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Quarterly National Accounts Manual
			: Concepts, Data Sources, and Compilation

Quarterly National Accounts Manual : Concepts, Data Sources, and Compilation »

Series: Manuals & Guides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 May 2001

DOI: http://dx.doi.org/10.5089/9781589060319.069

ISBN: 9781589060319

Keywords: time series, statistics, extrapolation, capital formation, inventories

This Manual provides guidance to compilers of national accounts on the concepts, data sources, and compilation methods required for development of a system of quarterly national accounts. More and more countries ar...

A Simple Forecasting Accuracy Criterion Under Rational Expectations

A Simple Forecasting Accuracy Criterion Under Rational Expectations »

Source: A Simple Forecasting Accuracy Criterion Under Rational Expectations : Evidence From the World Economic Outlook and Time Series Models

Volume/Issue: 1992/48

Series: IMF Working Papers

Author(s): José Barrionuevo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1992

ISBN: 9781451972238

Keywords: time series, time series models, statistics, forecasting, statistic

A simple criterion based on the properties of the forecast error is presented to evaluate the accuracy of forecasts. The efficiency conditions of an optimization problem are used to show that under rational expecta...

A Guide to Direction of Trade Statistics

A Guide to Direction of Trade Statistics »

Series: Books

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 1993

DOI: http://dx.doi.org/10.5089/9781451948431.071

ISBN: 9781451948431

Keywords: statistics, time series, partner country, partner countries, customs

This handbook issued by the IMF is primarily intended for users of the IMF's direction of trade database. The guide describes the collection, compilation, and dessemination of statistics on exports and imports by p...

Long Memory Processes and Chronic Inflation

Long Memory Processes and Chronic Inflation »

Source: Long Memory Processes and Chronic Inflation : Detecting Homogeneous Components in a Linear Rational Expectation Model

Volume/Issue: 1994/2

Series: IMF Working Papers

Author(s): Fabio Scacciavillani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1994

ISBN: 9781451841695

Keywords: price level, time series, equation

This paper is an empirical study of the links between monetary variables and inflation based on Cagan’s equation and its rational expectations solution, when the forcing variable is a fractionally integrated...

Sweden

Sweden »

Source: Sweden : Selected Issues

Volume/Issue: 1999/115

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 October 1999

ISBN: 9781451835922

Keywords: unemployment, nairu, equation, unemployment rate, time series

This Selected Issues paper describes a variety of methodologies for estimating a country's potential output level and presents empirical estimates for Sweden. The paper explains why these methods produce a variety...

Sweden: Selected Issues

Sweden: Selected Issues »

Source: Sweden : Selected Issues

Volume/Issue: 1999/115

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 October 1999

ISBN: 9781451835922

Keywords: unemployment, nairu, equation, unemployment rate, time series

This Selected Issues paper describes a variety of methodologies for estimating a country's potential output level and presents empirical estimates for Sweden. The paper explains why these methods produce a variety...

Sweden: Selected Issues

Sweden: Selected Issues »

Source: Sweden : Selected Issues

Volume/Issue: 1999/115

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 October 1999

ISBN: 9781451835922

Keywords: unemployment, nairu, equation, unemployment rate, time series

This Selected Issues paper describes a variety of methodologies for estimating a country's potential output level and presents empirical estimates for Sweden. The paper explains why these methods produce a variety...

Sweden: Selected Issues

Sweden: Selected Issues »

Source: Sweden : Selected Issues

Volume/Issue: 1999/115

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 October 1999

ISBN: 9781451835922

Keywords: unemployment, nairu, equation, unemployment rate, time series

This Selected Issues paper describes a variety of methodologies for estimating a country's potential output level and presents empirical estimates for Sweden. The paper explains why these methods produce a variety...

Output Fluctuations and Monetary Shocks

Output Fluctuations and Monetary Shocks »

Source: Output Fluctuations and Monetary Shocks : Evidence From Colombia

Volume/Issue: 1991/35

Series: IMF Working Papers

Author(s): Vincent Reinhart , and Carmen Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1991

ISBN: 9781451978353

Keywords: money stock, equation, time series, correlation

Using annual data for Colombia over the last thirty years and a new battery of econometric techniques, we test opposing theories that explain macroeconomic fluctuations: The neoclassical synthesis, which posits tha...

Financial Development and Economic Growth

Financial Development and Economic Growth »

Source: Financial Development and Economic Growth : An Economic Analysis for Singapore

Volume/Issue: 1996/15

Series: IMF Working Papers

Author(s): Lamin Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1996

ISBN: 9781451843217

Keywords: equation, statistics, growth model, time series, cointegration

With the emergence of the rapidly expanding literature on endogenous growth, the relationship between financial development and economic growth has received a new source of inspiration. Recent cointegration techniq...