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Trade and Income in the Long Run: Are There Really Gains, and Are They Widely Shared?*

Trade and Income in the Long Run: Are There Really Gains, and Are They Widely Shared?* »

Source: Trade and Income in the Long Run: Are There Really Gains, and Are They Widely Shared?

Volume/Issue: 2017/231

Series: IMF Working Papers

Author(s): Diego Cerdeiro , and Andras Komaromi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 November 2017

ISBN: 9781484324851

Keywords: Income, Trade, Growth, Inequality, Gravity model, General

In the cross section of countries, there is a strong positive correlation between trade and income, and a negative relationship between trade and inequality. Does this reflect a causal relationship? We adopt the Fr...

Macrofinance Model of the Czech Economy

Macrofinance Model of the Czech Economy »

Source: Macrofinance Model of the Czech Economy : Asset Allocation Perspective

Volume/Issue: 2012/78

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502305

Keywords: yield curve modeling, macrofinance modeling, vector auto-regression model, bond, bond yield, government bond, bond yields, correlation, Econometric Modeling: General,

The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine...

Solving and Estimating Indeterminate DSGE Models1

Solving and Estimating Indeterminate DSGE Models1 »

Source: Solving and Estimating Indeterminate DSGE Models

Volume/Issue: 2013/200

Series: IMF Working Papers

Author(s): Roger Farmer , and Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2013

ISBN: 9781475589214

Keywords: Indeterminacy, DSGE Models, Expectational Errors, model, models, software, literature, press, General, Estimation

We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare...

Government Debt and Long-Term Interest Rates

Government Debt and Long-Term Interest Rates »

Source: Government Debt and Long-Term Interest Rates

Volume/Issue: 2006/63

Series: IMF Working Papers

Author(s): Noriaki Kinoshita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863239

Keywords: long-term interest rates, dynamic general equilibrium model, birth rate, simulation results, general equilibrium model, equations,

This paper examines the relationship between government debt and long-term interest rates. A dynamic general equilibrium model that incorporates debt nonneutrality is specified and solved, and numerical simulations...

Quantifying the Impact of Tradeon Wages

Quantifying the Impact of Tradeon Wages »

Source: Quantifying the Impact of Tradeon Wages : The Role of Nontraded Goods

Volume/Issue: 2002/191

Series: IMF Working Papers

Author(s): Stephen Tokarick

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451859720

Keywords: wage, unskilled labor, skilled labor, changes in trade, Neoclassical Models of Trade, Computable General Equilibrium Models,

This paper uses an applied general equilbrium model to decompose the effects of changes in trade and technology-related variables on wages of skilled and unskilled labor between 1982 and 1996 in the United States....

Does Supply or Demand Drive the Credit Cycle? Evidence from Central, Eastern, and Southeastern Europe1

Does Supply or Demand Drive the Credit Cycle? Evidence from Central, Eastern, and Southeastern Europe1 »

Source: Does Supply or Demand Drive the Credit Cycle? Evidence from Central, Eastern, and Southeastern Europe

Volume/Issue: 2015/15

Series: IMF Working Papers

Author(s): Greetje Everaert , Natasha Che , Nan Geng , Bertrand Gruss , Gregorio Impavido , Yinqiu Lu , Christian Saborowski , Jérôme Vandenbussche , and Li Zeng

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 January 2015

ISBN: 9781484379981

Keywords: Credit Supply, Disequilibrium Model, bank, banks, loans, capital, General, Disequilibrium Model.,

Countries in Central, Eastern, and Southeastern Europe (CESEE) experienced a credit boom-bust cycle in the last decade. This paper analyzes the roles of demand and supply factors in explaining this credit cycle. Ou...

System Priors for Econometric Time Series1

System Priors for Econometric Time Series1 »

Source: System Priors for Econometric Time Series

Volume/Issue: 2016/231

Series: IMF Working Papers

Author(s): Michal Andrle , and Miroslav Plašil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 November 2016

ISBN: 9781475555820

Keywords: Time series, system priors, Bayesian analysis, Methodological Issues: General, Time-Series Models, Model Construction and Estimation

The paper introduces 'system priors', their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes (2013) as a tool t...

Ensuring Fiscal Sustainability in G-7 Countries

Ensuring Fiscal Sustainability in G-7 Countries »

Source: Ensuring Fiscal Sustainability in G-7 Countries

Volume/Issue: 2007/187

Series: IMF Working Papers

Author(s): Daniel Leigh , David Hauner , and Michael Skaarup

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867510

Keywords: general equilibrium models, pension, public debt, health care, Genenral Equilibrium Models,

Rising longevity, falling fertility rates, and the retirement of the baby boom generation will substantially raise age-related government spending in most advanced and many emerging market countries. This paper ass...

Lasso Regressions and Forecasting Models in Applied Stress Testing

Lasso Regressions and Forecasting Models in Applied Stress Testing »

Source: Lasso Regressions and Forecasting Models in Applied Stress Testing

Volume/Issue: 2017/108

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 May 2017

ISBN: 9781475599022

Keywords: Forecasting, Stress test, machine learning, model selection, lasso, relaxed lasso, General, Forecasting and Other Model Applications

Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have proved robust in other fields for dealing with the curse of dimensionality, a situation of...

Investment-Specific Productivity Growth - Chile in a Global Perspective

Investment-Specific Productivity Growth - Chile in a Global Perspective »

Source: Investment-Specific Productivity Growth - Chile in a Global Perspective

Volume/Issue: 2009/264

Series: IMF Working Papers

Author(s): Gabriel Di Bella , and Martin Cerisola

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874099

Keywords: General Equilibrium Model, isp, commodity exporters, technologies, technological change, equilibrium model,

By the end of 2007, Chile's total factor productivity was lower than ten years earlier, a performance that contrasted sharply with the previous decade, when productivity grew by a cumulative 30 percent. This paper...