Search Results
Kingdom of the Netherlands—Netherlands: Selected Issues »
Source: Kingdom of the Netherlands : Netherlands: Selected Issues
Volume/Issue: 2008/172
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 03 June 2008
ISBN: 9781451829594
Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment
Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...
Kingdom of the Netherlands »
Source: Kingdom of the Netherlands : Netherlands: Selected Issues
Volume/Issue: 2008/172
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 03 June 2008
ISBN: 9781451829594
Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment
Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...
Do Technology Shocks Lead to Productivity Slowdowns? Evidence from Patent Data »
Source: Do Technology Shocks Lead to Productivity Slowdowns? Evidence from Patent Data
Volume/Issue: 2008/24
Series: IMF Working Papers
Author(s): Lone Engbo Christiansen
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 January 2008
ISBN: 9781451868869
Keywords: patents, technology, r &;amp; d, patent applications, cointegration, error variance,
This paper provides empirical evidence on the response of labor productivity to the arrival of new inventions. The benchmark measure of technological progress is given by data on patent applications in the U.S. ove...
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...
International Trade and the Business Cycle »
Source: International Trade and the Business Cycle
Volume/Issue: 1999/56
Series: IMF Working Papers
Author(s): Eswar Prasad
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 April 1999
ISBN: 9781451847680
Keywords: Trade balance, vector autoregressions, exchange rate, real exchange rate, error variance, exchange rates, equation
This paper develops a new empirical framework for analyzing the dynamics of the trade balance in response to different types of macroeconomic shocks. The model provides a synthetic perspective on the conditional co...
France: Selected Issues »
Source: France : Selected Issues
Volume/Issue: 2008/74
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 20 February 2008
ISBN: 9781451813708
Keywords: demand shock, confidence intervals, international monetary fund, error variance, exchange rate
The export performance of the French economy relative to its own past and relative to a major trading partner, Germany, has deteriorated. The risk analysis indicates that French firms have seen a significant improv...
France: Selected Issues »
Source: France : Selected Issues
Volume/Issue: 2008/74
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 20 February 2008
ISBN: 9781451813708
Keywords: demand shock, confidence intervals, international monetary fund, error variance, exchange rate
The export performance of the French economy relative to its own past and relative to a major trading partner, Germany, has deteriorated. The risk analysis indicates that French firms have seen a significant improv...
France »
Source: France : Selected Issues
Volume/Issue: 2008/74
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 20 February 2008
ISBN: 9781451813708
Keywords: demand shock, confidence intervals, international monetary fund, error variance, exchange rate
The export performance of the French economy relative to its own past and relative to a major trading partner, Germany, has deteriorated. The risk analysis indicates that French firms have seen a significant improv...
Real Exchange Rate Fluctuations and the Business Cycle »
Source: Real Exchange Rate Fluctuations and the Business Cycle : Evidence From Japan
Volume/Issue: 1996/132
Series: IMF Working Papers
Author(s): Eswar Prasad , and Bankim Chadha
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 1996
ISBN: 9781451855333
Keywords: Business cycle fluctuations, real effective exchange rate, structural vector autoregression, exchange rate, real exchange rate, effective exchange rate, error variance
This paper analyzes the relationship between the real exchange rate and the business cycle in Japan during the floating rate period. A structural vector autoregression is used to identify different types of macroec...
Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries »
Source: Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries
Volume/Issue: 2011/255
Series: IMF Working Papers
Author(s): Nkunde Mwase
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2011
ISBN: 9781463923914
Keywords: BRICs, Low-Income Countries, Panel VAR, Panel OLS, Concessionality, loan financing, bank debt, equation, dummy variable, error variance
BRICs development financing flows have increased significantly and are expected to become more prominent in the post-crisis era. We investigate the potential implications on the country-allocation of loan commitmen...