Browse

You are looking at 41 - 50 of 110 items

  • Keywords: equations x
  • Keywords: equation x
Clear All
Inflation Dynamics in Asia
			: Causes, Changes, and Spillovers From China

Inflation Dynamics in Asia : Causes, Changes, and Spillovers From China »

Volume/Issue: 2011/257

Series: IMF Working Papers

Author(s): Carolina Osorio , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463923969.001

ISBN: 9781463923969

Keywords: Global VAR (GVAR), inflation dynamics, money supply, monetary shocks, Multiple or Simultaneous Equation Models: Time-Series Models, Multiple or Simultaneous Equation Models: Discrete Regression and Qualitative Choice Models, International Policy Coordination and Transmission,

The perception that Asia's inflation dynamics is driven by idiosyncratic supply shocks implies, as a corollary, that there is little scope for a policy reaction to a build-up of inflationary pressures. However, Asi...

Institutions Rule
			: The Primacy of Institutions over Integration and Geography in Economic Development

Institutions Rule : The Primacy of Institutions over Integration and Geography in Economic Development »

Volume/Issue: 2002/189

Series: IMF Working Papers

Author(s): Arvind Subramanian , Francesco Trebbi , and Dani Rodrik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451859621.001

ISBN: 9781451859621

Keywords: Institutions, integration, geography, equation, statistics, dummy variable, equations, samples, Macroeconomic Analyses of Economic Development, Capitalist Systems: Political Economy

We estimate the respective contributions of institutions, geography, and trade in determining cross-country income levels using recently developed instruments for institutions and trade. Our results indicate that t...

Interest Rate Arbitrage in Currency Baskets
			: Forecasting Weights and Measuring Risk

Interest Rate Arbitrage in Currency Baskets : Forecasting Weights and Measuring Risk »

Volume/Issue: 1999/16

Series: IMF Working Papers

Author(s): Peter Christoffersen , and Lorenzo Giorgianni

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

DOI: http://dx.doi.org/10.5089/9781451843385.001

ISBN: 9781451843385

Keywords: Time-varying Parameters, Cointegration, Exchange Rates, exchange rate, equation, statistics, currency basket

When constructing hedged interest rate arbitrage portfolios for basket currencies, two issues arise: first, how are the unknown future basket weights optimally forecasted from past exchange rate data? And, second,...

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance »

Volume/Issue: 2006/104

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

DOI: http://dx.doi.org/10.5089/9781451863642.001

ISBN: 9781451863642

Keywords: Default probability, security prices, financial surveillance, probabilities, probability, bond, equation, credit derivatives,

This paper reviews a number of different techniques for estimating default probabilities from the prices of publicly traded securities. These techniques are useful for assessing credit exposure, systemic risk, and...

Migration and Foreign Remittances in the Philippines

Migration and Foreign Remittances in the Philippines »

Volume/Issue: 2005/111

Series: IMF Working Papers

Author(s): Robert Burgess , and V. Haksar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2005

DOI: http://dx.doi.org/10.5089/9781451861303.001

ISBN: 9781451861303

Keywords: growth, stabilization, remittance, remittance flows, equation, International Factor Movements and International Business: General, Household Behavior, International Factor Movements and International Business,

International migration and large remittance flows have been prominent features of the Philippine economy for many decades. This paper describes the evolving pattern of migration and remittance flows and analyzes s...

Monetary Policy in the Philippines During Periods of Financial Crisis and Changes in Exchange Rate Regime
			: Targets, Instruments, and the Stability of Money Demand

Monetary Policy in the Philippines During Periods of Financial Crisis and Changes in Exchange Rate Regime : Targets, Instruments, and the Stability of Money Demand »

Volume/Issue: 1989/98

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 December 1989

DOI: http://dx.doi.org/10.5089/9781451949049.001

ISBN: 9781451949049

Keywords: equations, equation, inflation, demand for money, monetary policy

This paper examines some of the key issues in the conduct of Philippine monetary policy since 1984, including the various shocks to the economy and the monetary authorities’ choice of intermediate policy tar...

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth »

Volume/Issue: 2008/140

Series: IMF Working Papers

Author(s): Shekhar Aiyar , and Ivan Tchakarov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

DOI: http://dx.doi.org/10.5089/9781451869989.001

ISBN: 9781451869989

Keywords: Growth, U.S. Slowdown, Bayesian Estimation, monetary policy, inflation, confidence intervals, correlation, equation,

External demand was the main driver of growth in Thailand in 2006 and 2007. However, WEO projections indicate moderating foreign demand in 2008, with U.S. growth being revised downwards to reflect the turmoil in ho...

On the Information Content of Ldc Secondary Loan Market Prices

On the Information Content of Ldc Secondary Loan Market Prices »

Volume/Issue: 1991/20

Series: IMF Working Papers

Author(s): Mark Stone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1991

DOI: http://dx.doi.org/10.5089/9781451843781.001

ISBN: 9781451843781

Keywords: equation, statistics, sovereign debt, debt renegotiation, external debt

This note examines the impact of measurable and unmeasurable (not correlated with observed aggregates) information on secondary market LDC loan prices. The Institutional Investor country risk ratings are used to co...

On the Solvency of Nations
			: Are Global Imbalances Consistent with Intertemporal Budget Constraints?

On the Solvency of Nations : Are Global Imbalances Consistent with Intertemporal Budget Constraints? »

Volume/Issue: 2010/50

Series: IMF Working Papers

Author(s): Enrique Mendoza , Marco Terrones , and Ceyhun Bora Durdu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

DOI: http://dx.doi.org/10.5089/9781451963298.001

ISBN: 9781451963298

Keywords: external solvency, Poled Mean Group estimation, foreign assets, net foreign assets, equation, statistics, industrial countries, Open Economy Macroeconomics, General Outlook and Conditions,

Theory predicts that a nation's stochastic intertemporal budget constraint is satisfied if net exports (NX) and net foreign assets (NFA) satisfy an error-correction specification with a residual integrated of any f...

Philippines
			: Preparations for Inflation Targeting

Philippines : Preparations for Inflation Targeting »

Volume/Issue: 2001/99

Series: IMF Working Papers

Author(s): Piyabha Kongsamut

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

DOI: http://dx.doi.org/10.5089/9781451852271.001

ISBN: 9781451852271

Keywords: inflation targeting, inflation modeling, inflation, inflation target, central bank, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation, Targeting,

The Philippines is planning to shift toward adoption of an inflation targeting framework in 2001. This paper reviews key policy issues in this context, describes various operational and technical preparations, and...