Search Results

You are looking at 1 - 10 of 24 items

  • Keyword: equation x
  • Keywords: statistics x
Clear All Modify Search
Testing a Disequilibrium Model of Lending Rate Determination

Testing a Disequilibrium Model of Lending Rate Determination »

Source: Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia

Volume/Issue: 1991/84

Series: IMF Working Papers

Author(s): Barry Scholnick

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1991

ISBN: 9781451954364

Keywords: cointegration, equation, banking, probability, statistics

This study examines whether lending rates cleared the market for loans in Malaysia after interest rate liberalization. It is based on a theoretical model in which adverse selection and marginal cost pricing are bro...

Financial Development and Economic Growth

Financial Development and Economic Growth »

Source: Financial Development and Economic Growth : An Economic Analysis for Singapore

Volume/Issue: 1996/15

Series: IMF Working Papers

Author(s): Lamin Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1996

ISBN: 9781451843217

Keywords: equation, statistics, growth model, time series, cointegration

With the emergence of the rapidly expanding literature on endogenous growth, the relationship between financial development and economic growth has received a new source of inspiration. Recent cointegration techniq...

Foreign Currency Deposits and the Demand for Money in Developing Countries

Foreign Currency Deposits and the Demand for Money in Developing Countries »

Source: Foreign Currency Deposits and the Demand for Money in Developing Countries

Volume/Issue: 1992/1

Series: IMF Working Papers

Author(s): Mohsin Khan , and Pierre-Richard Agénor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1992

ISBN: 9781451931303

Keywords: foreign currency, equation, statistics, statistic, forward-looking model

This paper examines the relative demands for domestic and foreign currency deposits by residents of developing countries. A dynamic currency substitution model that incorporates forward-looking rational expectation...

On the Information Content of Ldc Secondary Loan Market Prices

On the Information Content of Ldc Secondary Loan Market Prices »

Source: 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

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...

The Hedonic Country Product Dummy Method and Quality Adjustments for Purchasing Power Parity Calculations

The Hedonic Country Product Dummy Method and Quality Adjustments for Purchasing Power Parity Calculations »

Source: The Hedonic Country Product Dummy Method and Quality Adjustments for Purchasing Power Parity Calculations

Volume/Issue: 2009/271

Series: IMF Working Papers

Author(s): Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874167

Keywords: Country-Product-Dummy Method, International Comparisons Program, CPD, silver, equation, statistics, econometrics, logarithms

The 2005 International Comparison Program's (ICP) estimates of economy-wide purchasing power parity (PPP) are based on parity estimates for 155 basic expenditure headings, mainly estimated using country product dum...

Interest Rate Arbitrage in Currency Baskets

Interest Rate Arbitrage in Currency Baskets »

Source: 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

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,...

Trade Finance and Trade Flows

Trade Finance and Trade Flows »

Source: Trade Finance and Trade Flows : Panel Data Evidence From 10 Crises

Volume/Issue: 2004/225

Series: IMF Working Papers

Author(s): Márcio Ronci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2004

ISBN: 9781451875386

Keywords: crisis, equations, statistics, logarithm, export volumes, Trade: General, International Finance: General,

This paper assesses the effect of constrained trade finance on trade flows in countries undergoing financial and balance of payments crises. Most of the countries that had a major crisis had a significant trade con...

Institutions Rule

Institutions Rule »

Source: 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

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...

Forecasting Thailand's Core Inflation

Forecasting Thailand's Core Inflation »

Source: Forecasting Thailand's Core Inflation

Volume/Issue: 2004/90

Series: IMF Working Papers

Author(s): Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851427

Keywords: Core Inflation, cointegration, statistics, equation, Forecasting and Other Model Applications, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evo...

The Relationship Between Macroeconomic Statistics Guidelines and Accounting Standards

The Relationship Between Macroeconomic Statistics Guidelines and Accounting Standards »

Source: The Relationship Between Macroeconomic Statistics Guidelines and Accounting Standards

Volume/Issue: 2004/233

Series: IMF Working Papers

Author(s): Lucie Laliberté

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2004

ISBN: 9781451875621

Keywords: Macroeconomics, accounting, relation of economics to other disciplines, statistics, accounting standards, equation, national accounting, Economic Methodology: General, Econometric and Statistical Methods: General, Macroeconomics and Monetary Economics: General,

This paper aims to promote harmonization between macroeconomic statistics guidelines and accounting standards. It first highlights recent development that act as drivers to the harmonization of the two systems. It...