Volume/Issue: 1988/42
Series: IMF Working Papers
Author(s):
International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
17
May
1988
ISBN: 9781451975437
Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas...
Volume/Issue: 2011/48
Series: IMF Working Papers
Author(s):
Marcos Poplawski-Ribeiro
, and
Jan-Christoph Rülke
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
March
2011
ISBN: 9781455218943
The paper uses survey data to analyze whether financial market expectations on government budget deficits changed in France, Germany, Italy, and the United Kingdom during the period of the Stability and Growth Pact...
Volume/Issue: 1988/42
Series: IMF Working Papers
Author(s):
International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
17
May
1988
DOI: http://dx.doi.org/10.5089/9781451975437.001
ISBN: 9781451975437
Observers have often characterized asset markets as being subject to periods of tranquility and periods of turbulence. Until recently, however, researchers were unable to produce closed-form asset pricing formulas...
Volume/Issue: 2011/48
Series: IMF Working Papers
Author(s):
Marcos Poplawski-Ribeiro
, and
Jan-Christoph Rülke
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
March
2011
DOI: http://dx.doi.org/10.5089/9781455218943.001
ISBN: 9781455218943
The paper uses survey data to analyze whether financial market expectations on government budget deficits changed in France, Germany, Italy, and the United Kingdom during the period of the Stability and Growth Pact...
Volume/Issue: 2006/182
Series: IMF Working Papers
Author(s):
Oya Celasun
, and
Joong Kang
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
July
2006
DOI: http://dx.doi.org/10.5089/9781451864427.001
ISBN: 9781451864427
This paper evaluates the bias of the least-squares-with-dummy-variables (LSDV) method in fiscal reaction function estimations. A growing number of studies estimate fiscal policy reaction functions-that is, relation...
Volume/Issue: 2006/182
Series: IMF Working Papers
Author(s):
Oya Celasun
, and
Joong Kang
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
July
2006
ISBN: 9781451864427
This paper evaluates the bias of the least-squares-with-dummy-variables (LSDV) method in fiscal reaction function estimations. A growing number of studies estimate fiscal policy reaction functions-that is, relation...