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Money Demand in the Euro Area

Money Demand in the Euro Area »

Source: Money Demand in the Euro Area : Where Do We Stand (Today)?

Volume/Issue: 2002/185

Series: IMF Working Papers

Author(s): Zenon Kontolemis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451859423

Keywords: EMU, Taylor Rule, Cointegration, inflation, equation, equations, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper reviews the stability of long-run money demand in the euro area in the light of recent revisions to M3 data. The analysis confirms the existence of a stable long-run money demand, although the estimated e...

Assessing the Variability of Tax Elasticities in Lithuania

Assessing the Variability of Tax Elasticities in Lithuania »

Source: Assessing the Variability of Tax Elasticities in Lithuania

Volume/Issue: 2011/270

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463925222

Keywords: tax revenues, tax compliance, tax system, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper quantifies the variability of tax elasticities in Lithuania using two alternative methods: rolling regressions and pooled mean group estimator. The analysis is motivated by the systematic variation of ta...

Modeling Inflation in Georgia

Modeling Inflation in Georgia »

Source: Modeling Inflation in Georgia

Volume/Issue: 2003/212

Series: IMF Working Papers

Author(s): Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

ISBN: 9781451874914

Keywords: Transition, Cointegration, monetary policy, money demand, foreign exchange, real money, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper explains the behavior of inflation in Georgia in the post-stabilization period. A long-run equation linking prices to money and the exchange rate, as well as a short-run, dynamic equation for inflation ar...

Inflation and Monetary Pass-Through in Guinea

Inflation and Monetary Pass-Through in Guinea »

Source: Inflation and Monetary Pass-Through in Guinea

Volume/Issue: 2004/223

Series: IMF Working Papers

Author(s): Rodolphe Blavy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2004

ISBN: 9781451875324

Keywords: cointegration, error correction model, price level, money growth, Multiple or Simultaneous Equation Models: Time-Series Models, Economywide Country Studies: Africa,

The paper analyzes the dynamics of inflation in Guinea during 1992-2003 applying cointegration and error-correction modeling to a bivariate model that includes consumer price and monetary variables. The empirical r...

Monetary Transmission Mechanisms in Belarus

Monetary Transmission Mechanisms in Belarus »

Source: Monetary Transmission Mechanisms in Belarus

Volume/Issue: 2006/246

Series: IMF Working Papers

Author(s): Rodolfo Maino , and Balázs Horváth

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

ISBN: 9781451865066

Keywords: transmission mechanisms, dollarization., exchange rate, real exchange rate, foreign exchange, Multiple or Simultaneous Equation Models: Time-Series Models,

We explore monetary policy transmission by estimating VAR impulse response functions to illustrate the Belarusian economy's response to unexpected changes in policy and exogenous variables. We find a significant ex...

After the Crisis

After the Crisis »

Source: After the Crisis : Assessing the Damage in Italy

Volume/Issue: 2010/244

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Hanan Morsy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209446

Keywords: productivity growth, output losses, unemployment, total factor productivity, tfp, employment, real gdp, Multiple or Simultaneous Equation Models: Time-Series Models,

Italy's deep-rooted structural problems resulted in an unsatisfactory productivity performance and a dismal growth over the last 15 years. The global financial crisis has exacerbated these long-standing weaknesses,...

Key Features of Australian Business Cycles

Key Features of Australian Business Cycles »

Source: Key Features of Australian Business Cycles

Volume/Issue: 2001/171

Series: IMF Working Papers

Author(s): Paul Cashin , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858501

Keywords: duration dependence, real gdp, growth cycles, business cycle, correlation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and contractions in the le...

Money Demand in the Euro Area
			: Where Do We Stand (Today)?

Money Demand in the Euro Area : Where Do We Stand (Today)? »

Volume/Issue: 2002/185

Series: IMF Working Papers

Author(s): Zenon Kontolemis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451859423.001

ISBN: 9781451859423

Keywords: EMU, Taylor Rule, Cointegration, inflation, equation, equations, Multiple or Simultaneous Equation Models: Time-Series Models,

The paper reviews the stability of long-run money demand in the euro area in the light of recent revisions to M3 data. The analysis confirms the existence of a stable long-run money demand, although the estimated e...

Assessing the Variability of Tax Elasticities in Lithuania

Assessing the Variability of Tax Elasticities in Lithuania »

Volume/Issue: 2011/270

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

DOI: http://dx.doi.org/10.5089/9781463925222.001

ISBN: 9781463925222

Keywords: tax revenues, tax compliance, tax system, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper quantifies the variability of tax elasticities in Lithuania using two alternative methods: rolling regressions and pooled mean group estimator. The analysis is motivated by the systematic variation of ta...

U.S. Inflation Dynamics

U.S. Inflation Dynamics »

Source: U.S. Inflation Dynamics : What Drives Them Over Different Frequencies?

Volume/Issue: 2006/159

Series: IMF Working Papers

Author(s): Ravi Balakrishnan , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864199

Keywords: U.S. inflation, monetary policy credibility, terms of trade, monetary economics, actual inflation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper aims to improve the understanding of U.S. inflation dynamics by separating out structural from cyclical effects using frequency domain techniques. Most empirical studies of inflation dynamics do not dist...