MARC details
| 000 -LEADER |
|---|
| fixed length control field |
05776cam a2200793Ia 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
ocn914299655 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240829101555.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
|---|
| fixed length control field |
m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150723s2015 dcua ob i000 0 eng d |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DJB |
| Language of cataloging |
eng |
| Description conventions |
pn |
| Transcribing agency |
DJB |
| Modifying agency |
OCLCO |
| -- |
YDXCP |
| -- |
EBLCP |
| -- |
OCLCQ |
| -- |
CUS |
| -- |
OCLCO |
| -- |
OCLCQ |
| -- |
OCLCF |
| -- |
OCLCA |
| -- |
CEF |
| -- |
OCLCQ |
| -- |
OTZ |
| -- |
OCLCQ |
| -- |
SFB |
| -- |
OCLCO |
| -- |
N$T |
| 019 ## - |
|---|
| -- |
1144366655 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1513552546 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781513552545 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1513525344 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781513525341 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1513589679 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781513589671 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781513578644 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
1513578642 |
| Qualifying information |
(electronic bk.) |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
|---|
| International Standard Serial Number |
1018-5941 |
| 024 8# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.5089/9781513552545.001 |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
1254183 |
| -- |
(N$T) |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(OCoLC)914299655 |
| Canceled/invalid control number |
(OCoLC)1144366655 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HG3881.5.I58 |
| Item number |
W67 No. 15/165eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
338.102098734 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Gómez P., Javier Guillermo |
| Fuller form of name |
(Gómez Pineda), |
| Relator term |
author. |
| 9 (RLIN) |
988103 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Systemic risk, aggregate demand, and commodity prices / |
| Statement of responsibility, etc. |
prepared by Javier G. Gómez-Pineda, Dominique Guillaume, and Kadir Tanyeri. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
[Washington, D.C.] : |
| Name of publisher, distributor, etc. |
International Monetary Fund, |
| Date of publication, distribution, etc. |
©2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (52 pages) : |
| Other physical details |
color illustrations. |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
IMF working paper ; |
| Volume/sequential designation |
WP/15/165 |
| 500 ## - GENERAL NOTE |
|---|
| General note |
"July 2015." |
| 500 ## - GENERAL NOTE |
|---|
| General note |
"OMD." |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 47-48). |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
The paper presents a global model with systemic and country risks, as well as commodity prices. We show that systemic risk shocks have an important impact on world economic activity, with the busts in world output gap corresponding to unobserved systemic risk associated with major financial events. In addition, systemic risk shocks are shown to be important drivers of output gaps while country risk premium shocks can have important effects on the trade balance. Commodity prices, in particular the price of oil, are shown to be demand driven. The model performs well at one- and four-quarter horizons compared to a survey of analysts' forecasts. In addition, systemic risk shocks explain a large share of the forecast variance for the world output gap, country output gaps, the price of oil, and country risk premiums. The importance of systemic risk shocks lends support for financial surveillance with a systemic focus.--Abstract. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Online resource; title from pdf title page (IMF.org Web site, viewed July 23, 2015). |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Cover; Abstract; Contents; I. Introduction; II. The Model; III. The Data; IV. Results; V. Conclusions; Tables; 1. Data Sources; 2. Some calibrated Parameters; 3. Estimated Parameters; 4. Goodness of it; Figures; 1. Model Calibration; 2. A Shock to Systemic Risk (Response of Global Variables); 3. A Shock to Systemic Risk (Response of Country Variables); 4. A Shock to the Country Risk Premium (Response of Global Variables); 5. A Shock to the Country Risk Premium (Response of Country Variables); 6. Shocks to Commodity Prices (Response of Global Variables) |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
7. Shocks to Commodity Prices (Response of Country Variables)8. An Interest Rate Shock (Response of Global Variables); 9. An Interest Rate Shock (Response of Country Variables); 10. Smoothing Results: Global Variables; 11. Smoothing Results: Country Variables; 12. Smoothing Results: Country Variables; 13. Smoothing Results: Country Variables; 14. World: Historical Decomposition of Global Variables; 15. Countries and Regions: Historical Decomposition of Country Risk Premiums; 16. Countries and Regions: Historical Decomposition of Country Output Gaps |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
17. Historical Decomposition of Trade Balance Gaps18. Countries and Regions: Historical Decomposition of Country Unemployment Gaps; 19. Countries and Regions: Historical Decomposition of Country Energy-and Food-Price Gaps; 20. World: Forecast Error Variance Decomposition; 21. Countries and Regions: Forecast Error Variance Decomposition; References; Appendices; 1. Trade balance equation; 2. Output Gap Equation; 3. Equation for the current account |
| 590 ## - LOCAL NOTE (RLIN) |
|---|
| Local note |
Added to collection customer.56279.3 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial risk |
| General subdivision |
Econometric models. |
| 9 (RLIN) |
988104 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Country risk |
| General subdivision |
Econometric models. |
| 9 (RLIN) |
721135 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial crises |
| General subdivision |
Econometric models. |
| 9 (RLIN) |
642694 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Commercial products |
| General subdivision |
Prices |
| -- |
Econometric models. |
| 9 (RLIN) |
988105 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Capital movements |
| General subdivision |
Econometric models. |
| 9 (RLIN) |
642686 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risque financier |
| General subdivision |
Modèles économétriques. |
| 9 (RLIN) |
988106 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Risque pays |
| General subdivision |
Modèles économétriques. |
| 9 (RLIN) |
988107 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Prix |
| General subdivision |
Modèles économétriques. |
| 9 (RLIN) |
988108 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mouvements de capitaux |
| General subdivision |
Modèles économétriques. |
| 9 (RLIN) |
988109 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Capital movements |
| General subdivision |
Econometric models. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00846376 |
| 9 (RLIN) |
642686 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Country risk |
| General subdivision |
Econometric models. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00881450 |
| 9 (RLIN) |
721135 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Financial crises |
| General subdivision |
Econometric models. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00924608 |
| 9 (RLIN) |
642694 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
396 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Guillaume, Dominique M., |
| Relator term |
author. |
| 9 (RLIN) |
988110 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tanyeri, Kadir, |
| Relator term |
author. |
| 9 (RLIN) |
988111 |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
International Monetary Fund. |
| Subordinate unit |
Office of the Managing Director. |
| 9 (RLIN) |
988112 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version:Print Version: |
| International Standard Book Number |
9781513552545 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
IMF working paper ; |
| Volume number/sequential designation |
WP/15/165. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1254183">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1254183</a> |
| 938 ## - |
|---|
| -- |
ProQuest Ebook Central |
| -- |
EBLB |
| -- |
EBL2146447 |
| 938 ## - |
|---|
| -- |
YBP Library Services |
| -- |
YANK |
| -- |
12577064 |
| 938 ## - |
|---|
| -- |
EBSCOhost |
| -- |
EBSC |
| -- |
1254183 |
| 994 ## - |
|---|
| -- |
92 |
| -- |
N$T |