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Macroeconomic Performance Under Alternative Exchange Rate Regimes

Macroeconomic Performance Under Alternative Exchange Rate Regimes »

Source: Macroeconomic Performance Under Alternative Exchange Rate Regimes : Does Wage Indexation Matter?

Volume/Issue: 1998/118

Series: IMF Working Papers

Author(s): Esteban Jadresic

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1998

ISBN: 9781451941036

Keywords: Indexation, wages, exchange rate regimes, wage, wage indexation, exchange rate, exchange rate regime

This paper reexamines the macroeconomic effects of wage indexation in an open economy under alternative exchange rate regimes. The main finding is that, once the lags in actual indexation rules are considered, wage...

Measuring Competitiveness

Measuring Competitiveness »

Source: Measuring Competitiveness

Volume/Issue: 2006/209

Series: IMF Working Papers

Author(s): J. Peter Neary

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

ISBN: 9781451864694

Keywords: Competitiveness, economic theory of index numbers, European Monetary Union (EMU), real effective exchange rates (REERs), exchange rates, exchange rate, effective exchange rates, nominal exchange rate, Macroeconomic Aspects of International Trade and Finance: General,

This paper reviews alternative approaches to measuring an economy's cost competitiveness and proposes some new measures inspired by the economic theory of index numbers. The indices provide a theoretical benchmark...

Is Digitalization Driving Domestic Inflation?

Is Digitalization Driving Domestic Inflation? »

Source: Is Digitalization Driving Domestic Inflation?

Volume/Issue: 2019/271

Series: IMF Working Papers

Author(s): Balazs Csonto , Yuxuan Huang , and Camilo Tovar Mora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 December 2019

ISBN: 9781513519944

Keywords: Consumer price indexes, Nominal effective exchange rate, Price indexes, Purchasing power parity, Commodity price indexes, Inflation, Digitalization, IP Address, Internet., WP

This paper examines the extent to which digitalization-measured by a new proxy based on IP addresses allocations per country-has influenced inflation dynamics in a sample of 36 advanced and emerging economies over...

Pass-Through of Imported Input Prices to Domestic Producer Prices

Pass-Through of Imported Input Prices to Domestic Producer Prices »

Source: Pass-Through of Imported Input Prices to Domestic Producer Prices

Volume/Issue: 2016/23

Series: IMF Working Papers

Author(s): JaeBin Ahn , Chang-Gui Park , and Chanho Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 February 2016

ISBN: 9781475522280

Keywords: exchange rate pass-through, imported input cost pass-through, inflation, price, prices, price index, producer price, General,

Motivated by stylized facts pointing to a dominant role of imported inputs in transmitting external price shocks to domestic prices, this paper zooms in to study the pass-through of imported input costs to domestic...

Currency Crisis and Contagion

Currency Crisis and Contagion »

Source: Currency Crisis and Contagion : Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand

Volume/Issue: 2000/39

Series: IMF Working Papers

Author(s): Jun Nagayasu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2000

ISBN: 9781451845822

Keywords: Financial crisis, Exchange rates, Philippines, Thailand, Asian financial crisis, contagion, stock indices, currency crisis, currency crises, stock index

This paper analyzes empirically the recent Asian financial crisis using high frequency data of exchange rates and stock indices of the Philippines and Thailand. Utilizing standard time-series techniques, this study...

Macroeconomic and Structural Policies in Fund-Supported Programs - Review of Experience

Macroeconomic and Structural Policies in Fund-Supported Programs - Review of Experience »

Source: Macroeconomic and Structural Policies in Fund-Supported Programs - Review of Experience

Volume/Issue: 2004/047

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 November 2004

ISBN: 9781498330008

Keywords: Exchange rate regimes, Financial programs, Fund-supported adjustment programs, Structural adjustment, Balance of payments, Consumer price indexes, Monetary policy, Financial crises, Central bank autonomy, non-transition

A Fund-supported program is a package of envisaged policies which, combined with approved financing, is expected to achieve certain economic objectives such as fostering macroeconomic stability and orderly external...

A Quantitative Assessment of Financial Conditions in Asia

A Quantitative Assessment of Financial Conditions in Asia »

Source: A Quantitative Assessment of Financial Conditions in Asia

Volume/Issue: 2011/170

Series: IMF Working Papers

Author(s): Carolina Osorio Buitron , Filiz Unsal , and Runchana Pongsaparn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462314331

Keywords: Financial sector, Economic growth, Economic conditions, Asia, Forecasting models, Gross domestic product, Global Financial Crisis 2008-2009, Financial conditions index, VAR, Dynamic Factor Analysis

We propose a new Financial Condition Index (FCI) for Asian economies based on two different methodologies: a VAR model and a Dynamic Factor Model. The paper shows that this index has predictive power in forecasting...

Fourteenth General Review of Quotas - Updated Data Set and Quota Calculations

Fourteenth General Review of Quotas - Updated Data Set and Quota Calculations »

Source: Fourteenth General Review of Quotas - Updated Data Set and Quota Calculations

Volume/Issue: 2010/061

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 July 2010

ISBN: 9781498337311

Keywords: Fourteenth General Review of Quotas, Quota calculations, Quota distribution, Quota formulas, Quotas, Financial statistics, Foreign exchange reserves, Price indexes, Exchange market rates, Exchange rate markets

In March 2009, the Fund established a new Framework Administered Account to administer external financial resources for selected Fund Activities (the 'SFA Instrument'). The financing of activities under the terms o...

Exogenous Shocks and Growth Crises in Low-Income Countries

Exogenous Shocks and Growth Crises in Low-Income Countries »

Source: Exogenous Shocks and Growth Crises in Low-Income Countries : A Vulnerability Index

Volume/Issue: 2012/264

Series: IMF Working Papers

Author(s): Era Dabla-Norris , and Yasemin Bal-Gunduz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 November 2012

ISBN: 9781475528510

Keywords: Vulnerability index, growth crises, low-income countries, real gdp, gdp growth, gdp per capita, trading partners, exchange rate regime, Discrete Regression and Qualitative Choice Models, Economic Growth of Open Economies

This paper develops a new index which provides early warning signals of a growth crisis in the event of large external shocks in low-income countries. Multivariate regression analysis and a univariate signaling app...

Exchange Rate Pass-Through Over the Business Cycle in Singapore

Exchange Rate Pass-Through Over the Business Cycle in Singapore »

Source: Exchange Rate Pass-Through Over the Business Cycle in Singapore

Volume/Issue: 2011/141

Series: IMF Working Papers

Author(s): Siang Tan , Joey Chew , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455266425

Keywords: exchange rate, business cycle, consumer price index, output gap, monetary policy, Business Fluctuations, And Cycles, Central Banking, And The Supply Of Money And Credit, international Finance

This paper investigates exchange rate pass-through in Singapore using band-pass spectral regression techniques, allowing for asymmetric effects over the business cycle. First stage pass-through is estimated to be c...