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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...

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...

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...

How Volatile and Unpredictable Are Aid Flows, and What Are the Policy Implications?

How Volatile and Unpredictable Are Aid Flows, and What Are the Policy Implications? »

Source: How Volatile and Unpredictable Are Aid Flows, and What Are the Policy Implications?

Volume/Issue: 2001/167

Series: IMF Working Papers

Author(s): A. Hamann , and Ales Bulir

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451858181

Keywords: external aid, volatility, predictability, IMF-supported programs, correlation, prediction, aid flows,

This paper examines empirical evidence on the volatility and uncertainty of aid flows, and the main policy implications. Aid is found to be more volatile than fiscal revenues- particularly in highly aid-dependent c...

Give Trust a Chance-A Model of Trust in the Context of an IMF-Supported Program

Give Trust a Chance-A Model of Trust in the Context of an IMF-Supported Program »

Source: Give Trust a Chance-A Model of Trust in the Context of an IMF-Supported Program

Volume/Issue: 2007/42

Series: IMF Working Papers

Author(s): Daouda Sembene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

ISBN: 9781451866063

Keywords: Trust, IMF-supported Program, Program design and implementation, Negotiation, paper, probability, predictability, survey, predictions,

This paper is an attempt to identify the determinants of trust between country authorities and IMF staff in the context of an IMF-supported program. Using an outcomes-based definition of trust, a game-theoretic mod...

Business Cycle Accounting For Chile

Business Cycle Accounting For Chile »

Source: Business Cycle Accounting For Chile

Volume/Issue: 2008/61

Series: IMF Working Papers

Author(s): Ludvig Söderling , and Ina Simonovska

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2008

ISBN: 9781451869231

Keywords: Business Cycle Accounting, business cycle, calibration, growth rate, predictions, growth model,

We investigate sources of economic fluctuations in Chile during 1998-2007 within the framework of a standard neoclassical growth model with time-varying frictions (wedges). We analyze the relative importance of eff...

Herd Behavior in Financial Markets

Herd Behavior in Financial Markets »

Source: Herd Behavior in Financial Markets : An Experiment with Financial Market Professionals

Volume/Issue: 2008/141

Series: IMF Working Papers

Author(s): Marco Cipriani , and Antonio Guarino

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2008

ISBN: 9781451869996

Keywords: Herding, Contrarianism, Financial Market Professionals, trade imbalance, financial markets, probability, predictions, experimental design,

We study herd behavior in a laboratory financial market with financial market professionals. We compare two treatments, one in which the price adjusts to the order flow so that herding should never occur, and one i...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada

Canada »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...