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Assessing the Variability of Tax Elasticities in Lithuania

Assessing the Variability of Tax Elasticities in Lithuania »

Source: Assessing the Variability of Tax Elasticities in Lithuania

Volume/Issue: 2011/270

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463925222

Keywords: tax revenues, tax compliance, tax system, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper quantifies the variability of tax elasticities in Lithuania using two alternative methods: rolling regressions and pooled mean group estimator. The analysis is motivated by the systematic variation of ta...

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...

The Brazilian State Value-Added Tax

The Brazilian State Value-Added Tax »

Source: IMF Staff papers : Volume 20 No. 1

Volume: XX

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1973

ISBN: 9781451956351

Keywords: capital movements, equation, short-term capital, equations, correlation

This paper focuses on theoretical and policy issues posed by financial integration among industrial countries since the mid-1950s. The problems of measuring international financial integration and of estimating its...

Can Currency Demand Be Stable Under a Financial Crisis? the Case of Mexico

Can Currency Demand Be Stable Under a Financial Crisis? the Case of Mexico »

Source: Can Currency Demand Be Stable Under a Financial Crisis? the Case of Mexico

Volume/Issue: 1999/53

Series: IMF Working Papers

Author(s): May Khamis , and Alfredo Leone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451847369

Keywords: Currencies, Financial crisis, Mexico, demand for currency, stability, cointegration, inflation, statistics, statistic, equation

The paper finds strong evidence that real currency demand in Mexico remained stable throughout and after the financial crisis in Mexico. Cointegration analysis using the Johansen-Juselius technique indicates a stro...

Current Account Imbalances and Capital Formation in Industrial Countries, 1949–81

Current Account Imbalances and Capital Formation in Industrial Countries, 1949–81 »

Source: IMF Staff papers : Volume 31 No. 1

Volume: 31

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1984

ISBN: 9781451956672

Keywords: equation, correlation, capital markets, statistics, equations

This paper studies the role of domestic and foreign savings in financing capital formation in 19 industrial countries during the years after World War II. The authors' interpretation of the statistical evidence is...

Cyclicality of Revenue and Structural Balances in South Africa

Cyclicality of Revenue and Structural Balances in South Africa »

Source: Cyclicality of Revenue and Structural Balances in South Africa

Volume/Issue: 2010/216

Series: IMF Working Papers

Author(s): Burcu Aydin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455208814

Keywords: structural balance, credit growth, commodity and asset prices, tax revenue, tax base, tax policy, budget balance, Multiple or Simultaneous Equation Models: Time-Series Models, Econometric Modeling: General,

This paper applies a disaggregated method for the calculation of the cyclical component of the budget balance for South Africa with an emphasis on the effect of commodity and asset prices, and credit cycle. Results...

The Effects of Monetary and Fiscal Policy on Aggregate Demand in a Small Open Economy

The Effects of Monetary and Fiscal Policy on Aggregate Demand in a Small Open Economy »

Source: The Effects of Monetary and Fiscal Policy on Aggregate Demand in a Small Open Economy : An Application of the Structural Error Correction Model

Volume/Issue: 2000/165

Series: IMF Working Papers

Author(s): Tetsuya Konuki

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2000

ISBN: 9781451858044

Keywords: Monetary and fiscal policy, structural error correction models, equation, aggregate demand, equations, cointegration

This paper empirically analyzes the short-run effects of monetary and fiscal policy on aggregate demand, using the two-step structural error correction method. This method has an advantage over the standard reduced...

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...

Fiscal sustainability and the fiscal reaction function for South Africa

Fiscal sustainability and the fiscal reaction function for South Africa »

Source: Fiscal sustainability and the fiscal reaction function for South Africa

Volume/Issue: 2011/69

Series: IMF Working Papers

Author(s): Charl Jooste , Alfredo Cuevas , Ian Stuart , and Philippe Burger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

ISBN: 9781455227105

Keywords: Fiscal reaction function, deficits, equation, fiscal reaction, fiscal policy, fiscal reaction functions, National Deficit Surplus,

How does the South African government react to changes in its debt position? In investigating the question, this paper estimates fiscal reaction functions using various methods (OLS, VAR, TAR, GMM, State-Space mode...

Government Spending, Legislature Size, and the Executive Veto

Government Spending, Legislature Size, and the Executive Veto »

Source: Government Spending, Legislature Size, and the Executive Veto

Volume/Issue: 2001/208

Series: IMF Working Papers

Author(s): Reza Baqir

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451874709

Keywords: political institutions, executive veto, probability, statistics, equation, correlation, Analysis Of Collective Decision-making, Macroeconomic - Aspects Of Public Finance, Macroeconomic Policy, And General Outlook

Recent work on the political economy of fiscal policy has asked how budgetary institutions affect fiscal outcomes. But what determines the budgetary institutions? In this paper I consider one such institution: the...