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Structural Models in Real Time1

Structural Models in Real Time1 »

Source: Structural Models in Real Time

Volume/Issue: 2010/56

Series: IMF Working Papers

Author(s): Kevin Clinton , Marianne Johnson , Jaromir Benes , Douglas Laxton , and Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451963625

Keywords: High frequency indicators, inflation, equation, prediction, equations,

This paper outlines a simple approach for incorporating extraneous predictions into structural models. The method allows the forecaster to combine predictions derived from any source in a way that is consistent wit...

Atmospheric and catchment mercury concentrations and fluxes in Fennoscandia

Atmospheric and catchment mercury concentrations and fluxes in Fennoscandia »

Series: Nordic Council of Ministers

Author(s): Katrine Aspmo Pfaffhuber , Torunn Berg , Hannele Hakola , Katriina Kyllönen , John Munthe , Petri Porvari , Matti Verta , and Ingvar Wängberg

Publisher: Nordic Council of Ministers

Publication Date: 01 June 2010

ISBN: 9789289321624

Keywords: Nordic, Norden, Baltic, Baltics, Measurements in Southern Fennoscandia, Reduction Controls in EU Countries, Arctic Environment, Methyl Mercury Formation, Mercury Mobilization, General Predictions

Measurements in Southern Fennoscandia show a weak declining trend in mercury deposition which can be attributed to reduction controls in EU countries. Deposition of mercury in Arctic areas is likely to be governed...

Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway?

Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway? »

Source: Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway?

Volume/Issue: 1995/85

Series: IMF Working Papers

Author(s): Gordon Bodnar , and Leonardo Bartolini

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1995

ISBN: 9781451850697

Keywords: exchange rate, exchange rates, exchange rate volatility, equation, predictions

Using data for the major currencies from 1973 to 1994, we apply recent tests of asset price volatility to re-examine whether exchange rates have been excessively volatile with respect to the predictions of the mone...

Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate

Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate »

Source: Day-To-Day Monetary Policy and the Volatility of the Federal Funds Interest Rate

Volume/Issue: 2000/206

Series: IMF Working Papers

Author(s): Alessandro Prati , Giuseppe Bertola , and Leonardo Bartolini

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451874594

Keywords: volatility, interest rate, equation, martingale, predictions, reserve requirements

We propose a model of the interbank money market with an explicit role for central bank intervention and periodic reserve requirements, and study the interaction of profit-maximizing banks with a central bank targe...

Evaluating Historical CGER Assessments

Evaluating Historical CGER Assessments »

Source: Evaluating Historical CGER Assessments : How Well Have They Predicted Subsequent Exchange Rate Movements?

Volume/Issue: 2009/32

Series: IMF Working Papers

Author(s): Jungjin Lee , Abdul Abiad , and Prakash Kannan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871791

Keywords: misalignment, exchange rate, statistic, prediction, real exchange rate,

The IMF's Consultative Group on Exchange Rate issues (CGER) has been conducting exchange rate assessments as part of the surveillance process since 1997. This paper evaluates CGER assessments from 1997 to 2006, by...

Are Currency Crises Predictable? A Test

Are Currency Crises Predictable? A Test »

Source: Are Currency Crises Predictable? A Test

Volume/Issue: 1998/154

Series: IMF Working Papers

Author(s): Catherine Pattillo , and Andrew Berg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

ISBN: 9781451857207

Keywords: Currency crises, vulnerability indicators, Asian crisis, balance of payments crises, crisis prediction, probability, probabilities, correlation, crisis index, predictions

This paper evaluates three models for predicting currency crises that were proposed before 1997. The idea is to answer the question: if we had been using these models in late 1996, how well armed would we have been...

Export Versus FDI in Services

Export Versus FDI in Services »

Source: Export Versus FDI in Services

Volume/Issue: 2010/290

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455211715

Keywords: FDI, Heterogeneous firms, Uncertainty, statistics, equation, prediction, predictions, International Factor Movements and International Business: General, International Finance: General,

In the literature on exports and investment, most productive firms are seen to invest abroad. In the Helpman et al. (2004) model, costs of transportation play a critical role in the decision about whether to serve...

Financial Crises  Explanations, Types, and Implications

Financial Crises Explanations, Types, and Implications »

Source: Financial Crises Explanations, Types, and Implications

Volume/Issue: 2013/28

Series: IMF Working Papers

Author(s): Stijn Claessens , and Ayhan Kose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 January 2013

ISBN: 9781475561005

Keywords: debt crises, defaults, policy implications, financial restructuring, asset booms, crises prediction, International Business Cycles, General, crises prediction.,

This paper reviews the literature on financial crises focusing on three specific aspects. First, what are the main factors explaining financial crises? Since many theories on the sources of financial crises highlig...

Assessing Early Warning Systems

Assessing Early Warning Systems »

Source: Assessing Early Warning Systems : How Have they Worked in Practice?

Volume/Issue: 2004/52

Series: IMF Working Papers

Author(s): Andrew Berg , Eduardo Borensztein , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451847284

Keywords: vulnerability indicators, crisis prediction, forecasting accuracy, balance of payments crisis, probability, predictions, currency crisis, probabilities, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

Since 1999, the IMF's staff has been tracking several early-warning-system (EWS) models of currency crisis. The results have been mixed. One of the long-horizon models has performed well relative to pure guesswork...

Correlations Between Real Interest Rates and Output in a Dynamic International Model

Correlations Between Real Interest Rates and Output in a Dynamic International Model »

Source: Correlations Between Real Interest Rates and Output in a Dynamic International Model : Evidence from G-7 Countries

Volume/Issue: 1998/179

Series: IMF Working Papers

Author(s): Jahanara Zaman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1998

ISBN: 9781451859003

Keywords: Adjustment costs, Habit persistence, Interest rates, correlations, real interest rates, correlation, real interest rate, predictions

This paper examines the extent to which a dynamic international general equilibrium model can account for observed movements in real interest rates and interest rate differentials. Using data for Group of Seven, th...