests' size. However, tests based on estimated error correction models generally are more powerful than Engle and Granger's two-step procedure employing the Dickey-Fuller unit root test. Discrepancies in power ...
International Finance Discussion Papers
, Paper 440
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time series analysis 7 items
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options 4 items
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chinese financial markets 3 items
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search and matching 3 items
textual analysis 3 items
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employment 2 items
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letters of credit 2 items
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Asymmetry 1 items
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BRRD 1 items
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Balanced Budget and Emergency Deficit Control Act of 1985 1 items
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Bank complexity 1 items
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Bank supervision and regulation, early warning models, CAMELS ratings, machine learning 1 items
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Bayesian statistical decision theory 1 items
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