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Confidence rating of marine eutrophication assessments

Confidence rating of marine eutrophication assessments »

Series: Nordic Council of Ministers

Author(s): J.H. Andersen , P. Axe , H. Kaartokallio , M. Krüger-Johnsen , J. Molvær , C. Murray , and K. Norling

Publisher: Nordic Council of Ministers

Publication Date: 01 June 2011

ISBN: 9789289321921

Keywords: Nordic, Norden, Baltic, Baltics, Eutrophication, Transparent Scoring, Confidence Assessment, Marine Environment, Accuracy, Precision

This report presents the development of a methodology for assessing confidence in eutrophication status classifications. The method can be considered as a secondary assessment, supporting the primary assessment of...

Appraising Credit Ratings

Appraising Credit Ratings »

Source: Appraising Credit Ratings : Does the CAP Fit Better than the ROC?

Volume/Issue: 2012/122

Series: IMF Working Papers

Author(s): R. John Irwin , and Timothy Irwin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503517

Keywords: Receiver Operating Characteristic (ROC), Cumulative Accuracy Profile (CAP)., probability, equation, probabilities, Cumulative Accuracy Profile (cap),

ROC and CAP analysis are alternative methods for evaluating a wide range of diagnostic systems, including assessments of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more...

Does Global Liquidity Matter for Monetary Policy in the Euro Area?

Does Global Liquidity Matter for Monetary Policy in the Euro Area? »

Source: Does Global Liquidity Matter for Monetary Policy in the Euro Area?

Volume/Issue: 2009/17

Series: IMF Working Papers

Author(s): Helge Berger , and Thomas Harjes

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

ISBN: 9781451871647

Keywords: Global excess liquidity, interest rate channel, forecasting accuracy, price level, money stock, monetary aggregates,

Global excess liquidity is sometimes believed to limit sovereign monetary policy even in large economies, including the euro area. There is much discussion about what constitutes global excess liquidity and our app...

Effects of Volatile Asset Priceson Balance of Payments and International Investment Position

Effects of Volatile Asset Priceson Balance of Payments and International Investment Position »

Source: Effects of Volatile Asset Priceson Balance of Payments and International Investment Position

Volume/Issue: 2000/191

Series: IMF Working Papers

Author(s): Marco Committeri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2000

ISBN: 9781451859706

Keywords: Balance of payments, International investment position, Statistical accuracy, Errors and omissions, Volatility, Capital flight, exchange rates, statistics, equation, exchange rate

This paper aims at clarifying, with the help of a simple formal model and numerical examples, several aspects of the relationship between international investment position (IIP) and balance of payments (BOP) statis...

Assessing Early Warning Systems

Assessing Early Warning Systems »

Source: Assessing Early Warning Systems : How Have they Worked in Practice?

Volume/Issue: 2004/52

Series: IMF Working Papers

Author(s): Andrew Berg , Eduardo Borensztein , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451847284

Keywords: vulnerability indicators, crisis prediction, forecasting accuracy, balance of payments crisis, probability, predictions, currency crisis, probabilities, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork...

Debt Sustainability Analyses for Low-Income Countries: An Assessment of Projection Performance

Debt Sustainability Analyses for Low-Income Countries: An Assessment of Projection Performance »

Source: Debt Sustainability Analyses for Low-Income Countries: An Assessment of Projection Performance

Volume/Issue: 2017/220

Series: IMF Working Papers

Author(s): Henry Mooney , and Constance de Soyres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2017

ISBN: 9781484324790

Keywords: Balance of payments, Debt relief, IMF, Sovereign debt, World Bank, debt sustainability analysis (DSA), macroeconomic forecast, projection accuracy, projection bias, forecast error

This paper develops new error assessment methods to evaluate the performance of debt sustainability analyses (DSAs) for low-income countries (LICs) from 2005-2015. We find some evidence of a bias towards optimism f...

Assessing Accuracy and Reliability

Assessing Accuracy and Reliability »

Source: Assessing Accuracy and Reliability : A Note Basedon Approaches Used in National Accounts and Balance of Payments Statistics

Volume/Issue: 2002/24

Series: IMF Working Papers

Author(s): Carol Carson , and Lucie Laliberté

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

ISBN: 9781451844153

Keywords: Accuracy, judgmental evaluation, reliability, revisions, revision studies, statistics, national accounts, survey, statistical techniques, statisticians

Both national accounts and balance of payments are based on multiple, complex source data and typically undergo several routine revisions as more and better source data are incorporated into the final estimates. As...

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings »

Source: Are Rating Agencies Powerful? An Investigation Into the Impact and Accuracy of Sovereign Ratings

Volume/Issue: 2012/23

Series: IMF Working Papers

Author(s): John Kiff , Sylwia Nowak , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931858

Keywords: Sovereign ratings, rating agencies, credit ratings, asian crisis, emerging markets, An Investigation into the Impact and Accuracy of Sovereign Ratings, Financial Institutions and Services: General, Corporate Finance and Governance: Government Policy and Regulation,

We find that Credit Rating Agencies (CRA)'s opinions have an impact in the cost of funding of sovereign issuers and consequently ratings are a concern for financial stability. While ratings produced by the major CR...

Appraising Credit Ratings
			: Does the CAP Fit Better than the ROC?

Appraising Credit Ratings : Does the CAP Fit Better than the ROC? »

Volume/Issue: 2012/122

Series: IMF Working Papers

Author(s): R. John Irwin , and Timothy Irwin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

DOI: http://dx.doi.org/10.5089/9781475503517.001

ISBN: 9781475503517

Keywords: Receiver Operating Characteristic (ROC), Cumulative Accuracy Profile (CAP)., probability, equation, probabilities, Cumulative Accuracy Profile (cap),

ROC and CAP analysis are alternative methods for evaluating a wide range of diagnostic systems, including assessments of credit risk. ROC analysis is widely used in many fields, but in finance CAP analysis is more...

Does Global Liquidity Matter for Monetary Policy in the Euro Area?

Does Global Liquidity Matter for Monetary Policy in the Euro Area? »

Volume/Issue: 2009/17

Series: IMF Working Papers

Author(s): Helge Berger , and Thomas Harjes

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

DOI: http://dx.doi.org/10.5089/9781451871647.001

ISBN: 9781451871647

Keywords: Global excess liquidity, interest rate channel, forecasting accuracy, price level, money stock, monetary aggregates,

Global excess liquidity is sometimes believed to limit sovereign monetary policy even in large economies, including the euro area. There is much discussion about what constitutes global excess liquidity and our app...