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Growth in East Asia

Growth in East Asia »

Source: Growth in East Asia : What We Can and What We Cannot Infer From it

Volume/Issue: 1995/98

Series: IMF Working Papers

Author(s): Michael Sarel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1995

ISBN: 9781451852080

Keywords: growth rates, economic growth, growth rate, growth accounting, estimation period

This paper examines the different arguments raised by the studies that addressed the East Asian growth experience. The original arguments presented in this paper are all on the negative side, highlighting problems...

Growth in East Asia
			: What We Can and What We Cannot Infer From it

Growth in East Asia : What We Can and What We Cannot Infer From it »

Volume/Issue: 1995/98

Series: IMF Working Papers

Author(s): Michael Sarel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1995

DOI: http://dx.doi.org/10.5089/9781451852080.001

ISBN: 9781451852080

Keywords: growth rates, economic growth, growth rate, growth accounting, estimation period

This paper examines the different arguments raised by the studies that addressed the East Asian growth experience. The original arguments presented in this paper are all on the negative side, highlighting problems...

Measuring External Risks for Peru
			: Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy

Measuring External Risks for Peru : Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy »

Volume/Issue: 2014/161

Series: IMF Working Papers

Author(s): Fei Han

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

DOI: http://dx.doi.org/10.5089/9781498327220.001

ISBN: 9781498327220

Keywords: Macroeconomic Model, Partial Dollarization, External Risk, Macroeconomic Forecast, inflation, aggregate demand, monetary fund, Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation, Forecasting and Simulation, Monetary Policy (Targets

This paper quantifies the effects of external risks for Peru, with particular attention to two major external risks, China's investment slowdown and the U.S. monetary policy tightening. In particular, a macroeconom...

Monetary Policy Analysis and Forecasting in the Group of Twenty
			: A Panel Unobserved Components Approach

Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach »

Volume/Issue: 2010/152

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201358.001

ISBN: 9781455201358

Keywords: Monetary policy analysis, Panel unobserved components model, Bayesian conditioning on judgment, inflation, monetary conditions, nominal interest rate, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation, Forecasting and Other Model Applications

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structu...

Monetary Policy Analysis and Forecasting in the World Economy
			: A Panel Unobserved Components Approach

Monetary Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach »

Volume/Issue: 2009/238

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873856.001

ISBN: 9781451873856

Keywords: Monetary policy analysis, world economy, panel unobserved components model, Bayesian conditioning on judgment, monetary conditions, nominal interest rate, price inflation, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model...

Peaks, Spikes, and Barrels
			: Modeling Sharp Movements in Oil Prices

Peaks, Spikes, and Barrels : Modeling Sharp Movements in Oil Prices »

Volume/Issue: 2010/186

Series: IMF Working Papers

Author(s): Malika Pant , Martin Mühleisen , and Alun Thomas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

DOI: http://dx.doi.org/10.5089/9781455202201.001

ISBN: 9781455202201

Keywords: oil price, consumption demand, asset demand, speculation, oil prices, opec, oil imports, oil supply, crude oil, Prices

Global oil markets were roiled by sharp price swings in 2008, and economists are still divided over the reasons for the unusual volatility. Those emphasizing fundamentals point to inelastic supply and demand curves...

Policy Analysis and Forecasting in the  World Economy
			: A Panel Unobserved Components Approach

Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach »

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475504187.001

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...

Solving and Estimating Indeterminate DSGE Models

Solving and Estimating Indeterminate DSGE Models »

Volume/Issue: 2013/200

Series: IMF Working Papers

Author(s): Roger Farmer , and Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2013

DOI: http://dx.doi.org/10.5089/9781475589214.001

ISBN: 9781475589214

Keywords: Indeterminacy, DSGE Models, Expectational Errors, model, models, software, literature, press, General, Estimation

We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare...

What Drives Credit Growth in Emerging Asia?

What Drives Credit Growth in Emerging Asia? »

Volume/Issue: 2012/43

Series: IMF Working Papers

Author(s): Fei Han , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

DOI: http://dx.doi.org/10.5089/9781463936440.001

ISBN: 9781463936440

Keywords: rapid credit growth, emerging Asia, SVAR, Bayesian estimation, sign restrictions, aggregate demand, domestic monetary policy, inflation, financial stability, What Drives Credit Growth in Emerging Asia?

This paper seeks to uncover the main drivers of credit growth in emerging Asia using a multi-country structural vector autoregressive (SVAR) model. Taking a novel approach, we developed a two-block SVAR whereby sho...

Measuring External Risks for Peru

Measuring External Risks for Peru »

Source: Measuring External Risks for Peru : Insights from a Macroeconomic Model for a Small Open and Partially Dollarized Economy

Volume/Issue: 2014/161

Series: IMF Working Papers

Author(s): Fei Han

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 September 2014

ISBN: 9781498327220

Keywords: Macroeconomic Model, Partial Dollarization, External Risk, Macroeconomic Forecast, inflation, aggregate demand, monetary fund, Multiple or Simultaneous Equation Models: Instrumental Variables (IV) Estimation, Forecasting and Simulation, Monetary Policy (Targets

This paper quantifies the effects of external risks for Peru, with particular attention to two major external risks, China's investment slowdown and the U.S. monetary policy tightening. In particular, a macroeconom...