Statistical issues and activities in a changing environment

IFC Bulletin  |  No 36  | 
07 February 2013
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Papers in this volume were prepared for the IFC Conference held in Basel on 28-29 August 2012.

Session 1: Measuring the shadow banking system

Macro-mapping the euro area shadow banking system with financial sector balance sheet statistics
Authors:  Clive Jackson and Jani Matilainen
pdf version (294kb)
OECD financial statistics for measuring the structure and size of the shadow banking system
Authors:  Satoru Hagino and Liliana Cavieres
pdf version (1023kb)
Measuring shadow banking in Ireland using granular data
Authors:  Brian Godfrey and Brian Golden
pdf version (207kb)

Session 2: Measuring the shadow banking system, continued

Measuring the off-balance-sheet wealth management business of commercial banks - The case in China
Author:  Mao Qizheng
pdf version (144kb)
Compiling statistics of shadow banking
Authors:  Sayako Konno, Ai Teramoto and Yuka Mera
pdf version (436kb)
Shadow banking in Spain
Author:  Orestes Collazo Brañanova
pdf version (246kb)
Monitoring shadow banking and its challenges: the Malaysian experience
Author:  Muhamad Amar Mohd Farid
pdf version (526kb)

Session 3A: Residential property price indices

Residential property price index: preliminary results for Chile
Author:  Camilo Vio
pdf version (169kb)
Constructing a real estate price index: the Moroccan experience
Author:  Assil El Mahmah
pdf version (585kb)
Constructing a house price index for Turkey
Authors:  Aslı Kaya, Ayça Topaloğlu Bozkurt, Emine Meltem Baştan and Özgül Atılgan Ayanoğlu
pdf version (811kb)

Session 3B: Measuring expectations

Overview of models and methods for measuring economic agent's expectations
Authors:  Tine Janžek and Petra Ziherl
pdf version (143kb)
Forecast evaluation of economic sentiment indicator for the Korean economy
Authors:  Hyejung Moon and Jungick Lee
pdf version (356kb)
Consumer sentiment and confidence indices in Nigeria: a panel data analysis
Authors:  Olorunsola Emmanuel Olowofeso and Sani Ibrahim Doguwa
pdf version (582kb)

Session 3C: Monitoring commodity markets

Brazil's Commodity Price Index
Author:  Alisson Curátola de Melo
pdf version (211kb)
Statistical issues and activities in a changing environment: improvements in the commodity price input used for the ECB's analysis of HICP food prices
Author:  Andrew Kanutin
pdf version (304kb)
International commodity prices - volatility and global liquidity
Authors:  Asit B Chakraborty and Sanjib Bordoloi
pdf version (492kb)

Session 4A: Measuring commercial property prices

Commercial property prices: what should be measured?
Author:  Sebastian Keiler
pdf version (218kb)
Measuring the commercial property prices in Italy: a first evidence from a transaction based approach
Author:  Francesco Zollino
pdf version (253kb)

Session 4B: Measuring expectations

Measuring the opinion of firms on the supply and demand of external financing in the euro area
Authors:  Sébastien Pérez-Duarte, Annalisa Ferrando, Nicolas Griesshaber, Petra Köhler-Ulbrich and Nadine Schmitt
pdf version (276kb)
Central Bank of Brazil's market expectations system: a tool for monetary policy
Author:  André Barbosa Coutinho Marques
pdf version (536kb)

Session 4C: Exchange-rate indicators

Euro area exchange rate-based competitiveness indicators: a comparison of methodologies and empirical results
Authors:  Bernadette Lauro and Martin Schmitz
pdf version (288kb)
Weighted Average Relative Price (WARP) - A Supplement to Standard Real Effective Exchange Rates (REERs)
Authors:  Charles P Thomas and Jaime Marquez
pdf version (480kb)

Session 5: How reliable are debt measures?

The story told by debt indicators and the hidden truth - Weaknesses of the most commonly used debt indicators and the way forward
Author:  Agnes Tardos
pdf version (249kb)
How reliable and comparable are private debt measures: the French case
Author:  Franck Sédillot
pdf version (170kb)
Tax planning may have contributed to high indebtedness among Swedish companies
Authors:  Gunnar Blomberg, Jyry Hokkanen and Sofia Kåhre
pdf version (335kb)

Session 6A: Methodological issues regarding the compilation of financial accounts

Sectoral interlinkages in balance sheet approach
Author:  Ryoichi Okuma
pdf version (636kb)
Fiscal federalism in Brazil: the importance of data disclosure of subnational governments
Author:  Joanilson de Carvalho Santos
pdf version (346kb)
Measuring the value of employee stock options
Authors:  Ryoichi Okuma and Tomotaka Hiroki
pdf version (270kb)
Securities by securities database and the Chilean financial accounts
Author:  Alfredo Fuentes G
pdf version (421kb)
Security-by-security data on holdings of securities: the importance for national and euro area accounts
Authors:  Isabel Lavrador, Nuno Silva and Romana Peronaci
pdf version (319kb)

Session 6B: Measuring households' financial positions

Patterns of credit ownership in Poland - A multi-grouplatent class approach
Author:  Piotr Bialowolski
pdf version (428kb)
The wealth and debt of Danish families
Authors:  Anders Møller Christensen, Asger Lau Andersen, Martin Oksbjerg, Nick Fabrin Nielsen, Ri Kaarup and Sigrid Alexandra Koob
pdf version (390kb)
Household over-indebtedness: Definition and measurement with Italian data
Authors:  Giovanni D'Alessio and Stefano Iezzi
pdf version (412kb)

Session 6C: External aspects of financial accounts

Cross-border banking transactions in the euro area
Authors:  Antonio Colangelo and Michele Lenza
pdf version (389kb)
Towards a better view of Dutch net foreign assets
Authors:  Gerrit van den Dool and Rini Hillebrand
pdf version (397kb)

Session 7: Panel discussion on "Will we have appropriate data to monitor future developments in the financial system and evolving financial conditions?"

Concentration indicators: assessing the gap between aggregate and detailed data
Authors:  Fernando Ávila, Emilio Flores, Fabrizio Lopez-Gallo and Javier Márquez
pdf version (528kb)