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FEERs and Uncertainty

FEERs and Uncertainty »

Source: FEERs and Uncertainty : Confidence Intervals for the Fundamental Equilibrium Exchange Rate of the Canadian Dollar

Volume/Issue: 1996/68

Series: IMF Working Papers

Author(s): Charles Kramer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1996

ISBN: 9781451848960

Keywords: sampling, exchange rate, sampling distribution, exchange rates

Models of Fundamental Equilibrium Exchange Rates (FEERs) impose internal and external balance, and so appeal to fundamental notions of equilibrium from a macroeconomic perspective. However, the need to estimate int...

Greece

Greece »

Source: Greece : Report on the Observance of Standards and Codes-Data Module-Update

Volume/Issue: 2005/45

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2005

ISBN: 9781451816228

Keywords: government finance, sampling

This update to the Report on the Observance of Standards and Codes (ROSC)-Data Module on Greece highlights general recommendations, consumer price index, government finance statistics, and balance-of-payment statis...

Flexible Estimation of Demand Schedules and Revenue Under Different Auction Formats

Flexible Estimation of Demand Schedules and Revenue Under Different Auction Formats »

Source: Flexible Estimation of Demand Schedules and Revenue Under Different Auction Formats

Volume/Issue: 1995/116

Series: IMF Working Papers

Author(s): Robert Feldman , and Vincent Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1995

ISBN: 9781451942293

Keywords: bidders, bids, bidder, samples, statistics

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Improving the Efficiency of the U.S. CPI

Improving the Efficiency of the U.S. CPI »

Source: Improving the Efficiency of the U.S. CPI

Volume/Issue: 1996/103

Series: IMF Working Papers

Author(s): Paul Armknecht

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1996

ISBN: 9781451948141

Keywords: sampling, expenditures, probability, statistics, expenditure

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Evidenceon the Fiscal and Macroeconomic Impact of Privatization

Evidenceon the Fiscal and Macroeconomic Impact of Privatization »

Source: Evidenceon the Fiscal and Macroeconomic Impact of Privatization

Volume/Issue: 2000/130

Series: IMF Working Papers

Author(s): Steven Barnett

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2000

ISBN: 9781451855180

Keywords: privatization proceeds, impact of privatization, equation, samples

This paper empirically investigates the relationship between privatization and measures of fiscal and macroeconomic performance. One of the main findings is that privatization proceeds transferred to the budget ten...

From West to East

From West to East »

Source: From West to East : Estimating External Spillovers to Australia and New Zealand

Volume/Issue: 2011/120

Series: IMF Working Papers

Author(s): Yan Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455262434

Keywords: business cyles, sample period, small sample, statistically significant, interest rates, International Policy Coordination and Transmission,

This paper examines the size and source of external spillovers to Australia and New Zealand based on a structural vector autoregression (VAR) approach. It finds that during the last decade shocks from emerging Asia...

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies »

Source: Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

Volume/Issue: 2014/65

Series: IMF Working Papers

Author(s): Fabio Comelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 April 2014

ISBN: 9781484355282

Keywords: out-of-sample performance, currency crisis, crisis episodes, global financial crisis, General, out-of-sample performance.,

We compare how logit (fixed effects) and probit early warning systems (EWS) predict insample and out-of-sample currency crises in emerging markets (EMs). We look at episodes of currency crises that took place in 29...

Pooling Risk Among Countries

Pooling Risk Among Countries »

Source: Pooling Risk Among Countries

Volume/Issue: 2007/132

Series: IMF Working Papers

Author(s): Jean Imbs , and Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451866964

Keywords: Risk Sharing, Diversification, Enforceability, standard deviation, emerging markets, samples,

In this paper, we identify the groups of countries where international risk-sharing opportunities are most attractive. We show that the bulk of risk-sharing gains can be achieved in groups consisting of as few as s...

The Monetary Model Strikes Back

The Monetary Model Strikes Back »

Source: The Monetary Model Strikes Back : Evidence from the World

Volume/Issue: 2008/73

Series: IMF Working Papers

Author(s): Valerie Cerra , and Sweta Saxena

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2008

ISBN: 9781451869354

Keywords: Monetary models, Out-of-sample forecasts, Panel Data, random walk, inflation, monetary model, cointegration, statistics, Out- of - sample forecasts,

We revisit the dramatic failure of monetary models in explaining exchange rate movements. Using the information content from 98 countries, we find strong evidence for cointegration between nominal exchange rates an...

Price Imputation and Other Techniques for Dealing with Missing Observations, Seasonality and Quality Change in Price Indices

Price Imputation and Other Techniques for Dealing with Missing Observations, Seasonality and Quality Change in Price Indices »

Source: Price Imputation and Other Techniques for Dealing with Missing Observations, Seasonality and Quality Change in Price Indices

Volume/Issue: 1999/78

Series: IMF Working Papers

Author(s): Paul Armknecht , and Fenella Maitland-Smith

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1999

ISBN: 9781451850086

Keywords: Price indices, imputation techniques, seasonal goods, quality adjustment, observations, samples, statistics, missing observations

Price index compilers frequently face situations where price observations are missing due to seasonal unavailability, supply shortages, or the discontinuation of products. Incorrect treatment of such situations can...