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The Demand for M1 in the United States

The Demand for M1 in the United States »

Source: The Demand for M1 in the United States : A Commenton Baba, Hendry, and Starr

Volume/Issue: 1993/24

Series: IMF Working Papers

Author(s): James Boughton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1993

ISBN: 9781451920963

Keywords: equation, money demand, equations, dummy variable, monetary fund

A recent paper by Baba, Hendry, and Starr presents an error-correction model of the demand for M1 in the United States, which shows a dramatic improvement in both fit and stability over earlier models. This note es...

Public Policies and Private Savings and Investment in Sub-Saharan Africa

Public Policies and Private Savings and Investment in Sub-Saharan Africa »

Source: Public Policies and Private Savings and Investment in Sub-Saharan Africa : An Empirical Investigation

Volume/Issue: 1995/19

Series: IMF Working Papers

Author(s): Dhaneshwar Ghura , and Michael Hadjimichael

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1995

ISBN: 9781451922523

Keywords: private investment, standard deviation, equation, dummy variables, correlation

This paper assesses empirically the role of public policies in stimulating private savings and investment in sub-Saharan African countries, based on data for the period 1986-92. The main findings of the analysis ar...

Complex Ownership Structures and Corporate Valuations

Complex Ownership Structures and Corporate Valuations »

Source: Complex Ownership Structures and Corporate Valuations

Volume/Issue: 2007/140

Series: IMF Working Papers

Author(s): Luc Laeven , and Ross Levine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451867046

Keywords: Large shareholders, Blockholders, shareholder, shareholders, corporate valuations, dummy variable,

The bulk of corporate governance theory examines the agency problems that arise from two extreme ownership structures: 100 percent small shareholders or one large, controlling owner combined with small shareholders...

Is Regionalism Simply a Diversion? Evidence from the Evolution of the EC and EFTA1/

Is Regionalism Simply a Diversion? Evidence from the Evolution of the EC and EFTA1/ »

Source: Is Regionalism Simply a Diversion? Evidence from the Evolution of the EC and EFTA

Volume/Issue: 1995/109

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Barry Eichengreen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1995

ISBN: 9781451853155

Keywords: trade diversion, dummy variables, trade creation, free trade, equation

This paper considers the impact on trade of preferential arrangements in Europe since the 1950s. Using a first difference version of the gravity model, we find that the EEC and EFTA altered the pattern of internati...

Do IMF Programs Improve Economic Governance?

Do IMF Programs Improve Economic Governance? »

Source: Do IMF Programs Improve Economic Governance?

Volume/Issue: 2008/114

Series: IMF Working Papers

Author(s): Jiro Honda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869743

Keywords: Economic governance, IMF program, government effectiveness, governance indicators, good governance, dummy variables, governance indicator,

This paper examines the effects of IMF financial assistance on economic governance in developing countries, based on panel data analyses of perceived governance indicators. It uses a two-stage approach to address p...

Informality and Bank Credit

Informality and Bank Credit »

Source: Informality and Bank Credit : Evidence from Firm-Level Data

Volume/Issue: 2008/94

Series: IMF Working Papers

Author(s): Junko Koeda , and Era Dabla-Norris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869552

Keywords: informality, business environment, Transition countries, dummy variable, working capital, survey, probability,

The paper relies on a firm-level data on transition economies to examine the relationship between informality and bank credit. We find evidence that informality is robustly and significantly associated with lower a...

Liberalization and the Behavior of Output During the Transition From Plan to Market

Liberalization and the Behavior of Output During the Transition From Plan to Market »

Source: Liberalization and the Behavior of Output During the Transition From Plan to Market

Volume/Issue: 1997/53

Series: IMF Working Papers

Author(s): Ernesto Hernández-Catá

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1997

ISBN: 9781451969979

Keywords: Output, Liberalization, Transition, equation, equations, dummy variables, economic liberalization, full liberalization

This paper deals with liberalization and the evolution of output during the transition from plan to market. It explains why strong liberalization leads to a comparatively steep fall in output early in the transitio...

Financial Market Contagion in the Asian Crisis1

Financial Market Contagion in the Asian Crisis1 »

Source: Financial Market Contagion in the Asian Crisis

Volume/Issue: 1998/155

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

ISBN: 9781451857283

Keywords: Contagion, Asian Crises, Financial Markets, news, correlations, correlation, dummy variables, significance level

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to...

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...

The IMF's Reserves Template and Nominal Exchange Rate Volatility

The IMF's Reserves Template and Nominal Exchange Rate Volatility »

Source: The IMF's Reserves Template and Nominal Exchange Rate Volatility

Volume/Issue: 2006/274

Series: IMF Working Papers

Author(s): Jesus Gonzalez-Garcia , and John Cady

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865349

Keywords: Exchange rate volatility, SDDS, exchange rate, nominal exchange rate, standard error, dummy variable, International Monetary Arrangements and Institutions,

The effects of the adoption of the IMF's International Reserves and Foreign Currency Liquidity Data Template on nominal exchange rate volatility are investigated for 48 countries. Estimation of panel data models in...