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Asymmetric Effects of Government Spending

Asymmetric Effects of Government Spending »

Source: Asymmetric Effects of Government Spending : Does the Level of Real Interest Rates Matter?

Volume/Issue: 2005/7

Series: IMF Working Papers

Author(s): Woon Choi , and Michael Devereux

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

ISBN: 9781451860269

Keywords: Ricardian equivalence, regime switching, threshold vector autoregression, inflation, real rates, Multiple or Simultaneous Equation Models: Time-Series Models, Model Construction and Estimation,

This paper empirically explores how fiscal policy (represented by increases in government spending) has asymmetric effects on economic activity at different levels of real interest rates. It suggests that the effec...

Avoid Filling Swiss Cheese with Whipped Cream

Avoid Filling Swiss Cheese with Whipped Cream »

Source: Avoid Filling Swiss Cheese with Whipped Cream : Imputation Techniques and Evaluation Procedures for Cross-Country Time Series

Volume/Issue: 2011/151

Series: IMF Working Papers

Author(s): Michael Weber , and Michaela Denk

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455270507

Keywords: Missing or incomplete data, imputation quality, statistical matching, time series, missing data, algorithms, statistical methods, cluster analysis, Estimation, Model Evaluation and Selection

International organizations collect data from national authorities to create multivariate cross-sectional time series for their analyses. As data from countries with not yet well-established statistical systems may...

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Source: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...

A Bayesian-Estimated Model of Inflation Targeting in South Africa

A Bayesian-Estimated Model of Inflation Targeting in South Africa »

Source: A Bayesian-Estimated Model of Inflation Targeting in South Africa

Volume/Issue: 2008/48

Series: IMF Working Papers

Author(s): Thomas Harjes , and Luca Ricci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

ISBN: 9781451869101

Keywords: monetary model, Bayesian estimation, monetary policy, real interest rate, monetary transmission,

This paper estimates a small dynamic macroeconomic model for the South African economy with Bayesian methods. The model is tailored to assessing the impact of domestic as well as external shocks on inflation within...

A Brazilian-Type Debt Crisis: Simple Analytics

A Brazilian-Type Debt Crisis: Simple Analytics »

Source: IMF Staff Papers, Volume 51, No. 1

Volume: 51

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 April 2004

ISBN: 9781589063228

Keywords: expenditure, bribe, government expenditure, bribes, Banks and banking, Special Drawing Rights (SDR), Capital Stock, Cointegration, Demand (economic Theory), Empirical Methods

This first issue of Volume 51 for 2004 includes a new paper by Peter B. Clark and Jacques J. Polak, along with a tribute from the Editor to Mr. Polak in honor of his 90th birthday. This issue also launches a new fe...

Breaking the Curse of Sisyphus

Breaking the Curse of Sisyphus »

Source: Breaking the Curse of Sisyphus : An Empirical Analysis of Post-Conflict Economic Transitions

Volume/Issue: 2013/2

Series: IMF Working Papers

Author(s): Serhan Cevik , and Mohammad Rahmati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 January 2013

ISBN: 9781475531152

Keywords: Civil conflict, conflict recurrence risk, growth, institutions, geography, structural reforms, dynamic panel estimation, post-conflict, real gdp, gdp per capita

This paper provides a broad empirical analysis of the determinants of post-conflict economic transitions across the world during the period 1960-2010, using a dynamic panel estimation approach based on the system-g...

Bunching at 3 Percent: The Maastricht Fiscal Criterion and Government Deficits*

Bunching at 3 Percent: The Maastricht Fiscal Criterion and Government Deficits* »

Source: Bunching at 3 Percent: The Maastricht Fiscal Criterion and Government Deficits

Volume/Issue: 2018/182

Series: IMF Working Papers

Author(s): Francesca Caselli , and Philippe Wingender

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 August 2018

ISBN: 9781484371732

Keywords: Fiscal rules, Fiscal policy, bunching estimation, treatment effects, Deficit

This paper estimates the effects of the Maastricht treaty's fiscal criterion on EU countries' general government deficits. We combine treatment effects methods with bunching estimation, and find that the 3 percent...

Can the IMF's Medium-Term Growth Projections Be Improved?

Can the IMF's Medium-Term Growth Projections Be Improved? »

Source: Can the IMF's Medium-Term Growth Projections Be Improved?

Volume/Issue: 2004/203

Series: IMF Working Papers

Author(s): Juan Zalduendo , and Catia Batista

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2004

ISBN: 9781451874488

Keywords: Model estimation, forecasting, growth, inflation, statistic, terms of trade, inflation rates, Model Construction and Estimation, Forecasting and Other Model Applications, Economic Growth and Aggregate Productivity: General

Numerous reports have noted that the IMF's medium-term growth projections are overly optimistic, raising questions as to how these can be improved. To this end, we estimate a growth model and examine its out-of-sam...

A Closer Look at Sectoral Financial Linkages in Brazil I

A Closer Look at Sectoral Financial Linkages in Brazil I »

Source: A Closer Look at Sectoral Financial Linkages in Brazil I

Volume/Issue: 2016/45

Series: IMF Working Papers

Author(s): Izabela Karpowicz , Fabian Lipinsky , and Jongho Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 March 2016

ISBN: 9781513536880

Keywords: balance sheet analysis, DSGE Bayesian estimation, emerging economies, equity, share, balance sheet, balance sheets, debt, International Lending and Debt Problems, International Business Cycles

Understanding the interplay between firms’ balance sheets and the macro-economic environment is important for understanding of the Brazilian economy. A close examination of developments in the nonfinancial corporat...

Closing Gender Gaps in India: Does Increasing Womens' Access to Finance Help?

Closing Gender Gaps in India: Does Increasing Womens' Access to Finance Help? »

Volume/Issue: 2018/212

Series: IMF Working Papers

Author(s): Purva Khera

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 September 2018

DOI: http://dx.doi.org/10.5089/9781484377468.001

ISBN: 9781484377468

Keywords: gender inequality, informality, DSGE, Indian economy, Bayesian estimation

Gender gaps in womens' economic opportunities-labor market and entrepreneurship-have remained high in India. Lack of adequate collateral limits women entrepreneurs' ability to access formal finance, leaving them to...