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Capital Flows, Financial Integration, and International Reserve Holdings

Capital Flows, Financial Integration, and International Reserve Holdings »

Source: Capital Flows, Financial Integration, and International Reserve Holdings : The Recent Experience of Emerging Markets and Advanced Economies

Volume/Issue: 2007/151

Series: IMF Working Papers

Author(s): Sunil Sharma , Woon Choi , and Maria Strömqvist

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867152

Keywords: sovereign liquidity, stockpiling motive, panel data, net capital flows, net capital, capital markets,

This paper examines the interaction between capital flows and international reserve holdings in the context of increasing financial integration. For emerging markets the sensitivity of reserves to net capital flows...

World Saving1

World Saving1 »

Source: World Saving

Volume/Issue: 2014/204

Series: IMF Working Papers

Author(s): Francesco Grigoli , Alexander Herman , and Klaus Schmidt-Hebbel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 November 2014

ISBN: 9781475545517

Keywords: corporate saving, Global Financial Crisis, household saving, national saving, private saving, saving, income, future, trade, Models with Panel Data

This paper presents new evidence on the behavior of saving in the world, by extending previous empirical research in five dimensions. First, it is based on a very large and recent database, covering 165 countries f...

Non-Linear Exchange Rate Pass-Through in Emerging Markets

Non-Linear Exchange Rate Pass-Through in Emerging Markets »

Source: Non-Linear Exchange Rate Pass-Through in Emerging Markets

Volume/Issue: 2016/1

Series: IMF Working Papers

Author(s): Francesca Caselli , and Agustin Roitman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 January 2016

ISBN: 9781513578262

Keywords: Non-Linearities, exchange rate, depreciation, inflation targeting, exchange rate movements, Models with Panel Data, General, All Countries,, Exchange rate pass-through, Foreign exchange

This paper estimates exchange rate pass-through to consumer prices in emerging markets focusing on non-linearities and asymmetries. We document non-linearities and asymmetries in the transmission of exchange rate f...

Future of Asia’s Finance

Future of Asia’s Finance »

Source: Future of Asia's Finance : How Can it Meet Challenges of Demographic Change and Infrastructure Needs?

Volume/Issue: 2014/126

Series: IMF Working Papers

Author(s): Ding Ding , Waikei Lam , and Shanaka Peiris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 July 2014

ISBN: 9781498321082

Keywords: Demographic change, infrastructure financing, financial deepening, financial integration, capital and financial flows, bond, financial markets, financial sector development, bonds, Models with Panel Data

There is a role for Asia's financial sector to play to address the challenges associated with the region's changing demographics and infrastructure investment needs. Enhancing financial innovation and integration i...

Long-Run Exchange Rate Dynamics

Long-Run Exchange Rate Dynamics »

Source: Long-Run Exchange Rate Dynamics : A Panel Data Study

Volume/Issue: 1999/50

Series: IMF Working Papers

Author(s): Karl Habermeier , and Mario Mesquita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451846959

Keywords: Exchange Rates, Panel Data Econometrics, Purchasing Power Parity (PPP), Balassa-Samuelson Effect, Terms of Trade, exchange rate, real exchange rates, real exchange rate, inflation

Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing power parity hypothesis (PPP) is examined first using unit root tests. It is found that PPP does...

Are Regional Trade Agreements in Asia Stumbling or Building Blocks? Implications for the Mekong-3 Countries

Are Regional Trade Agreements in Asia Stumbling or Building Blocks? Implications for the Mekong-3 Countries »

Source: Are Regional Trade Agreements in Asia Stumbling or Building Blocks? Implications for the Mekong-3 Countries

Volume/Issue: 2007/53

Series: IMF Working Papers

Author(s): Patrizia Tumbarello

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451866179

Keywords: regional trade agreements, gravity model, trade diversion, Mekong countries, panel data, regional trade, trade agreements, free trade, rules of origin, Country and Industry Studies of Trade

Is the recent proliferation of Regional Trade Agreements (RTAs) in Asia a healthy development, or runs the risk of turning into an unmanageable "noodle bowl" in the future? The goal of this paper is to shed some li...

Optimal Liquidity and Economic Stability

Optimal Liquidity and Economic Stability »

Source: Optimal Liquidity and Economic Stability

Volume/Issue: 2012/135

Series: IMF Working Papers

Author(s): Linghui Han , and Il Lee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503883

Keywords: financial assets, financial sector, monetary aggregate, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, Dynamic Panel,

Monetary aggregates are now much less used as policy instruments as identifying the right measure has become difficult and interest rate transmission has worked well in an increasingly complex financial system. In...

What's Driving Private Investment in Malaysia? Aggregate Trends and Firm-Level Evidence

What's Driving Private Investment in Malaysia? Aggregate Trends and Firm-Level Evidence »

Source: What's Driving Private Investment in Malaysia? Aggregate Trends and Firm-Level Evidence

Volume/Issue: 2006/190

Series: IMF Working Papers

Author(s): Olaf Unteroberdoerster , and Roberto Guimarães

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

ISBN: 9781451864502

Keywords: long- and short-run dynamics, Tobin&;amp;#x2019;s Q, panel data analysis, capital formation, fixed capital, cost of capital, investment behavior, Firm Behavior,

Private sector investment has been a key source of growth in Malaysia over the last three decades, but after an unprecedented decline in the wake of the Asian crisis it has remained sluggish in recent years. Using...

Remittances Channel and Fiscal Impact in the Middle East, North Africa, and  Central Asia

Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia »

Source: Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia

Volume/Issue: 2012/104

Series: IMF Working Papers

Author(s): Yasser Abdih , Ralph Chami , Christian Ebeke , and Adolfo Barajas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2012

ISBN: 9781475502947

Keywords: Instrumental variables, Panel data, remittance, tax revenue, fiscal impact, Macroeconomics: Consumption, Saving, Production, Employment, and Investment: General (includes Measurement and Data)

This paper identifies a remittances channel that transmits exogenous shocks, such as business cycles in remittance-sending countries, to the public finances of remittance-receiving countries. Using panel data for r...

The Long-Run Effects of Tradeon Income and Income Growth

The Long-Run Effects of Tradeon Income and Income Growth »

Source: The Long-Run Effects of Tradeon Income and Income Growth

Volume/Issue: 2003/37

Series: IMF Working Papers

Author(s): Allan Brunner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2003

ISBN: 9781451845594

Keywords: panel data model, trade share, gdp per capita, bilateral trade, growth rate, international trade, Economic Growth of Open Economies, Macroeconomic Analyses of Economic Development, Comparative Analysis of Economic Systems,

This paper examines the dynamic relationship between trade and income. While most economists agree that increased trade leads to an increase in average income, economic theory is ambiguous about the possible effect...