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Analyzing Determinants of Inflation When There Are Data Limitation

Analyzing Determinants of Inflation When There Are Data Limitation »

Source: Analyzing Determinants of Inflation When There Are Data Limitation : The Case of Sierra Leone

Volume/Issue: 2008/271

Series: IMF Working Papers

Author(s): Kadima Kalonji , Jan Gottschalk , and Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871296

Keywords: Historical decomposition, impulse response, variance decomposition, vector autoregression (VAR), monetary policy, central bank, aggregate demand,

This paper examines the determinants of inflation in Sierra Leone using a structural vector autoregression (VAR) approach to help forecast inflation for operational purposes. Despite data limitations, the paper acc...

Investment and Growth Dynamics

Investment and Growth Dynamics »

Source: Investment and Growth Dynamics : An Empirical Assessment Applied to Benin

Volume/Issue: 2008/120

Series: IMF Working Papers

Author(s): Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869804

Keywords: Growth, Structural VECM, Impulse response function (IFR), Variance decomposition (VD), Historical decomposition (HD), financial services, investment rate, international trade,

We investigate the nexus of public and private investment and assess the impact of both types of investment on growth. Using annual data for 1965-2005, we employ a coherent set of structural VAR outputs to model in...

Variance Decomposition Networks

Variance Decomposition Networks »

Source: Variance Decomposition Networks : Potential Pitfalls and a Simple Solution

Volume/Issue: 2017/107

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2017

ISBN: 9781475598407

Keywords: Systemic risk, Interconnectedness, networks, regularization techniques, global financial system, variance decomposition, VAR, Time-Series Models, Other

Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied rankings depe...

Recent Inflationary Trends in World Commodities Markets

Recent Inflationary Trends in World Commodities Markets »

Source: Recent Inflationary Trends in World Commodities Markets

Volume/Issue: 2008/130

Series: IMF Working Papers

Author(s): Noureddine Krichene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869897

Keywords: Commodities prices, common trends, variance decomposition, money supply, aggregate demand, real interest rates,

Expansionary monetary policies in key industrial countries and sharply depreciating U.S. dollar exchange rate sent commodities prices soaring at unprecedented rates during 2003-2007. Food prices rose to alarming le...

Analyzing Determinants of Inflation When There Are Data Limitation
			: The Case of Sierra Leone

Analyzing Determinants of Inflation When There Are Data Limitation : The Case of Sierra Leone »

Volume/Issue: 2008/271

Series: IMF Working Papers

Author(s): Kadima Kalonji , Jan Gottschalk , and Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451871296.001

ISBN: 9781451871296

Keywords: Historical decomposition, impulse response, variance decomposition, vector autoregression (VAR), monetary policy, central bank, aggregate demand,

This paper examines the determinants of inflation in Sierra Leone using a structural vector autoregression (VAR) approach to help forecast inflation for operational purposes. Despite data limitations, the paper acc...

Investment and Growth Dynamics
			: An Empirical Assessment Applied to Benin

Investment and Growth Dynamics : An Empirical Assessment Applied to Benin »

Volume/Issue: 2008/120

Series: IMF Working Papers

Author(s): Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

DOI: http://dx.doi.org/10.5089/9781451869804.001

ISBN: 9781451869804

Keywords: Growth, Structural VECM, Impulse response function (IFR), Variance decomposition (VD), Historical decomposition (HD), financial services, investment rate, international trade,

We investigate the nexus of public and private investment and assess the impact of both types of investment on growth. Using annual data for 1965-2005, we employ a coherent set of structural VAR outputs to model in...

Variance Decomposition Networks
			: Potential Pitfalls and a Simple Solution

Variance Decomposition Networks : Potential Pitfalls and a Simple Solution »

Volume/Issue: 2017/107

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 May 2017

DOI: http://dx.doi.org/10.5089/9781475598407.001

ISBN: 9781475598407

Keywords: Systemic risk, Interconnectedness, networks, regularization techniques, global financial system, variance decomposition, VAR, Time-Series Models, Other

Diebold and Yilmaz (2015) recently introduced variance decomposition networks as tools for quantifying and ranking the systemic risk of individual firms. The nature of these networks and their implied rankings depe...

Recent Inflationary Trends in World Commodities Markets

Recent Inflationary Trends in World Commodities Markets »

Volume/Issue: 2008/130

Series: IMF Working Papers

Author(s): Noureddine Krichene

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

DOI: http://dx.doi.org/10.5089/9781451869897.001

ISBN: 9781451869897

Keywords: Commodities prices, common trends, variance decomposition, money supply, aggregate demand, real interest rates,

Expansionary monetary policies in key industrial countries and sharply depreciating U.S. dollar exchange rate sent commodities prices soaring at unprecedented rates during 2003-2007. Food prices rose to alarming le...