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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...

Currency Mismatches and Corporate Default Risk

Currency Mismatches and Corporate Default Risk »

Source: Currency Mismatches and Corporate Default Risk : Modeling, Measurement, and Surveillance Applications

Volume/Issue: 2006/269

Series: IMF Working Papers

Author(s): Andre Santos , and Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865295

Keywords: Default risk, currency mismatch, econometric estimation, financial surveillance, probability, equation, diffusion model, bond, calibration,

Currency mismatches in corporate balance sheets have been singled out as an important factor underlying the severity of recent financial crises. We propose several structural models for measuring default risk for f...

Data Dissemination Standards and the Statistical Quality of the IMF’s World Economic Outlook Forecasts1

Data Dissemination Standards and the Statistical Quality of the IMF’s World Economic Outlook Forecasts1 »

Source: Data Dissemination Standards and the Statistical Quality of the IMF's World Economic Outlook Forecasts

Volume/Issue: 2010/203

Series: IMF Working Papers

Author(s): Mico Mrkaic

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455205349

Keywords: Data quality, data dissemination standards, WEO, inflation, statistics, variance analysis, probability, correlation, Estimation, Methodology for Collecting

This paper analyzes the effects of IMF member countries participation in the IMF's Data Standards Initiatives (DSI) on the statistical quality of WEO forecasts. Results show that WEO forecasts for SDDS subscribers...

Did Output Recover from the Asian Crisis?

Did Output Recover from the Asian Crisis? »

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...

An Estimated Small Open Economy Model of the Financial Accelerator

An Estimated Small Open Economy Model of the Financial Accelerator »

Source: An Estimated Small Open Economy Model of the Financial Accelerator

Volume/Issue: 2005/44

Series: IMF Working Papers

Author(s): Alejandro Justiniano Espigares , Selim Elekdag , and Ivan Tchakarov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

ISBN: 9781451860634

Keywords: Financial accelerator, Bayesian estimation of DSGE models, Taylor rules, exchange rate, standard deviation, probability, exchange rates, equation, Bayesian Analysis, Open Economy Macroeconomics,

This paper develops a small open economy model where entrepreneurs partially finance investment using foreign currency denominated debt subject to a risk premium above and beyond international interest rates. We us...

Estimating a Structural Model of Herd Behavior in Financial Markets

Estimating a Structural Model of Herd Behavior in Financial Markets »

Source: Estimating a Structural Model of Herd Behavior in Financial Markets

Volume/Issue: 2010/288

Series: IMF Working Papers

Author(s): Antonio Guarino , and Marco Cipriani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455211692

Keywords: Herd Behavior, Market Microstructure, Structural Estimation, probability, financial markets, probabilities, standard deviation, financial economics, Asymmetric and Private Information, Estimation,

We develop a new methodology to estimate the importance of herd behavior in financial markets: we build a structural model of informational herding that can be estimated with financial transaction data. In the mode...

Estimating Markov Transition Matrices Using Proportions Data

Estimating Markov Transition Matrices Using Proportions Data »

Source: Estimating Markov Transition Matrices Using Proportions Data : An Application to Credit Risk

Volume/Issue: 2005/219

Series: IMF Working Papers

Author(s): Matthew Jones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2005

ISBN: 9781451862386

Keywords: Markov transition matrix, nonperforming loans, interest coverage, probabilities, probability, probability model, interest coverage ratio, banking, Estimation,

This paper outlines a way to estimate transition matrices for use in credit risk modeling with a decades-old methodology that uses aggregate proportions data. This methodology is ideal for credit-risk applications...

Growth Determinants Revisited

Growth Determinants Revisited »

Source: Growth Determinants Revisited

Volume/Issue: 2009/268

Series: IMF Working Papers

Author(s): Charalambos Tsangarides , and Alin Mirestean

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874136

Keywords: growth regressions, Bayesian Model Averaging, dynamic panel estimation, limited information estimation, probability, econometrics, probabilities, equation, growth model,

This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model in panel data...

Growth Empirics Under Model Uncertainty

Growth Empirics Under Model Uncertainty »

Source: Growth Empirics Under Model Uncertainty : Is Africa Different?

Volume/Issue: 2005/18

Series: IMF Working Papers

Author(s): Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

ISBN: 9781451860375

Keywords: growth regressions, Bayesian model averaging, dynamic panel estimation, debt, probability, samples, debt service, external debt, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data

This paper attempts to identify robust patterns of cross-country growth behavior in the world as a whole and Africa. It employs a novel methodology that incorporates a dynamic panel estimator, and Bayesian Model Av...

How Much Do Trading Partners Matter for Economic Growth?

How Much Do Trading Partners Matter for Economic Growth? »

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...