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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...

Oil Price Volatility and the Role of Speculation

Oil Price Volatility and the Role of Speculation »

Source: Oil Price Volatility and the Role of Speculation

Volume/Issue: 2014/218

Series: IMF Working Papers

Author(s): Samya Beidas-Strom , and Andrea Pescatori

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

ISBN: 9781498333481

Keywords: oil and the business cycle, crude oil speculation and inventories, demand and supply shocks, oil price volatility, vector autoregression (VAR), price, market, demand, prices, inventories

How much does speculation contribute to oil price volatility? We revisit this contentious question by estimating a sign-restricted structural vector autoregression (SVAR). First, using a simple storage model, we sh...

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...

Oil Price Volatility and the Role of Speculation

Oil Price Volatility and the Role of Speculation »

Volume/Issue: 2014/218

Series: IMF Working Papers

Author(s): Samya Beidas-Strom , and Andrea Pescatori

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

DOI: http://dx.doi.org/10.5089/9781498333481.001

ISBN: 9781498333481

Keywords: oil and the business cycle, crude oil speculation and inventories, demand and supply shocks, oil price volatility, vector autoregression (VAR), price, market, demand, prices, inventories

How much does speculation contribute to oil price volatility? We revisit this contentious question by estimating a sign-restricted structural vector autoregression (SVAR). First, using a simple storage model, we sh...