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We Just Averaged over Two Trillion Cross-Country Growth Regressions

We Just Averaged over Two Trillion Cross-Country Growth Regressions »

Source: We Just Averaged over Two Trillion Cross-Country Growth Regressions

Volume/Issue: 1999/101

Series: IMF Working Papers

Author(s): Mark Steel , and Eduardo Ley

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

ISBN: 9781451852493

Keywords: Bayesian model averaging, choice of regressors, economic growth, Markov chain Monte Carlo, prediction, probabilities, probability, linear regression, growth regression

We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian model averaging (BMA). We find that the posterior probability is distributed among many models, suggesting the superi...

Convergence of Per Capita Output Levels Across Regions of Bangladesh, 1982-97

Convergence of Per Capita Output Levels Across Regions of Bangladesh, 1982-97 »

Source: Convergence of Per Capita Output Levels Across Regions of Bangladesh, 1982-97

Volume/Issue: 2000/121

Series: IMF Working Papers

Author(s): Akhtar Hossain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2000

ISBN: 9781451854374

Keywords: growth rate, equation, economic growth, regression equation, per capita income

This paper has examined the phenomenon of convergence of per capita output levels across regions of Bangladesh during 1982–97. The main finding is that most of the regions of Bangladesh experienced strong co...

Inflation, Disinflation, and Growth

Inflation, Disinflation, and Growth »

Source: Inflation, Disinflation, and Growth

Volume/Issue: 1998/68

Series: IMF Working Papers

Author(s): Atish Ghosh , and Steven Phillips

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1998

ISBN: 9781451961188

Keywords: growth determinants, growth regressions, robustness, inflation rate, inflation rates, high inflation, low inflation

Although few would doubt that very high inflation is bad for growth, there is much less agreement about moderate inflation’s effects. Using panel regressions and a nonlinear specification, this paper finds a...

Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center

Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center »

Source: Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center

Volume/Issue: 2009/195

Series: IMF Working Papers

Author(s): Harald Finger , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873429

Keywords: deposit demand, panel regressions, regional financial center, VECM, deposit growth, banking, bank deposit, banking system, bank deposit growth,

This paper empirically examines the demand for commercial bank deposits in Lebanon, a regional financial center. With Lebanon's high fiscal deficits financed largely by domestic commercial banks that rely on deposi...

Growth Determinants Revisited

Growth Determinants Revisited »

Source: Growth Determinants Revisited

Volume/Issue: 2009/268

Series: IMF Working Papers

Author(s): Charalambos Tsangarides , and Alin Mirestean

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874136

Keywords: growth regressions, Bayesian Model Averaging, dynamic panel estimation, limited information estimation, probability, econometrics, probabilities, equation, growth model,

This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model in panel data...

Sources of Economic Growth in East Asia

Sources of Economic Growth in East Asia »

Source: Sources of Economic Growth in East Asia : A Nonparametric Assessment

Volume/Issue: 2002/13

Series: IMF Working Papers

Author(s): Mohsin Khan , Shigeru Iwata , and Hiroshi Murao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451843019

Keywords: TFP growth, nonparametric regression, tfp, economic growth, growth rate, standard errors, growth rates, Semiparametric and Nonparametric Methods, Economywide Country Studies: Asia including Middle East,

The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about the competitiveness of factor markets and the form of the underlying aggreg...

The Real Effects of Financial Sector Risk1

The Real Effects of Financial Sector Risk1 »

Source: The Real Effects of Financial Sector Risk

Volume/Issue: 2009/198

Series: IMF Working Papers

Author(s): Andrea Maechler , and Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873450

Keywords: financial sector risk, feedback effects, second-round effects, credit growth, financial sector, regression results, panel regression, regression equation, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy

This paper estimates the magnitude of key effects on the real economy from financial sector stress. We focus on the short-run feedback effect from market-based indicators of financial sector risk to the real econom...

European Trade and Foreign Direct Investment U-Shaping Industrial Output in Central and Eastern Europe

European Trade and Foreign Direct Investment U-Shaping Industrial Output in Central and Eastern Europe »

Source: European Trade and Foreign Direct Investment U-Shaping Industrial Output in Central and Eastern Europe : Theory and Evidence

Volume/Issue: 1998/150

Series: IMF Working Papers

Author(s): Patrick Walsh , and Alexander Repkine

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1998

ISBN: 9781451923278

Keywords: Foreign Direct Investment, Industrial Output Growth, Transition Economies, Cross-Country and Branches of Industry Regressions, direct investment, fdi, market liberalization

We examine industrial output in Bulgaria, Hungary, Poland, and Romania during 1989–95 in terms of pretransitional product trade orientation. The growth of EU-oriented output within sectors of industry, ex-po...

Revisiting the Determinants of Productivity Growth - What's new?

Revisiting the Determinants of Productivity Growth - What's new? »

Source: Revisiting the Determinants of Productivity Growth - What's new?

Volume/Issue: 2009/225

Series: IMF Working Papers

Author(s): Boileau Loko , and Mame Astou Diouf

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873726

Keywords: Productivity growth, female labour participation, principal components analysis, dynamic panel regression, tfp, real gdp, total factor productivity,

This paper studies the main determinants of total factor productivity (TFP) growth using principal component analysis and a dynamic panel data model and, through a case study, explores key areas where accelerated r...

Shifting Motives

Shifting Motives »

Source: Shifting Motives : Explaining the Buildup in official Reserves in Emerging Markets Since the 1980's

Volume/Issue: 2012/34

Series: IMF Working Papers

Author(s): Atish Ghosh , Jonathan Ostry , and Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463933197

Keywords: Quantile Regression, exchange rate, reserve holdings, short-term debt, exchange rate regime, Economic Growth of Open Economies,

Why have emerging market economies (EMEs) been stockpiling international reserves? We find that motives have varied over time?vulnerability to current account shocks was relatively important in the 1980s but, as EM...