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Saving-Investment Correlations

Saving-Investment Correlations »

Source: Saving-Investment Correlations : Immobile Capital. Government Policy or Endogenous Behavior?

Volume/Issue: 1989/66

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 August 1989

ISBN: 9781451961881

Keywords: capital mobility, correlations, correlation, international capital, bootstrap

This paper analyzes reasons for the high post-war correlations of saving and investment, both across countries and over time. It is concluded that the main reason for the observed high correlations over the recent...

Guarding Against Fiscal Risks in Hong Kong SAR1

Guarding Against Fiscal Risks in Hong Kong SAR1 »

Source: Guarding Against Fiscal Risks in Hong Kong SAR

Volume/Issue: 2007/150

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867145

Keywords: Revenue Volatility, Value at Risk, fiscal risks, tax revenue, bootstrap, tax base,

Hong Kong SAR's government faces the dual challenges of volatile revenue and medium term spending pressures arising from a rapidly aging population. Age-related spending pressures raise long-run sustainability conc...

Regional Financial Spillovers Across Europe

Regional Financial Spillovers Across Europe »

Source: Regional Financial Spillovers Across Europe : A Global VAR Analysis

Volume/Issue: 2009/23

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Alessandro Galesi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871708

Keywords: Global VAR, Macro-Financial Linkages, International Financial Spillovers, equity prices, statistics, error variance, cointegration, bootstrap,

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of in...

Financial Integration

Financial Integration »

Source: Financial Integration : A New Methodology and An Illustration

Volume/Issue: 2004/110

Series: IMF Working Papers

Author(s): Andrew Rose , and Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

ISBN: 9781451853377

Keywords: risk-free, rate, intertemporal, asset, market, expected, price, stock, conditional, nasdaq

This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across ass...

Autocorrelation-Corrected Standard Errors in Panel Probits

Autocorrelation-Corrected Standard Errors in Panel Probits »

Source: Autocorrelation-Corrected Standard Errors in Panel Probits : An Application to Currency Crisis Prediction

Volume/Issue: 2004/39

Series: IMF Working Papers

Author(s): Andrew Berg , and Rebecca Coke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451845860

Keywords: Currency crisis, early-warning systems, serial correlation, panel probit, standard errors, bootstrap, standard error, correlation, Simulation Methods, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

Many estimates of early-warning-system (EWS) models of currency crisis have reported incorrect standard errors because of serial correlation in the context of panel probit regressions. This paper documents the magn...

Saving-Investment Correlations
			: Immobile Capital. Government Policy or Endogenous Behavior?

Saving-Investment Correlations : Immobile Capital. Government Policy or Endogenous Behavior? »

Volume/Issue: 1989/66

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 August 1989

DOI: http://dx.doi.org/10.5089/9781451961881.001

ISBN: 9781451961881

Keywords: capital mobility, correlations, correlation, international capital, bootstrap

This paper analyzes reasons for the high post-war correlations of saving and investment, both across countries and over time. It is concluded that the main reason for the observed high correlations over the recent...

Guarding Against Fiscal Risks in Hong Kong SAR

Guarding Against Fiscal Risks in Hong Kong SAR »

Volume/Issue: 2007/150

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867145.001

ISBN: 9781451867145

Keywords: Revenue Volatility, Value at Risk, fiscal risks, tax revenue, bootstrap, tax base,

Hong Kong SAR's government faces the dual challenges of volatile revenue and medium term spending pressures arising from a rapidly aging population. Age-related spending pressures raise long-run sustainability conc...

Regional Financial Spillovers Across Europe
			: A Global VAR Analysis

Regional Financial Spillovers Across Europe : A Global VAR Analysis »

Volume/Issue: 2009/23

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Alessandro Galesi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

DOI: http://dx.doi.org/10.5089/9781451871708.001

ISBN: 9781451871708

Keywords: Global VAR, Macro-Financial Linkages, International Financial Spillovers, equity prices, statistics, error variance, cointegration, bootstrap,

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of in...

Financial Integration
			: A New Methodology and An Illustration

Financial Integration : A New Methodology and An Illustration »

Volume/Issue: 2004/110

Series: IMF Working Papers

Author(s): Andrew Rose , and Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

DOI: http://dx.doi.org/10.5089/9781451853377.001

ISBN: 9781451853377

Keywords: risk-free, rate, intertemporal, asset, market, expected, price, stock, conditional, nasdaq

This paper develops a simple methodology to test for asset integration, and applies it within and between American stock markets. Our technique relies on estimating and comparing expected risk-free rates across ass...

Autocorrelation-Corrected Standard Errors in Panel Probits
			: An Application to Currency Crisis Prediction

Autocorrelation-Corrected Standard Errors in Panel Probits : An Application to Currency Crisis Prediction »

Volume/Issue: 2004/39

Series: IMF Working Papers

Author(s): Andrew Berg , and Rebecca Coke

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

DOI: http://dx.doi.org/10.5089/9781451845860.001

ISBN: 9781451845860

Keywords: Currency crisis, early-warning systems, serial correlation, panel probit, standard errors, bootstrap, standard error, correlation, Simulation Methods, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

Many estimates of early-warning-system (EWS) models of currency crisis have reported incorrect standard errors because of serial correlation in the context of panel probit regressions. This paper documents the magn...