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Adding Indonesia to the Global Projection Model1

Adding Indonesia to the Global Projection Model1 »

Source: Adding Indonesia to the Global Projection Model

Volume/Issue: 2009/253

Series: IMF Working Papers

Author(s): Roberto Garcia-Saltos , Douglas Laxton , Michal Andrle , Haris Munandar , Charles Freedman , and Danny Hermawan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451941715

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, rate of inflation, real interest rate, Model Construction and Estimation,

This is the fifth of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which ec...

Adding Latin America to the Global Projection Model1

Adding Latin America to the Global Projection Model1 »

Source: Adding Latin America to the Global Projection Model

Volume/Issue: 2009/85

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872323

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, equation, forecasting, real interest rate,

This is the fourth of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which e...

An Analysis of Money Demand and Inflation in the Islamic Republic of Iran

An Analysis of Money Demand and Inflation in the Islamic Republic of Iran »

Source: An Analysis of Money Demand and Inflation in the Islamic Republic of Iran

Volume/Issue: 2002/205

Series: IMF Working Papers

Author(s): Mangal Goswami , and Oya Celasun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451874563

Keywords: Exchange Rate, money market, money supply, inflation rate, Model Construction and Estimation,

This study examines money demand and inflation dynamics in the Islamic Republic of Iran using quarterly data for the period 1990/91-2001/02 and tests whether the disinflation during 2000/01-2001/02 represents a str...

Are Immigrant Remittance Flows a Source of Capital for Development?

Are Immigrant Remittance Flows a Source of Capital for Development? »

Source: IMF Staff Papers, Volume 52, No. 1

Volume: 52

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2005

ISBN: 9781589064195

Keywords: recessions, recession, asian crisis, probability, probabilities, Capital Stock, Convergence (economics), Correlation (statistics), Decomposition Method, Economic Development. Econometric Models

This first issue of IMF Staff Papers for 2005 contains 7 papers that discuss: whether output recovered after the Asian crisis; the value of a country's trading partners to its own economic growth; whether interdepe...

Armenia

Armenia »

Source: Armenia : An Assessment of the Real Exchange Rate and Competitiveness

Volume/Issue: 2011/20

Series: IMF Working Papers

Author(s): Anke Weber , and Chunfang Yang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455211951

Keywords: Equilibrium exchange rate, competitiveness, panel estimations, exchange rate, real exchange rate, cointegration, survey, Open Economy Macroeconomics,

This paper uses a range of different methodologies to estimate the equilibrium real exchange rate in Armenia with both single-country and panel estimation techniques. We estimate a country specific autoregressive d...

Assessing Accuracy and Reliability

Assessing Accuracy and Reliability »

Source: Assessing Accuracy and Reliability : A Note Basedon Approaches Used in National Accounts and Balance of Payments Statistics

Volume/Issue: 2002/24

Series: IMF Working Papers

Author(s): Carol Carson , and Lucie Laliberté

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

ISBN: 9781451844153

Keywords: Accuracy, judgmental evaluation, reliability, revisions, revision studies, statistics, national accounts, survey, statistical techniques, statisticians

Both national accounts and balance of payments are based on multiple, complex source data and typically undergo several routine revisions as more and better source data are incorporated into the final estimates. As...

Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union1

Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union1 »

Source: Assessing Exchange Rate Competitiveness in the Eastern Caribbean Currency Union

Volume/Issue: 2009/78

Series: IMF Working Papers

Author(s): Emilio Pineda , Paul Cashin , and Yan Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872255

Keywords: Equilibrium real exchange rate, tourism exports, panel estimation, ECCU, exchange rate, real exchange rate, current account, current account balance,

This paper uses three methods to assess movements of real exchange rates in the ECCU over time. First, the purchasing power parity hypothesis is tested and then used to provide a benchmark for equilibrium real exch...

Assessing Monthly Progress towards Annual Fiscal Revenue Targets

Assessing Monthly Progress towards Annual Fiscal Revenue Targets »

Source: Assessing Monthly Progress towards Annual Fiscal Revenue Targets

Volume/Issue: 2002/116

Series: IMF Working Papers

Author(s): Daniel Kanda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2002

ISBN: 9781451853940

Keywords: fiscal, revenue, hypothesis testing, statistic, tax revenue, equation, tax collections, Model Construction and Estimation, Forecasting and Other Model Applications,

A simple statistical methodology is developed to help evaluate monthly progress toward an annual fiscal revenue target, and the applicability of the methodology to both developing and industrial countries is demons...

An Assessment of Malaysian Monetary Policy During the Global Financial Crisis of 2008-09

An Assessment of Malaysian Monetary Policy During the Global Financial Crisis of 2008-09 »

Source: An Assessment of Malaysian Monetary Policy During the Global Financial Crisis of 2008-09

Volume/Issue: 2012/35

Series: IMF Working Papers

Author(s): Selim Elekdag , Subir Lall , and Harun Alp

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463933203

Keywords: financial accelerator, Bayesian estimation, DSGE model, exchange rate, exchange rate regime, exchange rate flexibility, fixed exchange rate regime, Bayesian Analysis, And The Supply Of Money And Credit,

Malaysia was hit hard by the global financial crisis of 2008-09. Anticipating the downturn that would follow the episode of extreme financial turbulence, Bank Negara Malaysia (BNM) let the exchange rate depreciate...

Asset Booms and Structural Fiscal Positions

Asset Booms and Structural Fiscal Positions »

Source: Asset Booms and Structural Fiscal Positions : The Case of Ireland

Volume/Issue: 2010/57

Series: IMF Working Papers

Author(s): Daniel Kanda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

ISBN: 9781451963687

Keywords: Asset Price Cycle, Property Bubble, expenditure, structural fiscal, fiscal balance, public finances, Estimation, Model Construction and Estimation, National Deficit Surplus, Econometric And Statistical Methods: - General,

Asset booms and sectoral changes can distort traditional estimates of structural fiscal revenue, and could lead to serious fiscal policy errors. This paper extends the estimation of structural revenues to take acco...