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Perspectives de l'économie mondiale, Avril 2009
			: Crise et reprise

Perspectives de l'économie mondiale, Avril 2009 : Crise et reprise »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 June 2009

Language: French

DOI: http://dx.doi.org/10.5089/9781589068308.081

ISBN: 9781589068308

Keywords: recessions, recession, emerging economies, financial crisis, financial crises, banking, capital flows, private capital flows, commodity prices, capital inflows

This edition of the World Economic Outlook explores how a dramatic escalation of the financial crisis in September 2008 provoked an unprecedented contraction of activity and trade, despite active policy responses....

World Economic Outlook, April 2009
			: Crisis and Recovery

World Economic Outlook, April 2009 : Crisis and Recovery »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 July 2009

Language: Arabic

DOI: http://dx.doi.org/10.5089/9781589068285.081

ISBN: 9781589068285

Keywords: Economic growth, recessions, recession, emerging economies, financial crisis, financial crises, banking, capital flows, private capital flows, commodity prices

This edition of the World Economic Outlook explores how a dramatic escalation of the financial crisis in September 2008 provoked an unprecedented contraction of activity and trade, despite active policy responses....

World Economic Outlook, April 2009
			: Crisis and Recovery

World Economic Outlook, April 2009 : Crisis and Recovery »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 February 2010

Language: Chinese

DOI: http://dx.doi.org/10.5089/9781589068292.081

ISBN: 9781589068292

Keywords: Economic growth, recessions, recession, emerging economies, financial crisis, financial crises, banking, capital flows, private capital flows, commodity prices

This edition of the World Economic Outlook explores how a dramatic escalation of the financial crisis in September 2008 provoked an unprecedented contraction of activity and trade, despite active policy responses....

World Economic Outlook, April 2009
			: Crisis and Recovery

World Economic Outlook, April 2009 : Crisis and Recovery »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 June 2009

Language: Russian

DOI: http://dx.doi.org/10.5089/9781589068339.081.A001

ISBN: 9781589068339

Keywords: Economic growth, recessions, recession, emerging economies, financial crisis, financial crises, banking, capital flows, private capital flows, commodity prices

This edition of the World Economic Outlook explores how a dramatic escalation of the financial crisis in September 2008 provoked an unprecedented contraction of activity and trade, despite active policy responses....

Kuwait: Selected Issues

Kuwait: Selected Issues »

Source: Kuwait : Selected Issues

Volume/Issue: 2013/337

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2013

ISBN: 9781475550818

Keywords: oil, investment spending, permanent income, income growth, consumption parameters

This Selected Issues paper estimates the optimal allocation of government current spending, precautionary saving, and investment for Kuwait under uncertainty. The results show that in the face of high oil income vo...

Kuwait: Selected Issues

Kuwait: Selected Issues »

Source: Kuwait : Selected Issues

Volume/Issue: 2013/337

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2013

ISBN: 9781475550818

Keywords: oil, investment spending, permanent income, income growth, consumption parameters

This Selected Issues paper estimates the optimal allocation of government current spending, precautionary saving, and investment for Kuwait under uncertainty. The results show that in the face of high oil income vo...

Kuwait: Selected Issues

Kuwait: Selected Issues »

Source: Kuwait : Selected Issues

Volume/Issue: 2013/337

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 December 2013

ISBN: 9781475550818

Keywords: oil, investment spending, permanent income, income growth, consumption parameters

This Selected Issues paper estimates the optimal allocation of government current spending, precautionary saving, and investment for Kuwait under uncertainty. The results show that in the face of high oil income vo...

Interest Rate Arbitrage in Currency Baskets

Interest Rate Arbitrage in Currency Baskets »

Source: Interest Rate Arbitrage in Currency Baskets : Forecasting Weights and Measuring Risk

Volume/Issue: 1999/16

Series: IMF Working Papers

Author(s): Peter Christoffersen , and Lorenzo Giorgianni

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

ISBN: 9781451843385

Keywords: Time-varying Parameters, Cointegration, Exchange Rates, exchange rate, equation, statistics, currency basket

When constructing hedged interest rate arbitrage portfolios for basket currencies, two issues arise: first, how are the unknown future basket weights optimally forecasted from past exchange rate data? And, second,...

System Priors: Formulating Priors about DSGE Models' Properties1

System Priors: Formulating Priors about DSGE Models' Properties1 »

Source: System Priors : Formulating Priors about DSGE Models' Properties

Volume/Issue: 2013/257

Series: IMF Working Papers

Author(s): Michal Andrle , and Jaromir Benes

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 December 2013

ISBN: 9781484318379

Keywords: system priors, Bayesian inference, DSGE, smell test, parameters, inflation, monetary economics, Bayesian Analysis, Forecasting and Simulation,

This paper proposes a novel way of formulating priors for estimating economic models. System priors are priors about the model's features and behavior as a system, such as the sacrifice ratio or the maximum duratio...

Estimating the Implicit Inflation Target

Estimating the Implicit Inflation Target »

Source: Estimating the Implicit Inflation Target : An Application to U.S. Monetary Policy

Volume/Issue: 2005/77

Series: IMF Working Papers

Author(s): Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

ISBN: 9781451860962

Keywords: Taylor rule, time-varying parameters, Kalman filter, inflation, inflation target, actual inflation, monetary policy rules,

This paper proposes a new method of estimating the Taylor rule with a time-varying implicit inflation target and a time-varying natural rate of interest. The inflation target and the natural rate are modeled as ran...