Details about Gregorio Impavido

Access statistics for papers by Gregorio Impavido.

Last updated 2020-08-17. Update your information in the RePEc Author Service.

Short-id: pim15

Working Papers

2020

1. Barbados’ 2018–19 Sovereign Debt Restructuring–A Sea Change?
   IMF Working Papers, International Monetary Fund View citations (2)

2015

2. Does Supply or Demand Drive the Credit Cycle? Evidence from Central, Eastern, and Southeastern Europe
   IMF Working Papers, International Monetary Fund View citations (32)

2011

3. Stress Tests for Defined Benefit Pension Plans – A Primer
   IMF Working Papers, International Monetary Fund View citations (2)

2008

4. Upgrading the investment policy framework of public pension funds
   Policy Research Working Paper Series, The World Bank View citations (5)

2007

5. The Mexican pension annuity market
   Policy Research Working Paper Series, The World Bank View citations (1)

2006

6. An assessment of reform options for the public service pension fund in Uganda
   Policy Research Working Paper Series, The World Bank View citations (1)
7. Competition and performance in the Hungarian second pillar
   Policy Research Working Paper Series, The World Bank View citations (5)

2004

8. A conceptual framework for retirement products: Risk sharing arrangements between providers and retirees
   Policy Research Working Paper Series, The World Bank View citations (4)

2003

9. Governance of public pension funds: lessons from corporate governance and international evidence
   Policy Research Working Paper Series, The World Bank View citations (6)
10. The impact of contractual savings institutions on securities markets
    Policy Research Working Paper Series, The World Bank View citations (41)

2002

11. Contractual savings in countries with a small financial sector
    Policy Research Working Paper Series, The World Bank View citations (4)
12. On the governance of public pension fund management
    Policy Research Working Paper Series, The World Bank View citations (9)

2001

13. Contractual savings institutions and banks'stability and efficiency
    Policy Research Working Paper Series, The World Bank View citations (7)
14. Contractual savings, capital markets, and firms'financing choices
    Policy Research Working Paper Series, The World Bank View citations (11)

2000

15. Contractual savings or stock market development - Which leads?
    Policy Research Working Paper Series, The World Bank View citations (84)
16. Contractual savings, stock, and asset markets
    Policy Research Working Paper Series, The World Bank View citations (22)

1998

17. INSTITUTIONAL INVESTORS, STOCK MARKETS AND FIRMS' INFORMATIONAL DISCLOSURE
    Economic Research Papers, University of Warwick - Department of Economics View citations (2)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1998) View citations (2)

Journal Articles

2014

1. IMF Working Paper Monetary and Capital Markets Department Possible Unintended Consequences of Basel III and Solvency II
   British Actuarial Journal, 2014, 19, (2), 273-325 View citations (1)

2008

2. Improving the Investment Performance of Public Pension Funds: Lessons for the Social Insurance Fund of Cyprus from the Experience of Four OECD Countries
   Cyprus Economic Policy Review, 2008, 2, (2), 3-35 View citations (1)

1998

3. Credit Rationing, Group Lending and Optimal Group Size
   Annals of Public and Cooperative Economics, 1998, 69, (2), 243-260 View citations (3)

Books

2010

1. New Policies for Mandatory Defined Contribution Pensions: Industrial Organization Models and Investment Products
   World Bank Publications - Books, The World Bank Group View citations (9)
   Also in IDB Publications (Books), Inter-American Development Bank (2010) View citations (3)

Chapters

2008

1. Governance of Public Pension Plans: The Importance of Residual Claimants
   Chapter 6 in Pension Fund Governance, 2008 View citations (2)

Software Items

2015

1. GENSTACK: Stata module to generate Twoway Stacked Charts
   Statistical Software Components, Boston College Department of Economics
2. SVARSIRF: Stata module to compute structural impulse response function after SVAR
   Statistical Software Components, Boston College Department of Economics

2011

3. NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models
   Statistical Software Components, Boston College Department of Economics

2000

4. JB6: Stata modules to perform Jarque-Bera test for normality
   Statistical Software Components, Boston College Department of Economics
5. JB: Stata module to perform Jarque-Bera test for normality on series
   Statistical Software Components, Boston College Department of Economics

1998

6. EBA: Stata module to perform extreme bound analysis
   Statistical Software Components, Boston College Department of Economics
7. GWHET: Stata module to perform test for groupwise heteroskedasticity
   Statistical Software Components, Boston College Department of Economics