Anna Ilyina

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  • Eduardo R Borensztein, R Gaston Gelos, Andrew Berg, Ricardo Caballero, Anna Ilyina, Erik Lundback +5 others
  • 2000
This paper explores the behavior of emerging market mutual funds using a novel database covering the holdings of individual funds over the period 1996:1 to 1999:3. An examination of individual crises episodes shows that funds tended to withdraw money one month prior to the crises. The degree of herding among funds is significant, but not dramatic. Herding(More)
and other IMF colleagues for helpful comments and input. The paper also benefited from comments and suggestions by a number of home and host supervisory authorities and key private sector representatives of the financial industry. The views expressed in this paper are those of the authors. DISCLAIMER: This Staff Discussion Note represents the views of the(More)
We address robust versions of combinatorial optimization problems, focusing on the uncorrelated ellipsoidal uncertainty case, which corresponds to so-called mean-variance optimization. We present a branch and bound-algorithm for such problems that uses lower bounds obtained from Lagrangean decomposition. This approach allows to separate the uncertainty(More)
  • İnci Ötker-Robe, Aditya Narain, Anna Ilyina, Jay Surti, Alberto Buffa, Di Perrero +11 others
  • 2011
1 We are grateful for the guidance provided by José Viñals and Jonathan Fiechter, and for the very useful input and comments from numerous internal and external reviewers, including during an informal discussion at the IMF Executive Board. The views expressed in this paper are those of the authors. Ivan Guerra and Sofiya Avramova provided excellent research(More)
  • L Rachel Ngai, Roberto M Samaniego, Bart Hobijn, Anna Ilyina, Boyan Jovanovic, Chad Jones +5 others
  • 2009
What factors underlie industry differences in research intensity and productivity growth? We develop a multi-sector endogenous growth model allowing for industry specific parameters in the production functions for output and knowledge, and in consumer preferences. We find that long run industry differences in both productivity growth and R&D intensity(More)
  • Marcel Peter, Martin Grandes, Peter Stella, Martin Cihak, Joe Crowley, Xavier Debrun +12 others
  • 2005
This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate. The paper analyzes and(More)
  • L Rachel Ngai, Roberto M Samaniego, Bart Hobijn, Anna Ilyina, Boyan Jovanovic, Chad Jones +6 others
  • 2008
What factors underlie industry differences in research intensity and productivity growth? We develop a multisector growth model using standard parameters to capture the main factors considered in the empirical R&D and productivity growth literature. Along the balanced growth path, we find that the primary factor behind industry differences in productivity(More)
The views expressed in this document are those of the staff team and do not necessarily reflect the views of the government of Israel or the Executive Board of the IMF. The policy of publication of staff reports and other documents by the IMF allows for the deletion of market-sensitive information. (Office of the Executive Director), took part in meetings(More)
  • Carlo Gola, Francesco Spadafora, Nicolas Blancher, Jim Boughton, Elie Canetti, Stijn Claessens +24 others
  • 2009
The global financial crisis has magnified the role of Financial Sector Surveillance (FSS) in the Fund's activities. This paper surveys the various steps and initiatives through which the Fund has increasingly deepened its involvement in FSS. Overall, this process can be characterized by a preliminary stage and two main phases. The preliminary stage dates(More)
  • L Rachel Ngai, Roberto M Samaniego, Anna Ilyina, Chris Pissarides, Mark Schankerman, Tara Sinclair
  • 2006
We develop a multi-sector general equilibrium model in which productivity growth is driven by the production of sector-specific knowledge. In the model, we find that long run differences in total factor productivity growth across sectors are independent of the parameters of the knowledge production function except for one, which we term the fertility of(More)