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Money Demand in the Euro Area

Money Demand in the Euro Area »

Source: Money Demand in the Euro Area : Where Do We Stand (Today)?

Volume/Issue: 2002/185

Series: IMF Working Papers

Author(s): Zenon Kontolemis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451859423

Keywords: EMU, Taylor Rule, Cointegration, inflation, equation, equations, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper reviews the stability of long-run money demand in the euro area in the light of recent revisions to M3 data. The analysis confirms the existence of a stable long-run money demand, although the estimated e...

Assessing the Variability of Tax Elasticities in Lithuania

Assessing the Variability of Tax Elasticities in Lithuania »

Source: Assessing the Variability of Tax Elasticities in Lithuania

Volume/Issue: 2011/270

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463925222

Keywords: tax revenues, tax compliance, tax system, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper quantifies the variability of tax elasticities in Lithuania using two alternative methods: rolling regressions and pooled mean group estimator. The analysis is motivated by the systematic variation of ta...

Money Demand in the Euro Area
			: Where Do We Stand (Today)?

Money Demand in the Euro Area : Where Do We Stand (Today)? »

Volume/Issue: 2002/185

Series: IMF Working Papers

Author(s): Zenon Kontolemis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451859423.001

ISBN: 9781451859423

Keywords: EMU, Taylor Rule, Cointegration, inflation, equation, equations, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper reviews the stability of long-run money demand in the euro area in the light of recent revisions to M3 data. The analysis confirms the existence of a stable long-run money demand, although the estimated e...

Assessing the Variability of Tax Elasticities in Lithuania

Assessing the Variability of Tax Elasticities in Lithuania »

Volume/Issue: 2011/270

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463925222.001

ISBN: 9781463925222

Keywords: tax revenues, tax compliance, tax system, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper quantifies the variability of tax elasticities in Lithuania using two alternative methods: rolling regressions and pooled mean group estimator. The analysis is motivated by the systematic variation of ta...

Determinants of Inflation in a Transition Economy

Determinants of Inflation in a Transition Economy »

Source: Determinants of Inflation in a Transition Economy : The Case of Ukraine

Volume/Issue: 2003/126

Series: IMF Working Papers

Author(s): Bogdan Lissovolik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2003

ISBN: 9781451854923

Keywords: transition, cointegration, money demand, price level, high inflation, money growth, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper examines determinants of inflation in Ukraine during 1993-2002 in a cointegrating framework. Two basic theoretical models-a markup and a money market model-are tested. While broad money is cointegrated w...

Euro Area Money Demand

Euro Area Money Demand »

Source: Euro Area Money Demand : Measuring the Opportunity Costs Appropriately

Volume/Issue: 2001/179

Series: IMF Working Papers

Author(s): Joaquim Levy , Alessandro Calza , and Dieter Gerdesmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451859034

Keywords: own rate of money, M3, cointegration, equation, statistics, significance level, Multiple or Simultaneous Equation Models: Time-Series Models,

The existence of a well-specified and stable relationship between money and prices has long been perceived as a prerequisite for the use of monetary aggregates in the conduct of monetary policy. This paper contribu...

Key Features of Australian Business Cycles

Key Features of Australian Business Cycles »

Source: Key Features of Australian Business Cycles

Volume/Issue: 2001/171

Series: IMF Working Papers

Author(s): Paul Cashin , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858501

Keywords: duration dependence, real gdp, growth cycles, business cycle, correlation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and contractions in the le...

Modeling Inflation in Georgia

Modeling Inflation in Georgia »

Source: Modeling Inflation in Georgia

Volume/Issue: 2003/212

Series: IMF Working Papers

Author(s): Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

ISBN: 9781451874914

Keywords: Transition, Cointegration, monetary policy, money demand, foreign exchange, real money, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper explains the behavior of inflation in Georgia in the post-stabilization period. A long-run equation linking prices to money and the exchange rate, as well as a short-run, dynamic equation for inflation ar...

Monetary Transmission Mechanisms in Belarus

Monetary Transmission Mechanisms in Belarus »

Source: Monetary Transmission Mechanisms in Belarus

Volume/Issue: 2006/246

Series: IMF Working Papers

Author(s): Rodolfo Maino , and Balázs Horváth

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

ISBN: 9781451865066

Keywords: transmission mechanisms, dollarization., exchange rate, real exchange rate, foreign exchange, Multiple or Simultaneous Equation Models: Time-Series Models,

We explore monetary policy transmission by estimating VAR impulse response functions to illustrate the Belarusian economy's response to unexpected changes in policy and exogenous variables. We find a significant ex...

Inflation and Monetary Pass-Through in Guinea

Inflation and Monetary Pass-Through in Guinea »

Source: Inflation and Monetary Pass-Through in Guinea

Volume/Issue: 2004/223

Series: IMF Working Papers

Author(s): Rodolphe Blavy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2004

ISBN: 9781451875324

Keywords: cointegration, error correction model, price level, money growth, Multiple or Simultaneous Equation Models: Time-Series Models, Economywide Country Studies: Africa,

The paper analyzes the dynamics of inflation in Guinea during 1992-2003 applying cointegration and error-correction modeling to a bivariate model that includes consumer price and monetary variables. The empirical r...