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Post-Laspeyres

Post-Laspeyres »

Source: Post-Laspeyres : The Case for a New Formula for Compiling Consumer Price Indexes

Volume/Issue: 2012/105

Series: IMF Working Papers

Author(s): Paul Armknecht , and Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2012

ISBN: 9781475502954

Keywords: Consumer Price Index, Laspeyres, Superlative, Young, Geometric Young, Lowe index Formula, arithmetic, expenditure, equation, survey

Consumer price indexes (CPIs) are compiled at the higher (weighted) level using Laspeyres-type arithmetic averages. This paper questions the suitability of such formulas and considers two counterpart alternatives t...

New Estimates for Direction of Trade Statistics

New Estimates for Direction of Trade Statistics »

Source: New Estimates for Direction of Trade Statistics

Volume/Issue: 2018/16

Series: IMF Working Papers

Author(s): Marco Marini , Robert Dippelsman , and Michael Stanger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2018

ISBN: 9781484338629

Keywords: Merchandise trade, Benchmarking, Cross-Sectional Models, Existence and Stability Conditions of Equilibrium, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data

In March 2017, the IMF published an upgrade of its Direction of Trade Statistics (DOTS) dataset. This paper documents the new methodology that has been developed to estimate missing observations of bilateral trade...

Centrality-based Capital Allocations1

Centrality-based Capital Allocations1 »

Source: Centrality-based Capital Allocations

Volume/Issue: 2014/237

Series: IMF Working Papers

Author(s): Adrian Alter , Ben Craig , and Peter Raupach

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 December 2014

ISBN: 9781498315548

Keywords: SIFIs, network analysis, banks, bank, risk, credit, capital, Methodology for Collecting, Estimating, and Organizing Microeconomic Data

We look at the effect of capital rules on a banking system that is connected through correlated credit exposures and interbank lending. The rules, which combine individual bank characteristics and interconnectivity...

The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes

The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes »

Source: The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes

Volume/Issue: 2006/181

Series: IMF Working Papers

Author(s): Saeed Heravi , and Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864410

Keywords: Hedonic regressions, superlative indexes, equation, paper, statistics, equations, dummy variable, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data,

Statistical offices try to match item models when measuring inflation between two periods. For product areas with a high turnover of differentiated models, however, the use of hedonic indexes is more appropriate si...

Time-To-Build and Convex Adjustment Costs

Time-To-Build and Convex Adjustment Costs »

Source: Time-To-Build and Convex Adjustment Costs

Volume/Issue: 2001/9

Series: IMF Working Papers

Author(s): Petya Koeva Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2001

ISBN: 9781451842593

Keywords: Time-to-build, equation, bond, empirical specification, cash flow, forecasting, Methodology for Collecting, Estimating, and Organizing Microeconomic Data,

This paper incorporates time-to-build into the standard investment model with convex adjustment costs. The empirical Euler equation is estimated using a U.S. firm-level panel from Compustat. In spite of the introdu...

The Treatment of Nonperforming Loans in Macroeconomic Statistics

The Treatment of Nonperforming Loans in Macroeconomic Statistics »

Source: The Treatment of Nonperforming Loans in Macroeconomic Statistics

Volume/Issue: 2001/209

Series: IMF Working Papers

Author(s): Cornelis Gorter , and Adriaan Bloem

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451874754

Keywords: General statistics, loan accounting, interest, debt, nonperforming loans, creditor, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data,

This paper seeks to promote discussion on the treatment of nonperforming loans in macroeconomic statistics. After reviewing current recommendations in international statistical manuals and the guidelines provided b...

Using Administrative Data to Enhance Policymaking in Developing Countries: Tax Data and the National Accounts

Using Administrative Data to Enhance Policymaking in Developing Countries: Tax Data and the National Accounts »

Source: Using Administrative Data to Enhance Policymaking in Developing Countries: Tax Data and the National Accounts

Volume/Issue: 2018/175

Series: IMF Working Papers

Author(s): Lisbeth Rivas , and Joe Crowley

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 August 2018

ISBN: 9781484371701

Keywords: Value added tax, National accounts, Administrative Data, Tax Data, Economic Methodology, Methodology for Collecting, Estimating, and Organizing Microeconomic Data, General, Accounting and Auditing: Government Policy and Regulation

Statistical agencies worldwide are increasingly turning to new data sources, including administrative data, to improve statistical coverage. Administrative data can significantly enhance the quality of national sta...

Valuation of Unlisted Direct Investment Equity

Valuation of Unlisted Direct Investment Equity »

Source: Valuation of Unlisted Direct Investment Equity

Volume/Issue: 2009/242

Series: IMF Working Papers

Author(s): Thomas Elkjaer , Jannick Damgaard , and Emmanuel Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451873894

Keywords: Valuation methods, FDI, macroeconomic statistical methodology, estimation techniques, direct investment, independent variables, investors, statistics, central tendency, Methodology for Collecting

This paper analyzes the seven valuation methods for unlisted direct investment equity included in the recently adopted IMF Balance of Payments and International Investment Position Manual, Sixth Edition (BPM6). Bas...

Why Elementary Price Index Number Formulas Differ

Why Elementary Price Index Number Formulas Differ »

Source: Why Elementary Price Index Number Formulas Differ : Price Dispersion and Product Heterogeneity

Volume/Issue: 2006/174

Series: IMF Working Papers

Author(s): Mick Silver , and Saeed Heravi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864342

Keywords: Consumer price index, elementary aggregate index, scanner data, equation, statistics, sampling, arithmetic, dummy variables, Methodology for Collecting, Estimating

The Consumer Price Index Manual (2004) provides guidelines for aggregation formulas that are promulgated at IMF training courses and technical assistance missions. This paper develops elementary level aggregation t...

Assessing Countries’ Financial Inclusion Standing - A New Composite Index

Assessing Countries’ Financial Inclusion Standing - A New Composite Index »

Source: Assessing Countries' Financial Inclusion Standing - A New Composite Index

Volume/Issue: 2014/36

Series: IMF Working Papers

Author(s): Goran Amidži? , Alexander Massara , and André Mialou

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2014

ISBN: 9781475569681

Keywords: Financial inclusion, access and usage of financial services, factor analysis, index, banking, microfinance, Index Numbers and Aggregation, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data

This paper leverages the IMF's Financial Access Survey (FAS) database to construct a new composite index of financial inclusion. The topic of financial inclusion has gathered significant attention in recent years....