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Nonresident Deposits in India

Nonresident Deposits in India »

Source: Nonresident Deposits in India : In Search of Return?

Volume/Issue: 2004/48

Series: IMF Working Papers

Author(s): Poonam Gupta , and James Gordon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451846768

Keywords: Nonresident Deposits, NRIs, foreign currency, equation, correlation, independent variables, statistics, Open Economy Macroeconomics, Nonreisent Deposits,

This paper analyzes trends in the accumulation of NRI (nonresident Indian) deposits and investigates the determinants of these inflows. It finds that monthly deposit flows have been quite stable since the 1991 cris...

Seeing in the Dark

Seeing in the Dark »

Source: Seeing in the Dark : A Machine-Learning Approach to Nowcasting in Lebanon

Volume/Issue: 2016/56

Series: IMF Working Papers

Author(s): Andrew Tiffin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 March 2016

ISBN: 9781513568089

Keywords: Macroeconomic Forecasts, Nowcasting, Random Forests, Elastic Net, LASSO, Statistical Learning, Cross Validation, Ensemble, Variable Selection, gdp

Macroeconomic analysis in Lebanon presents a distinct challenge. For example, long delays in the publication of GDP data mean that our analysis often relies on proxy variables, and resembles an extended version of...

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...

National Income and Its Distribution*

National Income and Its Distribution* »

Source: National Income and Its Distribution

Volume/Issue: 2014/101

Series: IMF Working Papers

Author(s): Markus Bruckner , Era Dabla-Norris , and Mark Gradstein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 June 2014

ISBN: 9781498347815

Keywords: inequality, growth, gini, gini coefficient, dependent variable, Personal Income and Wealth Distribution, Macroeconomic Analyses of Economic Development,

Does the distribution of income within a country become more equal as it grows richer? This paper uses plausibly exogenous variations in trade-weighted world income and international oil price shocks as instruments...

Do Asset Price Drops Foreshadow Recessions?

Do Asset Price Drops Foreshadow Recessions? »

Source: Do Asset Price Drops Foreshadow Recessions?

Volume/Issue: 2013/203

Series: IMF Working Papers

Author(s): John Bluedorn , Jörg Decressin , and Marco Terrones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 October 2013

ISBN: 9781484353363

Keywords: Macroeconomic forecasting, Uncertainty, Binary dependent variable models, price, prices, market, spread, volatility, Forecasting and Simulation, Financial Forecasting and Simulation,

This paper examines the usefulness of asset prices in predicting recessions in the G-7 countries. It finds that asset price drops are significantly associated with the beginning of a recession in these countries. I...

Competition and Firm Productivity

Competition and Firm Productivity »

Source: Competition and Firm Productivity : Evidence from Firm-Level Data

Volume/Issue: 2010/67

Series: IMF Working Papers

Author(s): Marc Schiffbauer , and Sandra Ospina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451982114

Keywords: regulation, entry costs, survey, correlation, instrumental variables, heteroscedasticity, Macroeconomic Analyses of Economic Development, Economic Growth and Aggregate Productivity: General,

This paper presents empirical evidence on the impact of competition on firm productivity. Using firm-level observations from the World Bank Enterprise Survey database, we find a positive and robust causal relations...

Financial Deepening, Property Rights and Poverty

Financial Deepening, Property Rights and Poverty »

Source: Financial Deepening, Property Rights and Poverty : Evidence From Sub-Saharan Africa

Volume/Issue: 2011/196

Series: IMF Working Papers

Author(s): Yifei Huang , and Raju Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2011

ISBN: 9781462305230

Keywords: financial development, property rights, dependent variable, gini coefficient, descriptive statistics, Macroeconomic Analyses of Economic Development, Financial Economics: General,

Recent studies on the relationship between financial development and poverty have been inconclusive. Some claim that, by allowing more entrepreneurs to obtain financing, financial development improves the allocatio...

Valuation of Unlisted Direct Investment Equity

Valuation of Unlisted Direct Investment Equity »

Source: Valuation of Unlisted Direct Investment Equity

Volume/Issue: 2009/242

Series: IMF Working Papers

Author(s): Thomas Elkjaer , Jannick Damgaard , and Emmanuel Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451873894

Keywords: Valuation methods, FDI, macroeconomic statistical methodology, estimation techniques, direct investment, independent variables, investors, statistics, central tendency, Methodology for Collecting

This paper analyzes the seven valuation methods for unlisted direct investment equity included in the recently adopted IMF Balance of Payments and International Investment Position Manual, Sixth Edition (BPM6). Bas...

On Brazil’s Term Structure

On Brazil’s Term Structure »

Source: On Brazil's Term Structure : Stylized Facts and Analysis of Macroeconomic Interactions

Volume/Issue: 2011/113

Series: IMF Working Papers

Author(s): Rodrigo Cabral , Richard Munclinger , Luiz Alves , and Marco Rodriguez Waldo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455261420

Keywords: Term structure models of interest rates, interest rates, yields on bonds, macroeconomic variables, central bank, macroeconomic factors, interest, Financial Markets and the Macroeconomy,

This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the period 2004-2010. For this purpose, this paper uses a soft...

The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10

The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10 »

Source: The Dynamics of the Term Structure of Interest Rates in the United States in Light of the Financial Crisis of 2007-10

Volume/Issue: 2011/84

Series: IMF Working Papers

Author(s): Marco Rodriguez Waldo , and Carlos Medeiros

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226047

Keywords: Term structure of interest rates, yield curve, U.S. Treasury security yields, interest rates, macroeconomic variables, treasury securities, inflation, monetary policy, macroeconomic factors, Financial Markets and the Macroeconomy,

This paper assesses the dynamics of the term structure of interest rates in the United States in light of the financial crisis in 2007-10. In particular, this paper assesses the dynamics of the term structure of U....