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Asset Prices and Time-Varying Risk

Asset Prices and Time-Varying Risk »

Source: Asset Prices and Time-Varying Risk

Volume/Issue: 1988/42

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 May 1988

ISBN: 9781451975437

Keywords: equation, fiscal reform, government spending, covariance, time series

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...

Fiscal Expectations Under the Stability and Growth Pact

Fiscal Expectations Under the Stability and Growth Pact »

Source: Fiscal Expectations Under the Stability and Growth Pact : Evidence from Survey Data

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

Keywords: credibility, Stability and Growth Pact, survey data, budget deficit, survey, fiscal authorities, fiscal forecasts, equation, Structure, Scope

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...

Asset Prices and Time-Varying Risk

Asset Prices and Time-Varying Risk »

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

Keywords: equation, fiscal reform, government spending, covariance, time series

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...

Fiscal Expectations Under the Stability and Growth Pact
			: Evidence from Survey Data

Fiscal Expectations Under the Stability and Growth Pact : Evidence from Survey Data »

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

Keywords: credibility, Stability and Growth Pact, survey data, budget deficit, survey, fiscal authorities, fiscal forecasts, equation, Structure, Scope

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...

On the Properties of Various Estimators for Fiscal Reaction Functions

On the Properties of Various Estimators for Fiscal Reaction Functions »

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

Keywords: Fiscal reaction functions, panel data, dynamic models, equation, fiscal reaction, equations, public debt, National Deficit Surplus,

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...

On the Properties of Various Estimators for Fiscal Reaction Functions

On the Properties of Various Estimators for Fiscal Reaction Functions »

Source: On the Properties of Various Estimators for Fiscal Reaction Functions

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

Keywords: Fiscal reaction functions, panel data, dynamic models, equation, fiscal reaction, equations, public debt, National Deficit Surplus,

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...