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In Search of Coincident and Leading Indicators of Economic Activity in Argentina

In Search of Coincident and Leading Indicators of Economic Activity in Argentina »

Source: In Search of Coincident and Leading Indicators of Economic Activity in Argentina

Volume/Issue: 2001/30

Series: IMF Working Papers

Author(s): Alejandro Simone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451844917

Keywords: real gdp, forecasting, cointegration, statistics, equation, Forecasting and Other Model Applications, Macroeconomics: Production, Macroeconomics: Consumption, Saving, Production

Time series on economic activity in developing countries, in particular real GDP, are reported with important lags. Therefore, it is useful to construct indicators that coincide or lead the actual direction and lev...

Post-Transition Investment Behavior in Poland

Post-Transition Investment Behavior in Poland »

Source: Post-Transition Investment Behavior in Poland : A Sectoral Panel Analysis

Volume/Issue: 2005/184

Series: IMF Working Papers

Author(s): Zuzana Murgasova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451862034

Keywords: sectoral panel analysis, determinants of investment, investment growth, equations, cost of capital, investment by sector, public investment, Macroeconomics: Consumption, Saving, Production

Analyzing and projecting the behavior of macroeconomic variables in new EU member states presents special challenges, owing to limited time series of the available data. This paper presents an analysis of investmen...

Population Aging in Japan

Population Aging in Japan »

Source: Population Aging in Japan : Demographic Shock and Fiscal Sustainability

Volume/Issue: 2001/40

Series: IMF Working Papers

Author(s): Martin Mühleisen , and Hamid Faruqee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451845976

Keywords: saving, general equilibrium analysis, social security, birth rate, elderly, Computable and Other Applied General Equilibrium Models, Macroeconomics: Consumption, Production, Employment, and Investment: Forecasting and Simulation,

The paper develops a general equilibrium framework to examine the economic implications of population aging in Japan. Particular attention is paid to aggregate saving behavior which is modeled on the basis of empir...

The Macroeconomic Effects of Migration from the New European Union Member States to the United Kingdom

The Macroeconomic Effects of Migration from the New European Union Member States to the United Kingdom »

Source: The Macroeconomic Effects of Migration from the New European Union Member States to the United Kingdom

Volume/Issue: 2007/61

Series: IMF Working Papers

Author(s): Dora Iakova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451866254

Keywords: new EU member states, free labor movement, dependency ratio, labor income, labor force, retirement, birth, Macroeconomics: Consumption, Saving, Production

The United Kingdom allowed workers from the ten new European Union member countries immediate access to its labor market after the accession in 2004. This paper uses a general equilibrium framework to explore the d...

The Output Decline in Asian Crisis Countries

The Output Decline in Asian Crisis Countries »

Source: The Output Decline in Asian Crisis Countries : Investment Aspects

Volume/Issue: 2002/25

Series: IMF Working Papers

Author(s): Joshua Greene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

ISBN: 9781451844276

Keywords: output decline, asian crisis, balance sheet, private capital, private capital flows, private investment, capital flows, capital inflows, Macroeconomics: Production, Macroeconomics: Consumption

This paper examines whether capital outflows may have contributed to output declines during the Asian Crisis by reducing the financing available for domestic investment. Panel data regressions suggest a positive, s...

A Macro Model of the Credit Channel in a Currency Union Member

A Macro Model of the Credit Channel in a Currency Union Member »

Source: A Macro Model of the Credit Channel in a Currency Union Member : The Case of Benin

Volume/Issue: 2010/191

Series: IMF Working Papers

Author(s): Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

ISBN: 9781455202256

Keywords: Benin; Credit channel, government bonds, general equilibrium, stochastic simulation, bonds, reserve requirement, monetary policy, central bank, Simulation Methods, Macroeconomics: Production

This paper applies and extends a theoretical model built by Agénor and Montiel (2007) by exploring the effectiveness of government bonds and monetary policy in a small, open, credit-based economy with a fixed excha...

Macrofinancial Modeling At Central Banks

Macrofinancial Modeling At Central Banks »

Source: Macrofinancial Modeling At Central Banks : Recent Developments and Future Directions

Volume/Issue: 2012/21

Series: IMF Working Papers

Author(s): Jan Vlcek , and Scott Roger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931834

Keywords: Monetary policy analysis, financial frictions, macroeconomic modeling, banking, bank capital, financial stability, banking sector, interbank market, Macroeconomics: Consumption, Saving

This paper surveys dynamic stochastic general equilibrium models with financial frictions in use by central banks and discusses priorities for future development of such models for the purpose of monetary and finan...

Fire Sales and the Financial Accelerator

Fire Sales and the Financial Accelerator »

Source: Fire Sales and the Financial Accelerator

Volume/Issue: 2010/141

Series: IMF Working Papers

Author(s): Woon Choi , and David Cook

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201242

Keywords: fire sales, financial accelerator, endogenous recovery rate, financial shock, liquidity spiral, collateral, inflation, monetary policy, inflation targeting, real interest rates

During periods of financial turmoil, increases in risk lead to higher default, foreclosure, and fire sales. This paper introduces a costly liquidation process for foreclosed collateral and endogenous recovery rates...

Population Aging and its Macroeconomic Implications

Population Aging and its Macroeconomic Implications »

Source: Population Aging and its Macroeconomic Implications : A Framework for Analysis

Volume/Issue: 2002/16

Series: IMF Working Papers

Author(s): Hamid Faruqee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

ISBN: 9781451843415

Keywords: Population Aging, saving, birth rate, birth, birth ? rate, birth rates, population growth, Macroeconomics: Consumption, Production, Employment

This paper develops a model to examine the macroeconomic implications of population aging. Using a general equilibrium framework, the analysis examines the various channels through which changes in demographics aff...

Hong Kong Special Administrative Region

Hong Kong Special Administrative Region »

Source: Hong Kong Special Administrative Region : Macroeconomic Impact of an Aging Population in a Highly Open Economy

Volume/Issue: 2006/87

Series: IMF Working Papers

Author(s): Lamin Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863475

Keywords: Productivity Growth, Fiscal Impact, Health Care Costs, pension, health care, elderly, dependency, Macroeconomics: Consumption, Saving, Production

Hong Kong SAR's population is aging rapidly. This paper concludes that, without a change in policies, aging could adversely affect growth and living standards. While higher labor productivity growth and increased m...