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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...

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 Bayesian-Estimated Model of Inflation Targeting in South Africa

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

DOI: http://dx.doi.org/10.5089/9781451869101.001

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...

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

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

DOI: http://dx.doi.org/10.5089/9781455270507.001

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...

Price Subsidies and the Conduct of Monetary Policy

Price Subsidies and the Conduct of Monetary Policy »

Volume/Issue: 2012/15

Series: IMF Working Papers

Author(s): Nooman Rebei , and Mohamed Safouane Ben Aissa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931209.001

ISBN: 9781463931209

Keywords: Taylor rules, optimal monetary policy, general equilibrium, government subsidies, Bayesian estimation, inflation, inflation rates, monetary economics, General Aggregative Models,

This paper investigates optimized monetary policy rules in the presence of government intervention to stabilize prices of certain categories of goods and services. The paper estimates a small-scale, structural equi...

The Informal Economy in Sub-Saharan Africa
			: Size and Determinants

The Informal Economy in Sub-Saharan Africa : Size and Determinants »

Volume/Issue: 2017/156

Series: IMF Working Papers

Author(s): Leandro Medina , Andrew Jonelis , and Mehmet Cangul

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 July 2017

DOI: http://dx.doi.org/10.5089/9781484305942.001

ISBN: 9781484305942

Keywords: Uganda, South Africa, Rwanda, Senegal, Seychelles, Sierra Leone, Sudan, Swaziland, Tanzania, Togo

The multiple indicator-multiple cause (MIMIC) method is a well-established tool for measuring informal economic activity. However, it has been criticized because GDP is used both as a cause and indicator variable....

The Sources of Business Cycles in a Low Income Country

The Sources of Business Cycles in a Low Income Country »

Volume/Issue: 2015/40

Series: IMF Working Papers

Author(s): Romain Houssa , Jolan Mohimont , and Christopher Otrok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2015

DOI: http://dx.doi.org/10.5089/9781498310147.001

ISBN: 9781498310147

Keywords: Credit Shocks, Macroeconomic Stabilization Policies, Sign Restrictions, Bayesian VAR, credit, productivity, inflation, prices, exchange, Models with Panel Data

We examine the role of global and domestic shocks in driving macroeconomic fluctuations for Ghana. We are able to study the impact of exogenous shocks including productivity, credit supply, and commodity price shoc...

The Informal Economy in Sub-Saharan Africa

The Informal Economy in Sub-Saharan Africa »

Source: The Informal Economy in Sub-Saharan Africa : Size and Determinants

Volume/Issue: 2017/156

Series: IMF Working Papers

Author(s): Leandro Medina , Andrew Jonelis , and Mehmet Cangul

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 July 2017

ISBN: 9781484305942

Keywords: Uganda, South Africa, Rwanda, Senegal, Seychelles, Sierra Leone, Sudan, Swaziland, Tanzania, Togo

The multiple indicator-multiple cause (MIMIC) method is a well-established tool for measuring informal economic activity. However, it has been criticized because GDP is used both as a cause and indicator variable....

Price Subsidies and the Conduct of Monetary Policy

Price Subsidies and the Conduct of Monetary Policy »

Source: Price Subsidies and the Conduct of Monetary Policy

Volume/Issue: 2012/15

Series: IMF Working Papers

Author(s): Nooman Rebei , and Mohamed Safouane Ben Aissa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931209

Keywords: Taylor rules, optimal monetary policy, general equilibrium, government subsidies, Bayesian estimation, inflation, inflation rates, monetary economics, General Aggregative Models,

This paper investigates optimized monetary policy rules in the presence of government intervention to stabilize prices of certain categories of goods and services. The paper estimates a small-scale, structural equi...

The Sources of Business Cycles in a Low Income Country*

The Sources of Business Cycles in a Low Income Country* »

Source: The Sources of Business Cycles in a Low Income Country

Volume/Issue: 2015/40

Series: IMF Working Papers

Author(s): Romain Houssa , Jolan Mohimont , and Christopher Otrok

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2015

ISBN: 9781498310147

Keywords: Credit Shocks, Macroeconomic Stabilization Policies, Sign Restrictions, Bayesian VAR, credit, productivity, inflation, prices, exchange, Models with Panel Data

We examine the role of global and domestic shocks in driving macroeconomic fluctuations for Ghana. We are able to study the impact of exogenous shocks including productivity, credit supply, and commodity price shoc...