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Reserve Pooling in the Eastern Caribbean Currency Union and the CFA Franc Zone

Reserve Pooling in the Eastern Caribbean Currency Union and the CFA Franc Zone »

Source: Reserve Pooling in the Eastern Caribbean Currency Union and the CFA Franc Zone : A Comparative Analysis

Volume/Issue: 2001/104

Series: IMF Working Papers

Author(s): Hazel Selvon , Tracy Polius , and Oral Williams

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451852769

Keywords: ECCU, CFA franc zone, reserve pooling, monetary authority, terms of trade, monetary union, monetary unions, central bank, Econometric and Statistical Methods: General, Financial Aspects of Economic Integration,

The paper presents a comparison of the gains from the pooling of reserves, and hence reserve variability, in the Eastern Caribbean Currency Union (ECCU) and the CFA franc zone. The results indicate that countries w...

Constraints on Trade in the MENA region

Constraints on Trade in the MENA region »

Source: Constraints on Trade in the MENA region

Volume/Issue: 2010/31

Series: IMF Working Papers

Author(s): Hirut Wolde , and Rina Bhattacharya

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451962604

Keywords: Gravity Model, Customs Regulations, survey, dummy variable, surveys, equation, trade volumes, Econometric And Statistical Methods: - General, Economic Growth And Aggregate Productivity,

In this paper we estimate gravity models to see whether trade volumes of countries in the MENA region are significantly lower than what would be expected given their economic, cultural and geographical characterist...

Extreme Contagion in Equity Markets

Extreme Contagion in Equity Markets »

Source: Extreme Contagion in Equity Markets

Volume/Issue: 2002/98

Series: IMF Working Papers

Author(s): James Yao , Jorge Chan-Lau , and Donald Mathieson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2002

ISBN: 9781451852158

Keywords: Contagion, extreme value theory, stock markets, financial markets, stock market, International Finance: General, General Financial Markets: General (includes Measurement and Data), Econometric and Statistical Methods: General,

This study uses bivariate extremal dependence measures, based on the number of equity return co-exceedances in two markets, to quantify both negative and positive equity returns contagion in mature and emerging equ...

Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption

Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption »

Source: Foreign Exchange Market Volatility in Eu Accession Countries in the Run-Up to Euro Adoption : Weathering Uncharted Waters

Volume/Issue: 2004/16

Series: IMF Working Papers

Author(s): Istvan Szekely , and Ádám Kóbor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2004

ISBN: 9781451843439

Keywords: Markov regime-switching model, EU accession countries, probability, exchange rate, correlations, foreign exchange, probabilities, Econometric and Statistical Methods: General, General Financial Markets: General (includes Measurement and Data), Slovakia,

The paper analyzes foreign exchange market volatility in four Central European EU accession countries in 2001-2003. By using a Markov regime-switching model, it identifies two regimes representing high- and low-vol...

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...

Trade in the Mashreq

Trade in the Mashreq »

Source: Trade in the Mashreq : An Empirical Examination

Volume/Issue: 2001/163

Series: IMF Working Papers

Author(s): Rodolphe Blavy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451857931

Keywords: Mashreq, gravity model, regional trade, statistic, trade restrictions, international trade, bilateral trade, Econometric and Statistical Methods: General, Macroeconomic Analyses of Economic Development, Regional Development Policy,

This paper provides a framework for understanding trade patterns in the Mashreq. An augmented gravity model is used to compare actual with expected levels of trade. Trade barriers, political uncertainty, and over-a...

Asset Booms and Structural Fiscal Positions

Asset Booms and Structural Fiscal Positions »

Source: Asset Booms and Structural Fiscal Positions : The Case of Ireland

Volume/Issue: 2010/57

Series: IMF Working Papers

Author(s): Daniel Kanda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451963687

Keywords: Asset Price Cycle, Property Bubble, expenditure, structural fiscal, fiscal balance, public finances, Estimation, Model Construction and Estimation, National Deficit Surplus, Econometric And Statistical Methods: - General,

Asset booms and sectoral changes can distort traditional estimates of structural fiscal revenue, and could lead to serious fiscal policy errors. This paper extends the estimation of structural revenues to take acco...

Recent Dynamics of Crude Oil Prices

Recent Dynamics of Crude Oil Prices »

Source: Recent Dynamics of Crude Oil Prices

Volume/Issue: 2006/299

Series: IMF Working Papers

Author(s): Noureddine Krichene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865592

Keywords: Characteristic function, cumulants, drift, Fourier inversion, jump-diffusion, kurtosis, skewness, variance-gamma distribution, volatility, oil markets

Crude oil prices have been on a run-up spree in recent years. Their dynamics were characterized by high volatility, high intensity jumps, and strong upward drift, indicating that oil markets were constantly out-of-...

Boom-Bust Cycle, Asymmetrical Fiscal Response and the Dutch Disease

Boom-Bust Cycle, Asymmetrical Fiscal Response and the Dutch Disease »

Source: Boom-Bust Cycle, Asymmetrical Fiscal Response and the Dutch Disease

Volume/Issue: 2010/94

Series: IMF Working Papers

Author(s): Kareem Ismail , and Rabah Arezki

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2010

ISBN: 9781451982718

Keywords: Fiscal Asymmetry, export value, reer, fiscal rules, oil export, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data, Open Economy Macroeconomics, Macroeconomic Analyses of Economic Development

We examine the behavior of expenditure policy during boom-bust in commodity price cycles, and its implication for real exchange rate movements. To do so, we introduce a Dutch disease model with downward rigidities...

Revisions Policy for Official Statistics

Revisions Policy for Official Statistics »

Source: Revisions Policy for Official Statistics : A Matter of Governance

Volume/Issue: 2004/87

Series: IMF Working Papers

Author(s): Carol Carson , Sarmad Khawaja , and Thomas Morrison

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851052

Keywords: Data quality, revisions policy, macroeconomic statistics, statistics, balance of payments, survey, balance of payments statistics, Econometric and Statistical Methods: General, Macroeconomics and Monetary Economics: General, International Economics: General

This paper proposes a set of good practices for the revision of macroeconomic data. The authors argue that revisions are a routine part of disseminating quality data. Revisions are made not just to correct errors b...