Search Results

You are looking at 1 - 10 of 143 items

  • Keyword: regression x
Clear All Modify Search
Handbook on Residential Property Prices (RPPIs)

Handbook on Residential Property Prices (RPPIs) »

Series: Manuals & Guides

Author(s): Statistical Office of the European Communities;International Labour Office;International Monetary Fund;Organization for Economic Co-operation and Development;United Nations;World Bank

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 May 2013

DOI: http://dx.doi.org/10.5089/9789279259845.069

ISBN: 9789279259845

Keywords: real estate, mortgage, regression model, stratification, real estate price

For most citizens, buying a residential property (dwelling) is the most important transaction during their lifetime. Residential properties represent the most significant component of households’ expenses an...

We Just Averaged over Two Trillion Cross-Country Growth Regressions

We Just Averaged over Two Trillion Cross-Country Growth Regressions »

Source: We Just Averaged over Two Trillion Cross-Country Growth Regressions

Volume/Issue: 1999/101

Series: IMF Working Papers

Author(s): Mark Steel , and Eduardo Ley

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

ISBN: 9781451852493

Keywords: Bayesian model averaging, choice of regressors, economic growth, Markov chain Monte Carlo, prediction, probabilities, probability, linear regression, growth regression

We investigate the issue of model uncertainty in cross-country growth regressions using Bayesian model averaging (BMA). We find that the posterior probability is distributed among many models, suggesting the superi...

Interest Rate Elasticity of Residential Housing Prices

Interest Rate Elasticity of Residential Housing Prices »

Source: Interest Rate Elasticity of Residential Housing Prices

Volume/Issue: 2008/247

Series: IMF Working Papers

Author(s): Plamen Iossifov , Martin Cihak , and Amar Shanghavi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2008

ISBN: 9781451871050

Keywords: equation, real estate, equations, regression analysis

We examine the interest rate elasticity of housing prices, advancingthe empirical literature in two directions. First, we take a commonly used cross-country panel dataset and evaluate the housing price equation usi...

Manuel des indices des prix de l'immobilier résidentiel

Manuel des indices des prix de l'immobilier résidentiel »

Series: Manuals & Guides

Author(s): Statistical Office of the European Communities;International Labour Office;International Monetary Fund;Organization for Economic Co-operation and Development;United Nations;World Bank

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 September 2014

Language: French

DOI: http://dx.doi.org/10.5089/9781498301565.069

ISBN: 9781498301565

Keywords: immobilier, prêt hypothécaire, modèle de régression, stratification, prix de l'immobilier, prêteurs sur hypothèque, inflation, paramètres, financement immobilier, économie du logement

L'achat d'un logement est généralement l'opération financière la plus importante à laquelle un citoyen procédera au cours de sa vie. Le logement représente la plus grande proportion des dépenses des ménages, mais é...

Is Monetary Policy Effective When Credit is Low?

Is Monetary Policy Effective When Credit is Low? »

Source: Is Monetary Policy Effective When Credit is Low?

Volume/Issue: 2008/288

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871463

Keywords: Vector Auto Regression, price inflation, monetary transmission, monetary transmission mechanism,

Monetary policy, at least in part, operates through both an interest rate and credit channel. The question arises, therefore, whether monetary policy is a less potent a device in affecting output and inflation in c...

Threshold Effects of Sovereign Debt

Threshold Effects of Sovereign Debt »

Source: Threshold Effects of Sovereign Debt : Evidence From the Caribbean

Volume/Issue: 2012/157

Series: IMF Working Papers

Author(s): Lisa Drakes , Chrystol Thomas , Roland Craigwell , and Kevin Greenidge

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504507

Keywords: Debt Threshold, Panel Data, Threshold Regressions, external debt, real gdp

This paper addresses the issue of threshold effects between public debt and economic growth in the Caribbean. The main finding is that there exists a threshold debt to gross domestic product (GDP) ratio of 55-56 pe...

Convergence of Per Capita Output Levels Across Regions of Bangladesh, 1982-97

Convergence of Per Capita Output Levels Across Regions of Bangladesh, 1982-97 »

Source: Convergence of Per Capita Output Levels Across Regions of Bangladesh, 1982-97

Volume/Issue: 2000/121

Series: IMF Working Papers

Author(s): Akhtar Hossain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2000

ISBN: 9781451854374

Keywords: growth rate, equation, economic growth, regression equation, per capita income

This paper has examined the phenomenon of convergence of per capita output levels across regions of Bangladesh during 1982–97. The main finding is that most of the regions of Bangladesh experienced strong co...

The Real Effects of Financial Sector Risk1

The Real Effects of Financial Sector Risk1 »

Source: The Real Effects of Financial Sector Risk

Volume/Issue: 2009/198

Series: IMF Working Papers

Author(s): Andrea Maechler , and Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873450

Keywords: financial sector risk, feedback effects, second-round effects, credit growth, financial sector, regression results, panel regression, regression equation, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy

This paper estimates the magnitude of key effects on the real economy from financial sector stress. We focus on the short-run feedback effect from market-based indicators of financial sector risk to the real econom...

Hedonic Imputation versus Time Dummy Hedonic Indexes

Hedonic Imputation versus Time Dummy Hedonic Indexes »

Source: Hedonic Imputation versus Time Dummy Hedonic Indexes

Volume/Issue: 2007/234

Series: IMF Working Papers

Author(s): W. E. Diewert , Mick Silver , and Saeed Heravi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451867985

Keywords: Hedonic regressions, hedonic indexes, superlative indexes, equations, expenditure, expenditure share, equation, covariance,

Statistical offices try to match item models when measuring inflation between two periods. However, for product areas with a high turnover of differentiated models, the use of hedonic indexes is more appropriate si...

Inflation, Disinflation, and Growth

Inflation, Disinflation, and Growth »

Source: Inflation, Disinflation, and Growth

Volume/Issue: 1998/68

Series: IMF Working Papers

Author(s): Atish Ghosh , and Steven Phillips

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1998

ISBN: 9781451961188

Keywords: growth determinants, growth regressions, robustness, inflation rate, inflation rates, high inflation, low inflation

Although few would doubt that very high inflation is bad for growth, there is much less agreement about moderate inflation’s effects. Using panel regressions and a nonlinear specification, this paper finds a...