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Saving Trends in Southeast Asia

Saving Trends in Southeast Asia »

Source: Saving Trends in Southeast Asia : A Cross-Country Analysis

Volume/Issue: 1995/39

Series: IMF Working Papers

Author(s): Hamid Faruqee , and Aasim Husain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1995

ISBN: 9781451845778

Keywords: cointegration, private saving, provident fund, statistic, equation

This paper investigates the long-run pattern of private saving in Indonesia, Malaysia, Singapore, and Thailand. These countries have not only maintained saving levels that are currently among the highest in the wor...

Financial Liberalization and Money Demand in Asean Countries

Financial Liberalization and Money Demand in Asean Countries »

Source: Financial Liberalization and Money Demand in Asean Countries : Implications for Monetary Policy

Volume/Issue: 1997/36

Series: IMF Working Papers

Author(s): Robert Dekle , and Mahmood Pradhan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1997

ISBN: 9781451845419

Keywords: Financial Liberalization, Money Demand, Cointegration, inflation, bond, monetary aggregates

This paper examines the impact of financial market development and liberalization on money demand behavior in Indonesia, Malaysia, Singapore, and Thailand since the early 1980s. The empirical results indicate conti...

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,...

Measuring Misalignment

Measuring Misalignment »

Source: Measuring Misalignment : Purchasing Power Parity and East Asian Currencies in the 1990s

Volume/Issue: 1999/120

Series: IMF Working Papers

Author(s): Menzie Chinn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

ISBN: 9781451854251

Keywords: exchange rate, purchasing power parity, overvaluation, cointegration, exchange rates, real exchange rates, real exchange rate

The concept of purchasing power parity (PPP) is used to evaluate whether eight East Asian currencies were overvalued on the eve of the 1997 crises. The Johansen and Horvath-Watson cointegration test procedures are...

Misalignment and Managed Exchange Rates

Misalignment and Managed Exchange Rates »

Source: Misalignment and Managed Exchange Rates : An Application to the Thai Baht

Volume/Issue: 2000/63

Series: IMF Working Papers

Author(s): G. Lim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451848410

Keywords: Real exchange rate, misalignment, managed exchange rate system, time-series analysis, simulations, exchange rate, equation, cointegration, Thai Baht,

This paper proposes a methodology for analyzing dynamic misalignment in managed exchange rate systems that combines the estimation approach to modeling the real exchange rate with the calibration approach to genera...

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...

Saving Trends in Southeast Asia
			: A Cross-Country Analysis

Saving Trends in Southeast Asia : A Cross-Country Analysis »

Volume/Issue: 1995/39

Series: IMF Working Papers

Author(s): Hamid Faruqee , and Aasim Husain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1995

DOI: http://dx.doi.org/10.5089/9781451845778.001

ISBN: 9781451845778

Keywords: cointegration, private saving, provident fund, statistic, equation

This paper investigates the long-run pattern of private saving in Indonesia, Malaysia, Singapore, and Thailand. These countries have not only maintained saving levels that are currently among the highest in the wor...

Financial Liberalization and Money Demand in Asean Countries
			: Implications for Monetary Policy

Financial Liberalization and Money Demand in Asean Countries : Implications for Monetary Policy »

Volume/Issue: 1997/36

Series: IMF Working Papers

Author(s): Robert Dekle , and Mahmood Pradhan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1997

DOI: http://dx.doi.org/10.5089/9781451845419.001

ISBN: 9781451845419

Keywords: Financial Liberalization, Money Demand, Cointegration, inflation, bond, monetary aggregates

This paper examines the impact of financial market development and liberalization on money demand behavior in Indonesia, Malaysia, Singapore, and Thailand since the early 1980s. The empirical results indicate conti...

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,...

Measuring Misalignment
			: Purchasing Power Parity and East Asian Currencies in the 1990s

Measuring Misalignment : Purchasing Power Parity and East Asian Currencies in the 1990s »

Volume/Issue: 1999/120

Series: IMF Working Papers

Author(s): Menzie Chinn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

DOI: http://dx.doi.org/10.5089/9781451854251.001

ISBN: 9781451854251

Keywords: exchange rate, purchasing power parity, overvaluation, cointegration, exchange rates, real exchange rates, real exchange rate

The concept of purchasing power parity (PPP) is used to evaluate whether eight East Asian currencies were overvalued on the eve of the 1997 crises. The Johansen and Horvath-Watson cointegration test procedures are...