Stocks, Shocks, and Price-output Dynamics PDF Download
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Author: John A. Carlson
Publisher:
ISBN:
Category : Price maintenance
Languages : en
Pages : 58
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Book Description
Author: John A. Carlson
Publisher:
ISBN:
Category : Price maintenance
Languages : en
Pages : 58
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Book Description
Author: Wensheng Kang
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 1451920741
Category : Business & Economics
Languages : en
Pages : 54
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Book Description
The dynamic responses of a developing economy to a variety of policy and external shocks are studied using an empirical macroeconomic model which embodies rational expectations, perfect capital mobility, and import rationing. These features, which are relatively new in developing-country modelling, prove to be quite important in determining the model’s dynamic properties. This suggests that macroeconomic management in developing countries--such as that involved in short-run stabilization--requires that such features be explicitly taken into account.
Author: Bhaskar Bagchi
Publisher: Emerald Group Publishing
ISBN: 1786355531
Category : Business & Economics
Languages : en
Pages : 225
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Book Description
This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Unfortunately very little research has been conducted to analyze the volatility spillovers and dynamic relationship between crude oil prices, exchange rates and stock markets of India.
Author: James Laurenceson
Publisher: Edward Elgar Publishing
ISBN: 9781843767190
Category : Business & Economics
Languages : en
Pages : 188
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Book Description
China's prospects of successfully completing the transition to a market economy and becoming the world's largest economy during the 21st Century depend on the future sustainability of high rates of economic growth. This book is a comprehensive, balanced and realistic assessment of China's financial reform program and future direction. Covering not only the banking sector but also non-bank financial institutions, stock market development and external financial liberalization, the authors examine the impact of financial reform on economic development in China during the reform period. This volume will facilitate a more accurate assessment of the Chinese approach to financial reform, and will therefore allow more informed future policy choices for both China and other developing and transitional countries.
Author: Willi Semmler
Publisher: Springer Science & Business Media
ISBN: 3540246967
Category : Business & Economics
Languages : en
Pages : 249
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Book Description
"Asset Prices, Booms and Recessions" is a book on Financial Economics from a dynamic perspective. It focuses on the dynamic interaction of financial markets and economic activity. The financial markets to be studied here encompasses the money and bond market, credit market, stock market and foreign exchange market. Economic activity is described by the activity of firms, banks, households, governments and countries. The book shows how economic activity affects asset prices and the financial market and how asset prices and financial market volatility feed back to economic activity. The focus in this book is on theories, dynamic models and empirical evidence. Empirical applications relate to episodes of financial instability and financial crises of the U.S., Latin American, Asian as well as Euro-area countries. The current version of the book has moved to a more extensive coverage of the topics in financial economics by updating the literature in the appropriate chapters. Moreover it gives a more extensive treatment of new and more advanced topics in financial economics such as international portfolio theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models and dynamic portfolio decisions. Overall, the book presents material that researchers and practitioners in financial engineering need to know about economic dynamics and that economists, practitioners and policy makers need to know about the financial market.
Author: Frank Asche
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
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Book Description
This paper demonstrates a mechanism by which environmental shocks in biological production processes can lead to extreme price movements and thus be a contributing factor to short-term food price volatility. In biological production processes, environmental shocks can lead to a stock-out when the harvest transitions to a new stock (year class) with a different marginal value. The result in the market is a temporary price spike, or bubble, bounded by the marginal value of the new stock. We highlight this phenomenon in a cohort, or year class, biological production setting. Each year class in the model is a finite “non-renewable” capital stock, and capital theory is used to solve for the stochastic dynamic competitive equilibrium. The model is parameterized to be representative of the Norwegian salmon aquaculture industry. Results suggest that the model can replicate much of the observed patterns in price, harvest, and capital stock dynamics, including the infrequent occurrence of extremely high prices in the market.
Author: International Monetary Fund
Publisher: International Monetary Fund
ISBN: 1451974493
Category : Business & Economics
Languages : en
Pages : 52
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Book Description
This paper investigates linkages between stock markets in seven industrialized countries since 1974. Empirical evidence shows that both nominal and real stock prices (and returns) are strongly positively correlated across countries, and that nominal exchange rate changes do not have systematic effects on nominal stock prices. A two-country theoretical model is developed and an attempt is made to reconcile the empirical findings with the properties of this model. Independent evidence on the main sources of shocks is used to argue that the time-varying correlation in the data can be reconciled with the predictions of the theory.
Author: Craig Pirrong
Publisher: Cambridge University Press
ISBN: 1139501976
Category : Business & Economics
Languages : en
Pages : 238
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Book Description
Commodities have become an important component of many investors' portfolios and the focus of much political controversy over the past decade. This book utilizes structural models to provide a better understanding of how commodities' prices behave and what drives them. It exploits differences across commodities and examines a variety of predictions of the models to identify where they work and where they fail. The findings of the analysis are useful to scholars, traders and policy makers who want to better understand often puzzling - and extreme - movements in the prices of commodities from aluminium to oil to soybeans to zinc.
Author: Klaus Schmidt-Hebbel
Publisher: World Bank Publications
ISBN:
Category : Comercio internacional
Languages : en
Pages : 52
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Book Description
Both permanent and transitory disturbances can change long- run capacity and output -- although they may have opposite effects on the current account. Liquidity constraints and wage rigidities tend to amplify the cyclical adjustment to external shocks.
