Tigran Poghosyan

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

45

DOWNLOADS
Rank 14,915

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Top 14,915

in Total Papers Downloads

6,826

TOTAL CITATIONS
Rank 9,734

SSRN RANKINGS

Top 9,734

in Total Papers Citations

95

Scholarly Papers (45)

1.
Downloads 632 (87,657)
Citation 5

Real Estate Prices and Bank Stability

Number of pages: 34 Posted: 16 Feb 2009
Michael Koetter and Tigran Poghosyan
Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads 364 (168,426)

Abstract:

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real estate prices, bank distress

Real Estate Prices and Bank Stability

Number of pages: 35 Posted: 20 Mar 2009
Michael Koetter and Tigran Poghosyan
Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads 268 (233,488)
Citation 5

Abstract:

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real estate prices, bank distress

2.

Distress in European Banks: An Analysis Based on a New Dataset

IMF Working Paper No. 09/9
Number of pages: 39 Posted: 11 Mar 2009
Tigran Poghosyan, Martin Čihák and Martin Čihák
International Monetary Fund (IMF) and World BankInternational Monetary Fund (IMF)
Downloads 587 (96,293)
Citation 1

Abstract:

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Banks, Europe, Bank soundness, Bank supervision, Financial stability, Databases, Forecasting models, Data analysis, Cross country analysis, Economic integration

3.

Distress in European Banks Before and During the Financial Crisis

Paolo Baffi Centre Research Paper No. 2009-52
Number of pages: 30 Posted: 06 Jul 2009 Last Revised: 26 Jan 2010
Tigran Poghosyan, Martin Čihák and Martin Čihák
International Monetary Fund (IMF) and World BankInternational Monetary Fund (IMF)
Downloads 508 (115,271)
Citation 3

Abstract:

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bank distress, banking regulation, Basel II Accord, market discipline

Bank Size, Market Concentration, and Bank Earnings Volatility in the US

Number of pages: 30 Posted: 17 Jan 2011 Last Revised: 03 Oct 2011
Tigran Poghosyan and Jakob de Haan
International Monetary Fund (IMF) and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 288 (216,781)
Citation 1

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Bank Earnings Volatility, Bank Size, Market Concentration, Financial Crises

Bank Size, Market Concentration, and Bank Earnings Volatility in the US

De Nederlandsche Bank Working Paper No. 282
Number of pages: 36 Posted: 28 Oct 2011
Jakob de Haan and Tigran Poghosyan
CESifo (Center for Economic Studies and Ifo Institute) and International Monetary Fund (IMF)
Downloads 173 (355,275)
Citation 5

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Bank Earnings Volatility, Bank Size, Market Concentration, Financial Crises

5.

Oil Prices and Bank Profitability: Evidence from Major Oil-Exporting Countries in the Middle East and North Africa

IMF Working Paper No. 09/220
Number of pages: 23 Posted: 13 Oct 2009
Heiko Hesse and Tigran Poghosyan
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 345 (180,136)
Citation 5

Abstract:

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Banks, Commodity price fluctuations, External shocks, Middle East, North Africa, Oil exporting countries, Oil exports, Oil prices, Oil sector, Profit margins, Profits

6.

Non-Linear Price Transmission Between Gasoline Prices and Crude Oil Prices

Number of pages: 21 Posted: 10 Sep 2008
Tigran Poghosyan and Gerard H. Kuper
International Monetary Fund (IMF) and University of Groningen - Faculty of Economics and Business
Downloads 247 (255,174)
Citation 2

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Mean reversion, Non-linearity, Gasoline prices

Determinants of Bank Interest Margins in Russia: Does Bank Ownership Matter?

BOFIT Discussion Paper No. 22/2009
Number of pages: 31 Posted: 31 Dec 2009
Zuzana Fungáčová and Tigran Poghosyan
Bank of Finland - Institute for Economies in Transition (BOFIT) and International Monetary Fund (IMF)
Downloads 233 (268,506)
Citation 9

Abstract:

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bank interest margins, financial intermediation, Russia

Determinants of Bank Interest Margins in Russia: Does Bank Ownership Matter?

Economic Systems, Vol. 35, No. 4, 2011
Posted: 13 Mar 2012
Zuzana Fungáčová and Tigran Poghosyan
Bank of Finland - Institute for Economies in Transition (BOFIT) and International Monetary Fund (IMF)

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Bank interest margins, Financial intermediation, Russia

8.

Determinants of Cross-Border Bank Acquisitions in Transition Economies: A Latent Class Analysis

CESifo Working Paper Series No. 2372
Number of pages: 31 Posted: 27 Aug 2008
Tigran Poghosyan and Jakob de Haan
International Monetary Fund (IMF) and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 230 (273,440)

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cross-border bank acquisitions, latent class logistic model, transition economies

Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies

IMF Working Paper No. 12/271
Number of pages: 27 Posted: 19 Dec 2012
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 206 (302,386)
Citation 8

Abstract:

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Bonds, Europe, Developed countries, Economic models, Cross country analysis, Government bond yields, long-run and short-run determinants, panel cointegration, bond yields, bond, government bond yields, government bond, sovereign bond, bond yield, government bond yield, bond spreads, money market, financial markets, money market rate, risk aversion, government bond market, market bond, capital stock, benchmark bond, benchmark government bond, real money market rate, money market rates, debt service, capital flows, real money market rates, government securities, bond market

Long-Run and Short-Run Determinants of Sovereign Bond Yields in Advanced Economies

Economic Systems, Vol. 38, No. 1, 2014
Posted: 17 Oct 2015
Tigran Poghosyan
International Monetary Fund (IMF)

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Advanced economies, Government bond yields, Long-run and short-run determinants, Panel cointegration, Public debt

10.

Interest Rate Linkages in EMU Countries: A Rolling Threshold Vector Error-Correction Approach

CESifo Working Paper No. 2060
Number of pages: 26 Posted: 25 Jul 2007
Tigran Poghosyan and Jakob de Haan
International Monetary Fund (IMF) and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 205 (304,973)

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interest rate linkages, financial integration, EMU, threshold vector error-correction

11.

Foreign Exchange Risk Premium Determinants: Case of Armenia

William Davidson Institute Working Paper No. 811, CERGE-EI Working Paper No. 297
Number of pages: 21 Posted: 06 Jun 2006
Evžen Kočenda and Tigran Poghosyan
Charles University in Prague - Institute of Economic Studies and International Monetary Fund (IMF)
Downloads 197 (316,452)
Citation 3

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"forward discount" puzzle, exchange rate risk, affine term structure models, foreign

Recovery Determinants of Distressed Banks: Regulators, Market Discipline, or the Environment?

IMF Working Paper No. 10/27
Number of pages: 29 Posted: 15 Feb 2010
Tigran Poghosyan, Michael Koetter and Thomas K. Kick
International Monetary Fund (IMF), Halle Institute for Economic Research and Deutsche Bundesbank
Downloads 139 (427,921)

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Bank regulations, Bank resolution, Bank soundness, Bank supervision, Banking crisis, Banks, Capital, Credit risk, Economic models, Germany, Risk management

Recovery Determinants of Distressed Banks: Regulators, Market Discipline, or the Environment?

Bundesbank Series 2 Discussion Paper No. 2010,02
Number of pages: 48 Posted: 08 Jun 2016
Thomas K. Kick, Michael Koetter and Tigran Poghosyan
Deutsche Bundesbank, Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads 51 (801,793)

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Bank distress, capital support, regulation, recovery

The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations

IMF Working Paper No. 16/141
Number of pages: 35 Posted: 09 Dec 2016
Tigran Poghosyan, Abdelhak S. Senhadji and Carlo Cottarelli
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 92 (583,542)
Citation 2

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Fiscal stabilization, United States, Canada, Australia, Fiscal risk, Regional shocks, Stabilization measures, Fiscal policy, public debt cycles, credit cycles, asset price cycles, duration analysis

The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations

European Stability Mechanism Working Paper No. 18
Number of pages: 35 Posted: 04 Aug 2017
Tigran Poghosyan, Abdelhak S. Senhadji and Carlo Cottarelli
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 75 (659,675)
Citation 4

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public debt cycles, credit cycles, asset price cycles, duration analysis

14.

House Price Determinants in Selected Countries of the Former Soviet Union

IMF Working Paper No. 10/104
Number of pages: 16 Posted: 26 Apr 2010
Vahram Stepanyan, Tigran Poghosyan and Aidyn Bibolov
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 159 (382,540)

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Business cycles, Capital inflows, Cross country analysis, Economic growth, External shocks, Former Soviet Union, Housing prices, Price elasticity, Workers remittances

15.

Fiscal Politics in the Euro Area

IMF Working Paper No. 17/18
Number of pages: 45 Posted: 23 Mar 2017
Luc Eyraud, Vitor Gaspar and Tigran Poghosyan
International Monetary Fund (IMF), European Commission and International Monetary Fund (IMF)
Downloads 150 (401,805)
Citation 2

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Political economy, Euro Area, Fiscal policy, Fiscal reforms, political economy factors, deficit bias, procyclicality, fiscal rules

16.

Macroeconomic Sources of Foreign Exchange Risk in New EU Members

William Davidson Institute Working Paper No. 898
Number of pages: 27 Posted: 31 Jan 2008
Evžen Kočenda and Tigran Poghosyan
Charles University in Prague - Institute of Economic Studies and International Monetary Fund (IMF)
Downloads 147 (408,450)
Citation 4

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foreign exchange risk, time-varying risk premium, stochastic discount factor,

17.

Macroeconomic Stability in Resource-Rich Countries: The Role of Fiscal Policy

IMF Working Paper No. 16/36
Number of pages: 29 Posted: 28 Mar 2016
Elva Bova, Paulo A. Medas and Tigran Poghosyan
Independent, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 133 (442,170)

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resource-rich countries, procyclical fiscal policy, commodity, prices, price, fiscal policy, General, Models with Panel Data, All Countries,

18.

Assessing the Variability of Tax Elasticities in Lithuania

IMF Working Paper No. 11/270
Number of pages: 17 Posted: 20 Dec 2011
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 133 (442,170)

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Baltics, Business cycles, Cross country analysis, Direct taxation, Estonia, Indirect taxation, Latvia, Tax revenues, Tax systems, Value added tax

19.

Fiscal Crises

IMF Working Paper No. 17/86
Number of pages: 44 Posted: 12 May 2017
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 132 (444,743)
Citation 4

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Economic growth, Financial crises, fiscal crisis, sovereign debt default, twin crises, Deficit, Studies of Particular Policy Episodes, General Outlook and Conditions

20.

Spatial Spillovers in Emerging Market Spreads

Number of pages: 29 Posted: 05 Dec 2011
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 108 (518,012)

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sovereign spreads, emerging market, spillovers, spatial econometrics

21.

An Estimated Dynamic Stochastic General Equilibrium Model of the Jordanian Economy

IMF Working Paper No. 11/28
Number of pages: 52 Posted: 07 Feb 2011
Tigran Poghosyan and Samya Beidas-Strom
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 108 (518,012)
Citation 1

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Income, Monetary policy, Exchange rate depreciation, Exchange rate appreciation, Economic models, External shocks, Demand, Oil prices, Price adjustments, Wage policy, Consumption, Exchange rate policy

22.

How Do Public Debt Cycles Interact with Financial Cycles?

IMF Working Paper No. 15/248
Number of pages: 34 Posted: 03 Feb 2016
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 101 (543,310)
Citation 3

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public debt cycles, credit cycles, asset price cycles, duration analysis, debt, public debt, price, prices, equity, General, All Countries,

23.

Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies

IMF Working Paper No. 14/27
Number of pages: 34 Posted: 04 Mar 2014
Serkan Arslanalp and Tigran Poghosyan
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 97 (558,165)
Citation 2

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Foreign investment, Bonds, Emerging markets, Poland, Cross country analysis, Economic models, Foreign Holdings, Domestic Bonds, Yields, and Volatility, bond yields, government bond, local currency bond, government bonds, bond markets, local bond, government bond yields, local currency bond markets, international reserves, domestic government bond, government bond market, financial markets, sovereign bond, government bond markets, local bonds, domestic government bonds, local bond markets, financial stability, bond spreads, domestic bond market, international finance, domestic bond markets, exchange rate valuation, financial economics, nominal exchange rate

24.

Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries

IMF Working Paper No. 10/255
Number of pages: 25 Posted: 01 Feb 2011
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 92 (581,156)

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Consumption, Cooperation Council for the Arab States of the Gulf, Currency pegs, Economic models, Foreign exchange, Inflation, Oil prices, Risk premium, Saudi Arabia, United Arab Emirates, United States

25.

Taxation and Leverage in International Banking

IMF Working Paper No. 12/281
Number of pages: 36 Posted: 11 Jan 2013
Grace Weishi Gu, Tigran Poghosyan and Ruud A. De Mooij
University of California, Santa Cruz - Department of Economics, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 90 (585,042)
Citation 19

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International banking, Capital, Taxation, Corporate taxes, Commercial banks, Economic models, Bank taxation, corporate tax, debt bias, leverage.

26.

Heterogeneity of Technological Regimes and Banking Efficiency in Former Socialist Economies

Number of pages: 21 Posted: 05 Jan 2009
Subal C. Kumbhakar and Tigran Poghosyan
State University of New York (SUNY) at Binghamton - Department of Economics and International Monetary Fund (IMF)
Downloads 89 (589,042)
Citation 1

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cost efficiency, banking, latent class stochastic efficiency frontier model

Financial Intermediation Costs in Low-Income Countries: The Role of Regulatory, Institutional, and Macroeconomic Factors

IMF Working Paper No. 12/140
Number of pages: 36 Posted: 09 Aug 2012
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 88 (600,211)
Citation 3

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Net Interest Margins, Banks, Low Income Countries, Emerging Economies, Banking Systems, Commercial Banks, Economic Models, Emerging Markets, Financial Intermediation, Low-income Developing Countries

Financial Intermediation Costs in Low Income Countries: The Role of Regulatory, Institutional, and Macroeconomic Factors

Economic Systems, Vol. 37, No. 1, 2013
Posted: 26 Feb 2015
Tigran Poghosyan
International Monetary Fund (IMF)

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Interest margins, Financial intermediation, Dealership model, Bank concentration, Bank regulation

28.

Spatial Spillovers in Emerging Market Spreads

IMF Working Paper No. 11/221
Number of pages: 29 Posted: 28 Sep 2011
Emanuele Baldacci, Salvatore Dell'Erba and Tigran Poghosyan
International Monetary Fund (IMF) - Fiscal Affairs Department, University of Geneva - Graduate Institute of International Studies (HEI) and International Monetary Fund (IMF)
Downloads 82 (618,393)
Citation 2

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Bond markets, Bonds, Developed countries, Economic models, Emerging markets, External debt, Financial crisis, Global Financial Crisis 2008-2009, Sovereign debt, Spillovers

29.

Fiscal Spillovers in the Euro Area: Letting the Data Speak

IMF Working Paper No. 17/241
Number of pages: 51 Posted: 01 Feb 2018
Era Dabla-Norris, Pietro Dallari and Tigran Poghosyan
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 76 (644,974)

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Vector autoregression, Spillovers, Fiscal policy, Fiscal stimulus and multipliers, Italy, Spain, Austria, Portugal, France, Finland, Netherlands, Ireland, Belgium, Germany, Euro Area, Fiscal Spillovers; Bayesian Methods; Fiscal Multipliers, Panel VAR, Fiscal Spillovers, Bayesian Methods, Fiscal Multipliers, Bayesian Analysis, Models with Panel Data

30.

Real Estate Markets and Bank Distress

Bundesbank Series 2 Discussion Paper No. 2008,18
Number of pages: 40 Posted: 08 Jun 2016
Michael Koetter and Tigran Poghosyan
Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads 76 (644,974)

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Real estate, distress, universal vs. specialized banks

31.

Lessons from the Old Masters on Assessing Equity and Efficiency: A Primer for Fiscal Policymakers

IMF Working Paper No. 17/214
Number of pages: 35 Posted: 25 Oct 2017
Vitor Gaspar, Paolo Mauro and Tigran Poghosyan
European Commission, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 71 (668,788)

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equality and efficiency, fiscal redistribution, General, Externalities

32.

Correcting 'Beyond the Cycle:' Accounting for Asset Prices in Structural Fiscal Balances

IMF Working Paper No. 15/109
Number of pages: 37 Posted: 08 Jun 2015
Estelle Liu, Todd Mattina and Tigran Poghosyan
International Monetary Fund, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 66 (694,238)

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Asset prices, Structural fiscal balance, Business cycles, Revenues, OECD, Error analysis, Econometric models, financial crisis, equity market, housing market, panel data econometrics., output, equity prices, tax, taxes

33.

Size and Support Ratings of US Banks

De Nederlandsche Bank Working Paper No. 434
Number of pages: 31 Posted: 12 Aug 2014
Tigran Poghosyan, Charlotte Werger and Jakob de Haan
International Monetary Fund (IMF), European University Institute and CESifo (Center for Economic Studies and Ifo Institute)
Downloads 63 (710,634)

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support ratings, bank size, too-big-too-fail, financial crises

34.

Leading Indicators of Fiscal Distress: Evidence from the Extreme Bound Analysis

IMF Working Paper No. 16/28
Number of pages: 38 Posted: 28 Mar 2016
Martin Bruns and Tigran Poghosyan
University of East Anglia (UEA) - School of Economics and International Monetary Fund (IMF)
Downloads 59 (733,223)
Citation 1

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fiscal distress, extreme bound analysis, debt, currency, inflation, emerging economies, default, Studies of Particular Policy Episodes, General Outlook and Conditions, Forecasting and Simulation, All Countries,

35.

Cross-Country Spillovers of Fiscal Consolidations in the Euro Area

IMF Working Paper No. 17/140
Number of pages: 38 Posted: 09 Aug 2017
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 58 (739,286)

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fiscal spillovers, local projection method, spatial econometrics, General

36.

Fiscal Multipliers in Ukraine

IMF Working Paper No. 15/71
Number of pages: 18 Posted: 05 May 2015
Pritha Mitra and Tigran Poghosyan
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 58 (739,286)

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Fiscal stimulus and multipliers, Ukraine, Fiscal consolidation, Government expenditures, Tax revenues, Structural vector autoregression, Econometric models, fiscal multipliers, structural VAR, variables, fiscal policy, capital, gdp, debt, lags

37.

How Effective is Macroprudential Policy? Evidence from Lending Restriction Measures in EU Countries

IMF Working Paper No. 19/45
Number of pages: 43 Posted: 08 Apr 2019
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 56 (751,530)
Citation 5

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Monetary policy instruments, Exchange rate policy, Central banks, Monetary policy, Monetary expansion, macroprudential regulation, financial stability, credit, house price, Kleibl, target variable, type of measure, real GDP growth, dependent variable

Slowdown of Credit Flows in Jordan in the Wake of the Global Financial Crisis: Supply or Demand Driven?

IMF Working Paper No. 10/256
Number of pages: 16 Posted: 01 Feb 2011
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 54 (780,903)

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Bank credit, Capital markets, Credit demand, Credit restraint, Economic models, Financial crisis, Global Financial Crisis 2008-2009, Jordan, Monetary policy

Slowdown of Credit Flows in Jordan in the Wake of the Global Financial Crisis: Supply or Demand Driven?

Economic Systems, Vol. 35, No. 4, 2011
Posted: 13 Mar 2012
Tigran Poghosyan
International Monetary Fund (IMF)

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Credit crunch, Financial crisis, Jordan

39.

Regional Labor Mobility in Finland

IMF Working Paper No. 18/252
Number of pages: 37 Posted: 28 Feb 2019
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 49 (797,725)

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Unemployment, Wage bargaining, Labor force participation, Migrations, Europe, Finland, Labor mobility, regional labor mobility, gravity model, General

40.

Unveiling the Effects of Foreign Exchange Interventions: Evidence from the Kyrgyz Republic

IMF Working Paper No. 2020/219
Number of pages: 31 Posted: 08 Dec 2020
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 46 (819,526)

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41.

Can Property Taxes Reduce House Price Volatility? Evidence from U.S. Regions

IMF Working Paper No. 16/216
Number of pages: 27 Posted: 09 Aug 2017
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 42 (849,994)

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State taxation, Tax policy, Property taxes, United States, Tax rates, Western Hemisphere, Econometric models, Housing prices, house price volatility, State and Local Taxation, Subsidies, and Revenue, Housing Demand, Housing Supply and Markets

42.

The Implications of Latent Technology Regimes for Competition and Efficiency in Banking

Bundesbank Series 2 Discussion Paper No. 2008,15
Number of pages: 32 Posted: 08 Jun 2016
Michael Koetter and Tigran Poghosyan
Halle Institute for Economic Research and International Monetary Fund (IMF)
Downloads 37 (891,983)

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Banks, competition, efficiency, latent class frontier, strategy

43.

Financial Development and Growth in the Caucasus and Central Asia

IMF Working Paper No. 2022/134
Number of pages: 25 Posted: 27 Jul 2022
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 35 (909,973)

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Caucasus and Central Asia, financial development, output growth

44.

Investment Slowdown in Denmark: Diagnosis and Policy Options

IMF Working Paper No. 18/161
Number of pages: 42 Posted: 22 Aug 2018
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 35 (909,973)

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Denmark, Europe, Investment, accelerator model, leverage, structural reforms, Institutions and Growth

45.

The Anatomy of the Financial Inclusion Gap in the Caucasus and Central Asia

IMF Working Paper No. 2023/109
Number of pages: 34 Posted: 09 Jun 2023
Tigran Poghosyan
International Monetary Fund (IMF)
Downloads 28 (977,852)

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Caucasus and Central Asia, financial inclusion, financial access, estimation result, CEE comparator, CCA country, IMF working paper 23/109, CEE peer, Financial sector development, Financial account, Financial sector, Income, Global, Central Asia and the Caucasus