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Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets »

Source: Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Volume/Issue: 2009/147

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451872941

Keywords: bond pricing, macroeconomic news, survey data, news spillovers, high-frequency data, news, bond, emerging market bonds,

This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surpr...

Toward a Framework for Assessing Data Quality1

Toward a Framework for Assessing Data Quality1 »

Source: Toward a Framework for Assessing Data Quality

Volume/Issue: 2001/25

Series: IMF Working Papers

Author(s): Carol Carson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451844269

Keywords: balance of payments, national accounts, debt, central bank, external debt, Econometric and Statistical Methods: Special Topics: Other, Methodology for Collecting, Estimating, and Organizing Macroeconomic Data, Macroeconomics and Monetary Economics: General

This paper describes work in progress on data quality, an important element of greater transparency in economic policy and financial stability. Data quality is being dealt with systematically by the IMF through the...

The General Data Dissemination System (GDDS)-A Reflection on its First 12 Years and Plans for Taking it Forward

The General Data Dissemination System (GDDS)-A Reflection on its First 12 Years and Plans for Taking it Forward »

Source: The General Data Dissemination System (GDDS)-A Reflection on its First 12 Years and Plans for Taking it Forward

Volume/Issue: 2009/278

Series: IMF Working Papers

Author(s): Robin Kibuka , and Charles Enoch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874235

Keywords: GDDS, economic and financial crises, macroeconomic data, data dissemination, sdds, capital markets, international capital markets, access to international capital markets,

The paper reviews the developments in the last 12 years that have influenced the evolution of the IMF's General Data Dissemination System, leading to reforms to enhance its role. The GDDS itself is part of a broade...

Big Data

Big Data »

Source: Big Data : Potential, Challenges and Statistical Implications

Volume/Issue: 2017/6

Series: Staff Discussion Notes

Author(s): Cornelia Hammer , Diane Kostroch , and Gabriel Quiros

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 September 2017

ISBN: 9781484310908

Keywords: Surveillance, Big Data, Macroeconomic and Financial Statistics, Official Statistics, Data Quality, General, Institutions and the Macroeconomy, Introductory Material

Big data are part of a paradigm shift that is significantly transforming statistical agencies, processes, and data analysis. While administrative and satellite data are already well established, the statistical com...

Data Dissemination Standards and the Statistical Quality of the IMF’s World Economic Outlook Forecasts1

Data Dissemination Standards and the Statistical Quality of the IMF’s World Economic Outlook Forecasts1 »

Source: Data Dissemination Standards and the Statistical Quality of the IMF's World Economic Outlook Forecasts

Volume/Issue: 2010/203

Series: IMF Working Papers

Author(s): Mico Mrkaic

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455205349

Keywords: Data quality, data dissemination standards, WEO, inflation, statistics, variance analysis, probability, correlation, Estimation, Methodology for Collecting

This paper analyzes the effects of IMF member countries participation in the IMF's Data Standards Initiatives (DSI) on the statistical quality of WEO forecasts. Results show that WEO forecasts for SDDS subscribers...

Sri Lanka

Sri Lanka »

Source: Sri Lanka : Joint Staff Assessment of the Poverty Reduction Strategy Paper

Volume/Issue: 2003/106

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 April 2003

ISBN: 9781451823424

Keywords: expenditure, poverty reduction strategy, macroeconomic framework, poverty reduction strategy paper, data sources, Joint Staff Assessment,

The paper presents key findings of the Joint Staff Assessment of the Poverty Reduction Strategy Paper (PRSP) for Sri Lanka. Despite the country's substantial achievements in human development and the economy's exte...

Guyana

Guyana »

Source: Guyana : Poverty Reduction Strategy Paper Second Annual Progress Report: Joint Staff Advisory Note

Volume/Issue: 2006/365

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 October 2006

ISBN: 9781451816785

Keywords: poverty reduction strategy, poverty reduction strategy paper, macroeconomic framework, external debt, data collection

Guyana continues to make progress in laying the foundation for poverty reduction, but at a slow pace. Critical issues remain to be addressed. Establishing an environment for sustained growth remains the main challe...

How Macroeconomic Factors Affect Income Distribution

How Macroeconomic Factors Affect Income Distribution »

Source: How Macroeconomic Factors Affect Income Distribution : The Cross-Country Evidence

Volume/Issue: 1997/152

Series: IMF Working Papers

Author(s): Michael Sarel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1997

ISBN: 9781451922714

Keywords: income distribution, macroeconomic factors, terms of trade, external position, income distribution data, distribution of income

This study develops a cross-section empirical framework to examine the relationship between the macroeconomic environment and trends in income distribution. The macroeconomic variables that are found to be associat...

Economic Data Dissemination

Economic Data Dissemination »

Source: Economic Data Dissemination : What Influences Country Performanceon Frequency and Timiliness?

Volume/Issue: 2001/173

Series: IMF Working Papers

Author(s): Mehmet Agça , and Peter Allum

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858631

Keywords: macroeconomic data dissemination, capital markets, survey, international capital markets, global capital markets, surveys, Econometric and Statistical Methods: Special Topics: Other, Macroeconomics and Monetary Economics: General, Methodology for Collecting, Estimating

Despite initial improvements in macroeconomic data dissemination following the emerging markets crises of the late-1990s, large differences among countries remain. To identify the factors behind such differences, t...

Income and Democracy

Income and Democracy »

Source: Income and Democracy : Lipset's Law Revisited

Volume/Issue: 2012/295

Series: IMF Working Papers

Author(s): Anke Hoeffler , Robert H. Bates , and Ghada Fayad

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 December 2012

ISBN: 9781475596649

Keywords: democracy, dynamic panel data, parameter heterogeneity, cross-section dependence, time series, democratization, error correction coefficient, econometrics, political institutions, Models with Panel Data

We revisit Lipset‘s law, which posits a positive and significant relationship between income and democracy. Using dynamic and heterogeneous panel data estimation techniques, we find a significant and negative relat...