Adrian Alter

International Monetary Fund

Economist

700 19th St NW

Washington, DC 20431

United States

  • International Monetary Fund

SCHOLARLY PAPERS

14

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2,861

SSRN CITATIONS
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Top 8,802

in Total Papers Citations

127

CROSSREF CITATIONS

49

Scholarly Papers (14)

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1.

Credit Spread Interdependencies of European States and Banks During the Financial Crisis

Number of pages: 38 Posted: 17 May 2011 Last Revised: 16 Jan 2012
Adrian Alter and Yves S. Schüler
International Monetary Fund and Deutsche Bundesbank
Downloads 979 (41,006)
Citation 36

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credit default swaps, financial crisis, private-to-public risk transfer, bailout programs, government interventions, cointegration, generalized impulse responses

2.

The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil

Number of pages: 43 Posted: 31 Oct 2012 Last Revised: 20 Feb 2013
Adrian Alter and Andreas Beyer
International Monetary Fund and European Central Bank (ECB)
Downloads 317 (164,409)
Citation 29

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CDS, contagion, sovereign debt, systemic risk

3.

Centrality-Based Capital Allocations

Downloads 295 (177,290)
Citation 14

Centrality-Based Capital Allocations

Number of pages: 41 Posted: 16 Jun 2014 Last Revised: 19 Dec 2014
Adrian Alter, Ben R. Craig and Peter Raupach
International Monetary Fund, Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Downloads 121 (393,206)
Citation 12

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interconnectedness, systemic risk, capital requirements, regulation, eigenvector

Centrality-Based Capital Allocations

FRB of Cleveland Working Paper No. 15-01
Number of pages: 41 Posted: 19 Feb 2015
Adrian Alter, Ben R. Craig and Peter Raupach
International Monetary Fund, Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Downloads 81 (517,828)
Citation 5

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interbank connectivity, credit exposures, capital requirements, banking system, bank contagion, network centrality measure, bankruptcy costs, systemic risk.

Centrality-Based Capital Allocations

IMF Working Paper No. 14/237
Number of pages: 41 Posted: 06 Feb 2015
Adrian Alter, Ben R. Craig and Peter Raupach
International Monetary Fund, Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Downloads 63 (597,417)

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Banking systems, Interconnectedness, Capital requirements, Credit risk, Systemic risk, Financial contagion, Econometric models, SIFIs, network analysis, banks, loans, lending, value, balance sheet, bankruptcy, financial institutions, migration, externalities, equity, property, interest, services, principal, risk management, industry, markets, foreign banks, financial services, pricing, market value, cooperative banks, commercial banks, risk factors, financial stability, debt, probability of default, present value, capitalization, payment systems, saving, bank failures, financial systems, maturities, banking supervision, financial markets, deposits, insurance

Centrality-Based Capital Allocations

Bundesbank Discussion Paper No. 03/2015
Number of pages: 38 Posted: 21 Jun 2016
Adrian Alter, Ben R. Craig and Peter Raupach
International Monetary Fund, Federal Reserve Bank of Cleveland and Deutsche Bundesbank - Research Department
Downloads 30 (814,661)

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Capital Requirements, Centrality Measures, Contagion, Financial Stability

4.

Emerging Market Corporate Leverage and Global Financial Conditions

Downloads 221 (235,968)
Citation 8

Emerging Market Corporate Leverage and Global Financial Conditions

IMF WP/16/243
Number of pages: 39 Posted: 21 Dec 2016 Last Revised: 27 Oct 2019
Adrian Alter and Selim Ali Elekdag
International Monetary Fund and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads 143 (345,364)

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Corporate structure, Leverage, Global financial conditions, U.S. monetary policy

Emerging Market Corporate Leverage and Global Financial Conditions

IMF Working Paper No. 16/243
Number of pages: 50 Posted: 07 Mar 2017
Adrian Alter and Selim Ali Elekdag
International Monetary Fund and International Monetary Fund (IMF) - Policy Development and Review Department
Downloads 78 (529,877)
Citation 3

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Corporate debt, Emerging markets, United States, Monetary policy, Economic conditions, Corporate structure, Leverage, Global financial conditions, U.S. monetary policy

5.

Non-Primary Home Buyers, Shadow Banking, and the US Housing Market

IMF Working Paper No. 20/174
Number of pages: 38 Posted: 30 Oct 2020
Adrian Alter and Zaki Dernaoui
International Monetary Fund and affiliation not provided to SSRN
Downloads 198 (261,104)
Citation 1

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Housing prices, Mortgages, Housing, Currencies, Shadow banking, WP, graphic tag0, house price, th valign, out-of-state buyer, zip code

6.

Financial Inclusion and Development in the CEMAC

IMF Working Paper No. 15/235
Number of pages: 32 Posted: 03 Feb 2016
Adrian Alter and Boriana Yontcheva
International Monetary Fund and International Monetary Fund (IMF) - IMF Institute
Downloads 161 (312,639)

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financial inclusion, financial development gap, benchmarking, gdp, credit, variables, Government Policy and Regulation,

7.

Understanding the Macro-Financial Effects of Household Debt: A Global Perspective

IMF Working Paper No. 18/76
Number of pages: 50 Posted: 22 May 2018
Adrian Alter, Alan Feng and Nico Valckx
International Monetary Fund, Princeton University - Department of Economics and International Monetary Fund (IMF)
Downloads 152 (328,157)
Citation 2

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Household debt; financial crises; neglected crash risk; leverage; macro-financial stability, Household debt, financial crises, neglected crash risk, leverage, macro-financial stability, Forecasting and Simulation, General

8.

Commercial Real Estate in Crisis: Evidence from Transaction-Level Data

IMF Working Paper No. 2023/015
Number of pages: 46 Posted: 08 Feb 2023
Adrian Alter, C. Badarinza and Elizabeth Mahoney
International Monetary Fund, National University of Singapore (NUS) - Department of Real Estate and U.S. Census Bureau
Downloads 120 (393,969)

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Non-residential Real Estate, Financial Conditions, Liquidity, Big Data, level data, CRE price, household indebtedness, CRE market, CRE transaction, COVID-19, Real estate prices, Global financial crisis of 2008-2009, Global, Middle East and Central Asia

9.

Digging Deeper--Evidence on the Effects of Macroprudential Policies from a New Database

IMF Working Paper No. 19/66
Number of pages: 58 Posted: 15 Apr 2019
Zohair Alam, Adrian Alter, Jesse Elseman, Gaston Gelos, Heedon Kang, Machiko Narita, Erlend Nier and Naixi Wang
University of Toronto - Rotman School of Management, International Monetary Fund, International Monetary Fund (IMF), Bank for International Settlements, International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and University of Oxford - Said Business School
Downloads 103 (439,830)
Citation 3

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Mortgages, Exchange rate policy, Reserve requirements, Household credit, Credit booms, Macroprudential policy, loan-to-value ratios, propensity score, LTV, policy action, reverse causality, endogeneity, appendix IV

10.

The Dynamics of Spillover Effects during the European Sovereign Debt Crisis

ECB Working Paper No. 1558
Number of pages: 54 Posted: 19 Jul 2013
Adrian Alter and Andreas Beyer
International Monetary Fund and European Central Bank (ECB)
Downloads 93 (470,817)
Citation 1

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CDS, contagion, sovereign debt, systemic risk, impulse responses

11.

Household Debt and House Prices-at-Risk: A Tale of Two Countries

IMF Working Paper No. 20/42
Number of pages: 44 Posted: 21 May 2020
Adrian Alter and Elizabeth M. Mahoney
International Monetary Fund and International Monetary Fund (IMF)
Downloads 70 (561,022)

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Economic conditions, Price indexes, National income, Financial crises, Economic growth, Housing, Household Indebtedness, United States, Canada, Quantile Regressions, WP, household debt, capital flow, GFC, house market, overvaluation

12.

Growth at Risk: Concept and Application in IMF Country Surveillance

IMF Working Paper No. 19/36
Number of pages: 40 Posted: 08 Apr 2019
A. Prasad, Selim Elekdag, Phakawa Jeasakul, Romain Lafarguette, Adrian Alter, Alan Feng and Changchun Wang
International Monetary Fund (IMF), Johns Hopkins University - Department of Economics, International Monetary Fund (IMF), International Monetary Fund, International Monetary Fund, Princeton University - Department of Economics and International Monetary Fund (IMF)
Downloads 59 (607,434)
Citation 4

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Interest rates on loans, Economic growth, Economic recovery, External sector, Real interest rates, downside risk, macrofinancial linkages, financial stability, Gar, financial condition, forecast horizon, article IV consultation, quantiles

13.

Public Investment in a Developing Country Facing Resource Depletion

IMF Working Paper No. 15/236
Number of pages: 36 Posted: 03 Feb 2016
Adrian Alter, Matteo Ghilardi and Dalia Hakura
International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 50 (655,680)

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Public Capital, Investment Efficiency, Project Selection, investment, public investment, debt, revenues, revenue, International Lending and Debt Problems, Exhaustible Resources and Economic Development, Government Policy, All Countries,

14.

House Price Synchronicity, Banking Integration, and Global Financial Conditions

IMF Working Paper No. 18/250
Number of pages: 43 Posted: 14 Jan 2019
Adrian Alter, Jane Dokko and Dulani Seneviratne
International Monetary Fund, Federal Reserve Bank of Chicago and International Monetary Fund (IMF)
Downloads 43 (698,040)

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Housing prices, External shocks, Business cycles, Cross-country analysis, Housing market; global liquidity; financial conditions; banking intergration; business cycles, Housing market, global liquidity, financial conditions, banking intergration, business cycles, General, International Policy Coordination and Transmission, International Business Cycles