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United Kingdom: Selected Issues

United Kingdom: Selected Issues »

Source: United Kingdom : Selected Issues

Volume/Issue: 1998/4

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 January 1998

ISBN: 9781451814071

Keywords: gdp growth, equation, statistics, functional form, correlation

This Selected Issues paper examines national accounts revisions and the economic cycle for the United Kingdom. The paper concludes that upward revisions to GDP data are positively correlated with economic activity,...

Output Fluctuations and Monetary Shocks

Output Fluctuations and Monetary Shocks »

Source: Output Fluctuations and Monetary Shocks : Evidence From Colombia

Volume/Issue: 1991/35

Series: IMF Working Papers

Author(s): Vincent Reinhart , and Carmen Reinhart

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1991

ISBN: 9781451978353

Keywords: money stock, equation, time series, correlation

Using annual data for Colombia over the last thirty years and a new battery of econometric techniques, we test opposing theories that explain macroeconomic fluctuations: The neoclassical synthesis, which posits tha...

Methodologies of Price Indices in Transition Countries1/

Methodologies of Price Indices in Transition Countries1/ »

Source: Methodologies of Price Indices in Transition Countries

Volume/Issue: 1995/106

Series: IMF Working Papers

Author(s): Kimberly Zieschang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1995

ISBN: 9781451947113

Keywords: statistics, correlation, transition countries, survey, transition economies

Since late 1991, the IMF Statistics Department has conducted a program of technical assistance on consumer and producer price measurement and index compilation for the countries that have emerged from the former So...

Mexico'S Currency Risk Premia in 1992-1994

Mexico'S Currency Risk Premia in 1992-1994 »

Source: Mexico'S Currency Risk Premia in 1992-1994 : A Closer Look At the Interest Rate Differentials

Volume/Issue: 1996/41

Series: IMF Working Papers

Author(s): Alejandro Werner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451846058

Keywords: exchange rate, equation, currency risk, survey, correlation

This paper studies the behavior of interest rate differentials in Mexico during the 1992-94 period. It shows that the currency risk premia is positively related to the share of peso denominated debt in total debt a...

Domestic, Foreign or Common Shocks?

Domestic, Foreign or Common Shocks? »

Source: Domestic, Foreign or Common Shocks?

Volume/Issue: 1996/107

Series: IMF Working Papers

Author(s): Stefania Fabrizio , and J. Lopez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1996

ISBN: 9781451852936

Keywords: covariance, statistics, domestic shocks, correlation, world economy

A stochastic general equilibrium model of the world economy is used to analyze the origin of international business cycles using data for Germany, Japan and the United States. The findings indicate that after 1973,...

Empirical Modeling of Contagion

Empirical Modeling of Contagion »

Source: Empirical Modeling of Contagion : A Review of Methodologies

Volume/Issue: 2004/78

Series: IMF Working Papers

Author(s): Mardi Dungey , Renee Fry , Vance Martin , and Brenda Gonzalez-Hermosillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451850130

Keywords: contagion, equation, correlation, covariance, equations, Simulation Methods,

The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified fr...

Government Ponzi Games and Debt Dynamics Under Uncertainty

Government Ponzi Games and Debt Dynamics Under Uncertainty »

Source: Government Ponzi Games and Debt Dynamics Under Uncertainty

Volume/Issue: 1991/126

Series: IMF Working Papers

Author(s): Leonardo Bartolini , and Carlo Cottarelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1991

ISBN: 9781451854862

Keywords: debt ratio, probability, correlation, debt ratios

We investigate the conditions for sustainability of debt roll-over schemes under uncertainty. In contrast with the requirements identified in recent research, we show that a necessary and sufficient condition for s...

Intertemporal Substitution in Consumption Revisited

Intertemporal Substitution in Consumption Revisited »

Source: Intertemporal Substitution in Consumption Revisited

Volume/Issue: 1993/26

Series: IMF Working Papers

Author(s): Zuliu Hu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1993

ISBN: 9781451844306

Keywords: consumption growth, equation, equations, heteroscedasticity, correlation

Some of the highly controversial questions in macroeconomics critically hinge on the value of a single parameter of consumer preference--the elasticity of intertemporal substitution. This paper provides new estimat...

Stock Market Response to Unexpected Macroeconomic News

Stock Market Response to Unexpected Macroeconomic News »

Source: Stock Market Response to Unexpected Macroeconomic News : The Australian Evidence

Volume/Issue: 1992/61

Series: IMF Working Papers

Author(s): Mahdi Sadeghi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1992

ISBN: 9781451964974

Keywords: inflation, survey, inflation rate, inflation rates, correlation

This paper provides empirical evidence on the relationship between unexpected changes in macroeconomic variables and Australian stock returns over the period 1980-1991. The results suggest that stock returns are po...

An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls

An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls »

Source: An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls

Volume/Issue: 1990/11

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1990

ISBN: 9781451925869

Keywords: capital mobility, equation, equations, statistics, correlation

A small macroeconomic model based on familiar theoretical considerations is developed and estimated using data from 31 developing countries. Efficient estimation techniques are used to control for country heterogen...