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Title: "Measuring Integrated Market and Credit Risks in Bank Portfolios: An Application to a Set of Hypothetical Banks Operation in South Africa"
Author/Editor: Barnhill, Theodore M. ; Papapanagiotou, Panagiotis ; Schumacher, Liliana
Series: Working Paper No. 00/212
Date: December 01, 2000
Subject(s): Banking | Capital markets | South Africa | Credit risk | Economic models
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Title: A Macro Model of the Credit Channel in a Currency Union Member: The Case of Benin
Author/Editor: Samaké, Issouf
Series: Working Paper No. 10/191
Date: August 01, 2010
Subject(s): Benin | Bonds | Central bank policy | Credit | Economic models | Excess liquidity | Financial sector | Monetary policy | Monetary transmission mechanism | Monetary unions | Reserves | Sovereign debt | West African Economic and Monetary Union
Author's Keyword(s): Benin | Credit channel | excess liquidity | government bonds | general equilibrium | stochastic simulation.
 
Title: Macroeconomic and Sectoral Effects of Terms-of-Trade Shocks - The Experience of the Oil-Exporting Developing Countries
Author/Editor: Spatafora, Nikola ; Warner, Andrew M.
Series: Working Paper No. 99/134
Date: October 01, 1999
Subject(s): Terms of trade | Oil exports | Developing countries
 
Title: Macroeconomic Conditions and Import Surcharges in Selected Transition Economies
Author/Editor: Sorsa, Piritta
Series: Working Paper No. 99/62
Date: May 01, 1999
Subject(s): Trade liberalization | Import surcharges | Exchange rates
 
Title: The Macroeconomic Consequences of Wage Indexation Revisited
Author/Editor: Jadresic, Esteban
Series: Working Paper No. 98/15
Date: February 01, 1998
Subject(s): Wage indexation | Inflation | Exchange rate regimes | Economic models
 
Title: Macroeconomic Costs of Higher Bank Capital and Liquidity Requirements
Author/Editor: Scott Roger ; Jan Vlcek
Series: Working Paper No. 11/103
Date: May 01, 2011
Subject(s): Banking sector | Economic models | External shocks
Author's Keyword(s): Capital and liquidity requirements | financial frictions | macro-financial linkages.
 
Title: Macroeconomic Cycles in China
Author/Editor: Oppers, Stefan E.
Series: Working Paper No. 97/135
Date: October 01, 1997
Subject(s): Business cycles | China | Inflation
 
Title: The Macroeconomic Effects of Environmental Taxes - A Closer Look at the Feasibility of "Win-Win" Outcomes
Author/Editor: Ligthart, Johanna Elisabeth
Series: Working Paper No. 98/75
Date: May 01, 1998
Subject(s): Economic growth | Taxation | Environment
 
Title: The Macroeconomic Effects of Higher Oil Prices
Author/Editor: Hunt, Ben ; Isard, Peter ; Laxton, Douglas
Series: Working Paper No. 01/14
Date: February 01, 2001
Subject(s): Oil prices | Monetary policy | Economic models
Author's Keyword(s): oil price shocks | MULTIMOD | monetary policy
 
Title: Macroeconomic Effects of Public Pension Reforms
Author/Editor: Karam, Philippe D ; Muir, Dirk ; Pereira, Joana ; Tuladhar, Anita
Series: Working Paper No. 10/297
Date: December 01, 2010
Subject(s): Aging | Asia | Cross country analysis | Developed countries | Emerging markets | Euro Area | Fiscal policy | Monetary policy | Pension reforms | Pensions | Public sector | United States
Author's Keyword(s): OLG models | Aging | Pension Reforms | Fiscal Adjustment
 
Title: Macroeconomic Fluctuations in Developing Countries - Some Stylized Facts
Author/Editor: Agénor, Pierre-Richard ; McDermott, C. John ; Prasad, Eswar
Series: Working Paper No. 99/35
Date: March 01, 1999
Subject(s): Business cycles | Developing countries
 
Title: Macroeconomic Fluctuations in Sub-Saharan Africa
Author/Editor: Hoffmaister, Alexander W.
Series: Working Paper No. 97/82
Date: July 01, 1997
Subject(s): Economic growth | Sub-Saharan Africa | Exchange arrangements | Economic models
 
Title: Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
Series: Working Paper No. 09/147
Date: July 01, 2009
Subject(s): Emerging markets | Economic models | Bond markets | Bonds | Asset prices | Announcements | Sovereign debt | Private investment | Public information
Author's Keyword(s): emerging markets | bond pricing | macroeconomic news | announcements | survey data | news spillovers | high-frequency data
 
Title: Macroeconomic Performance Under Alternative Exchange Rate Regimes - Does Wage Indexation Matter?
Author/Editor: Jadresic, Esteban
Series: Working Paper No. 98/118
Date: August 01, 1998
Subject(s): Exchange rate regimes | Wage indexation | Economic models
 
Title: The Macroeconomics of Medium-Term Aid Scaling-Up Scenarios
Author/Editor: Berg, Andrew ; Gottschalk, Jan ; Portillo, Rafael ; Zanna, Luis-Felipe
Series: Working Paper No. 10/160
Date: July 01, 2010
Subject(s): Aid flows | Economic assistance | Economic models | Exchange rate appreciation | Gross domestic product | Low-income developing countries | Public investment | Reserves accumulation | Uganda
Author's Keyword(s): Aid | Africa | Dutch Disease | Fiscal Policy | Monetary Policy | Public Investment | Real Exchange Rate | Transfer problem.
 
Title: Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds
Author/Editor: Aaron Howard Clifford Brown ; Michael G Papaioannou ; Iva Petrova
Series: Working Paper No. 10/9
Date: January 01, 2010
Subject(s): Sovereign wealth funds | Access to capital markets | Capital flows | Corporate sector | Credit risk | Emerging markets | External financing | Risk management | Sovereign debt | Asset management | Budgets | Commodity prices | Economic models | Exchange rate regimes | Investment policy | Resource allocation
Author's Keyword(s): Sovereign Wealth Funds | Strategic Asset Allocation | Macrofinancial Linkages
 
Title: Macroprudential Policy : What Instruments and How to Use them? Lessons From Country Experiences
Series: Working Paper No. 11/238
Date: October 01, 2011
Subject(s): Credit | Liquidity | Capital | Banks | Capital inflows | Credit risk | Developed countries | Emerging markets | Exchange rate regimes | Financial risk | Financial sector
Author's Keyword(s): macroprudential | instruments | systemic risk | procyclicality | interconnectedness | credit | liquidity | capital.
 
Title: Macroprudential Regulation under Repo Funding
Author/Editor: Valderrama, Laura
Series: Working Paper No. 10/220
Date: September 01, 2010
Subject(s): Bank regulations | Bankruptcy | Capital | Economic models | Financial institutions | Financial risk | International financial system | Liquidity
Author's Keyword(s): Repurchase Agreement | Haircut | Margin Call | Liquidity Hoarding | Systemic Risk | Financial Contagion | Macroprudential Regulation.
 
Title: Making Banks Safer : Can Volcker and Vickers Do it?
Author/Editor: Julian T. S. Chow ; Jay Surti
Series: Working Paper No. 11/236
Date: October 01, 2011
Subject(s): Bank supervision | Banking | Banks | Commercial banks | Risk management
Author's Keyword(s): Banks | Business Models | Systemic Risk
 
Title: Making OTC Derivatives Safe : A Fresh Look
Author/Editor: Manmohan Singh
Series: Working Paper No. 11/66
Date: March 01, 2011
Subject(s): Bankruptcy | Credit risk | Financial institutions | Financial instruments | Risk management
Author's Keyword(s): Collateral | Netting | Interoperability | OTC Derivatives | Central Bank LOLR | CCPs