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Factors Underlying the Definition of Broad Money

Factors Underlying the Definition of Broad Money »

Source: Factors Underlying the Definition of Broad Money : An Examination of Recent U.S. Monetary Statistics and Practices of Other Countries

Volume/Issue: 2003/62

Series: IMF Working Papers

Author(s): Ewe-Ghee Lim , and Subramanian Sriram

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451848304

Keywords: Definitions Money, aggregates, money market, inflation, monetary aggregate, Macroeconomics and Monetary Economics: General, Money and Interest Rates, Monetary Policy, Central Banking, and the Supply of Money and Credit,

The paper examines the experiences of countries in defining monetary aggregates, particularly those countries that have undertaken substantial redefinitions. It finds that both the functional and empirical approach...

Interest Rate Pass-Through in Romania and Other Central European Economies

Interest Rate Pass-Through in Romania and Other Central European Economies »

Source: Interest Rate Pass-Through in Romania and Other Central European Economies

Volume/Issue: 2004/211

Series: IMF Working Papers

Author(s): Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451874877

Keywords: Monetary policy transmission, Interest rate, Central European Economies, equation, inflation, equations, statistic, Monetary Policy, Central Banking, and the Supply of Money and Credit: General,

Interest rate pass-through from policy interest rates to market rates and inflation has been hypothesized to play a lesser role in Romania than in other Central European transition economies. This paper tests this...

Monetary Policy, Monetary Areas, and Financial Development with Electronic Money

Monetary Policy, Monetary Areas, and Financial Development with Electronic Money »

Source: Monetary Policy, Monetary Areas, and Financial Development with Electronic Money

Volume/Issue: 2004/122

Series: IMF Working Papers

Author(s): Marco Arnone , and Luca Bandiera

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451854527

Keywords: electronic money, central bank, atm, credit, reserve requirements, Money and Interest Rates: General, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, International Monetary Arrangements and Institutions,

Electronic money (e-money), as a network good, could become an important form of currency in the future. Such a development could affect monetary policy effectiveness. If an increased use of e-money substantially l...

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Source: Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Source: Data-Rich DSGE and Dynamic Factor Models

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...

Factors Underlying the Definition of Broad Money
			: An Examination of Recent U.S. Monetary Statistics and Practices of Other Countries

Factors Underlying the Definition of Broad Money : An Examination of Recent U.S. Monetary Statistics and Practices of Other Countries »

Volume/Issue: 2003/62

Series: IMF Working Papers

Author(s): Ewe-Ghee Lim , and Subramanian Sriram

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

DOI: http://dx.doi.org/10.5089/9781451848304.001

ISBN: 9781451848304

Keywords: Definitions Money, aggregates, money market, inflation, monetary aggregate, Macroeconomics and Monetary Economics: General, Money and Interest Rates, Monetary Policy, Central Banking, and the Supply of Money and Credit,

The paper examines the experiences of countries in defining monetary aggregates, particularly those countries that have undertaken substantial redefinitions. It finds that both the functional and empirical approach...

Interest Rate Pass-Through in Romania and Other Central European Economies

Interest Rate Pass-Through in Romania and Other Central European Economies »

Volume/Issue: 2004/211

Series: IMF Working Papers

Author(s): Alexander Tieman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

DOI: http://dx.doi.org/10.5089/9781451874877.001

ISBN: 9781451874877

Keywords: Monetary policy transmission, Interest rate, Central European Economies, equation, inflation, equations, statistic, Monetary Policy, Central Banking, and the Supply of Money and Credit: General,

Interest rate pass-through from policy interest rates to market rates and inflation has been hypothesized to play a lesser role in Romania than in other Central European transition economies. This paper tests this...

Monetary Policy, Monetary Areas, and Financial Development with Electronic Money

Monetary Policy, Monetary Areas, and Financial Development with Electronic Money »

Volume/Issue: 2004/122

Series: IMF Working Papers

Author(s): Marco Arnone , and Luca Bandiera

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

DOI: http://dx.doi.org/10.5089/9781451854527.001

ISBN: 9781451854527

Keywords: electronic money, central bank, atm, credit, reserve requirements, Money and Interest Rates: General, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, International Monetary Arrangements and Institutions,

Electronic money (e-money), as a network good, could become an important form of currency in the future. Such a development could affect monetary policy effectiveness. If an increased use of e-money substantially l...

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model

Bayesian Dynamic Factor Analysis of a Simple Monetary DSGE Model »

Volume/Issue: 2011/219

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463904210.001

ISBN: 9781463904210

Keywords: Regular and data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, real output, money demand, money balances, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models, Prices

When estimating DSGE models, the number of observable economic variables is usually kept small, and it is conveniently assumed that DSGE model variables are perfectly measured by a single data series. Building upon...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463903497.001

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...