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Business Cycles in Emerging Markets

Business Cycles in Emerging Markets »

Source: Business Cycles in Emerging Markets : The Role of Durable Goods and Financial Frictions

Volume/Issue: 2011/133

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455259380

Keywords: real business cycles, durables, financial frictions, business cycles, total consumption, interest rates, business cycle, elasticity of substitution, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

This paper examines how durable goods and financial frictions shape the business cycle of a small open economy subject to shocks to trend and transitory shocks. In the data, nondurable consumption is not as volatil...

Estimating Parameters of Short-Term Real Interest Rate Models1

Estimating Parameters of Short-Term Real Interest Rate Models1 »

Source: Estimating Parameters of Short-Term Real Interest Rate Models

Volume/Issue: 2013/212

Series: IMF Working Papers

Author(s): Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2013

ISBN: 9781475594645

Keywords: Real Interest Rate, Single-factor Models, Short-term Interest Rate, interest rate, interest, interest rates, real interest, Asset Pricing, Asset Pricing, and Short-term Interest Rate.,

This paper sheds light on a narrow but crucial question in finance: What should be the parameters of a model of the short-term real interest rate? Although models for the nominal interest rate are well studied and...

Japan
			: Selected Issues

Japan : Selected Issues »

Volume/Issue: 2004/247

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 August 2004

DOI: http://dx.doi.org/10.5089/9781451820577.002

ISBN: 9781451820577

Keywords: business cycle, business cycles, exchange rate, interest rates, international monetary fund

This Selected Issues paper analyzes the key features of the Japanese business cycle, and investigates whether the current recovery differs from past recoveries. In particular, this paper poses the following questio...

Thailand
			: Selected Issues

Thailand : Selected Issues »

Volume/Issue: 2008/194

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 June 2008

DOI: http://dx.doi.org/10.5089/9781451836851.002

ISBN: 9781451836851

Keywords: exchange rate, output gap, monetary policy, interest rates, interest rate

To estimate the New Keynesian model, we use four key macroeconomic series for Thailand. The priors are chosen to reflect general considerations of the appropriate model dynamics and our judgment about the Thai econ...

Estimating Parameters of Short-Term Real Interest Rate Models

Estimating Parameters of Short-Term Real Interest Rate Models »

Volume/Issue: 2013/212

Series: IMF Working Papers

Author(s): Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2013

DOI: http://dx.doi.org/10.5089/9781475594645.001

ISBN: 9781475594645

Keywords: Real Interest Rate, Single-factor Models, Short-term Interest Rate, interest rate, interest, interest rates, real interest, Asset Pricing, Asset Pricing, and Short-term Interest Rate.,

This paper sheds light on a narrow but crucial question in finance: What should be the parameters of a model of the short-term real interest rate? Although models for the nominal interest rate are well studied and...

Business Cycles in Emerging Markets
			: The Role of Durable Goods and Financial Frictions

Business Cycles in Emerging Markets : The Role of Durable Goods and Financial Frictions »

Volume/Issue: 2011/133

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

DOI: http://dx.doi.org/10.5089/9781455259380.001

ISBN: 9781455259380

Keywords: real business cycles, durables, financial frictions, business cycles, total consumption, interest rates, business cycle, elasticity of substitution, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

This paper examines how durable goods and financial frictions shape the business cycle of a small open economy subject to shocks to trend and transitory shocks. In the data, nondurable consumption is not as volatil...

Japan: Selected Issues

Japan: Selected Issues »

Source: Japan : Selected Issues

Volume/Issue: 2004/247

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 August 2004

ISBN: 9781451820577

Keywords: business cycle, business cycles, exchange rate, interest rates, international monetary fund

This Selected Issues paper analyzes the key features of the Japanese business cycle, and investigates whether the current recovery differs from past recoveries. In particular, this paper poses the following questio...

Japan: Selected Issues

Japan: Selected Issues »

Source: Japan : Selected Issues

Volume/Issue: 2004/247

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 August 2004

ISBN: 9781451820577

Keywords: business cycle, business cycles, exchange rate, interest rates, international monetary fund

This Selected Issues paper analyzes the key features of the Japanese business cycle, and investigates whether the current recovery differs from past recoveries. In particular, this paper poses the following questio...

Japan: Selected Issues

Japan: Selected Issues »

Source: Japan : Selected Issues

Volume/Issue: 2004/247

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 August 2004

ISBN: 9781451820577

Keywords: business cycle, business cycles, exchange rate, interest rates, international monetary fund

This Selected Issues paper analyzes the key features of the Japanese business cycle, and investigates whether the current recovery differs from past recoveries. In particular, this paper poses the following questio...

Japan: Selected Issues

Japan: Selected Issues »

Source: Japan : Selected Issues

Volume/Issue: 2004/247

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 August 2004

ISBN: 9781451820577

Keywords: business cycle, business cycles, exchange rate, interest rates, international monetary fund

This Selected Issues paper analyzes the key features of the Japanese business cycle, and investigates whether the current recovery differs from past recoveries. In particular, this paper poses the following questio...