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On the Drivers of Inflation in Sub-Saharan Africa

On the Drivers of Inflation in Sub-Saharan Africa »

Source: On the Drivers of Inflation in Sub-Saharan Africa

Volume/Issue: 2015/189

Series: IMF Working Papers

Author(s): Anh Nguyen , Jemma Dridi , Filiz Unsal , and Oral Williams

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 August 2015

ISBN: 9781513583013

Keywords: Global VAR (GVAR), supply, supply shocks, demand, Time-Series Models, Monetary Policy (Targets, Instruments, and Effects), General, Sub-Saharan Africa.,

The perception that inflation dynamics in Sub-Saharan Africa (SSA) are driven by supply shocks implies a limited role for monetary policy in influencing inflation in the short run. SSA's rapid growth, its integrati...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy*

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »

Source: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Impact of the Systemic Economies and MENA Business Cycles*

The Global Impact of the Systemic Economies and MENA Business Cycles* »

Source: The Global Impact of the Systemic Economies and MENA Business Cycles

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean

After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean »

Source: After the Boom-Commodity Prices and Economic Growth in Latin America and the Caribbean

Volume/Issue: 2014/154

Series: IMF Working Papers

Author(s): Bertrand Gruss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2014

ISBN: 9781498363518

Keywords: Global VAR (GVAR), commodity prices, output growth, Latin America, commodity exporters, exporters, commodity exports, Time-Series Models, Open Economy Macroeconomics, Economic Growth of Open Economies

After skyrocketing over the past decade, commodity prices have remained stable or eased somewhat since mid-2011-and most projections suggest they are not likely to resume the upward trend observed in the last decad...

Inflation Dynamics in Asia

Inflation Dynamics in Asia »

Source: 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

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...

On the Drivers of Inflation in Sub-Saharan Africa

On the Drivers of Inflation in Sub-Saharan Africa »

Volume/Issue: 2015/189

Series: IMF Working Papers

Author(s): Anh Nguyen , Jemma Dridi , Filiz Unsal , and Oral Williams

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 August 2015

DOI: http://dx.doi.org/10.5089/9781513583013.001

ISBN: 9781513583013

Keywords: Global VAR (GVAR), supply, supply shocks, demand, Time-Series Models, Monetary Policy (Targets, Instruments, and Effects), General, Sub-Saharan Africa.,

The perception that inflation dynamics in Sub-Saharan Africa (SSA) are driven by supply shocks implies a limited role for monetary policy in influencing inflation in the short run. SSA's rapid growth, its integrati...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy »

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

DOI: http://dx.doi.org/10.5089/9781475597158.001

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

The Global Impact of the Systemic Economies and MENA Business Cycles

The Global Impact of the Systemic Economies and MENA Business Cycles »

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

DOI: http://dx.doi.org/10.5089/9781475581645.001

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...

After the Boom-Commodity Prices and Economic Growth in Latin America and the Caribbean

After the Boom-Commodity Prices and Economic Growth in Latin America and the Caribbean »

Volume/Issue: 2014/154

Series: IMF Working Papers

Author(s): Bertrand Gruss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2014

DOI: http://dx.doi.org/10.5089/9781498363518.001

ISBN: 9781498363518

Keywords: Global VAR (GVAR), commodity prices, output growth, Latin America, commodity exporters, exporters, commodity exports, Time-Series Models, Open Economy Macroeconomics, Economic Growth of Open Economies

After skyrocketing over the past decade, commodity prices have remained stable or eased somewhat since mid-2011-and most projections suggest they are not likely to resume the upward trend observed in the last decad...

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...