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Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds »

Source: Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Volume/Issue: 2010/9

Series: IMF Working Papers

Author(s): Aaron Howard Clifford Brown , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451961904

Keywords: Macrofinancial Linkages, bonds, government bonds, correlation, covariance, standard deviation,

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic ass...

How Accurate Are Private Sector Forecasts

How Accurate Are Private Sector Forecasts »

Source: How Accurate Are Private Sector Forecasts : Cross-Country Evidence From Consensus Forecasts of Output Growth

Volume/Issue: 2000/77

Series: IMF Working Papers

Author(s): Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2000

ISBN: 9781451849981

Keywords: Forecasting, Recessions, GDP, Consensus, IMF, recession, standard deviation, correlation

This paper evaluates the performance of Consensus Forecasts of GDP growth for industrialized and developing countries from 1989 to 1998. The questions addressed are (1) How do forecast errors differ across industri...

The Terms of Trade and Economic Fluctuations

The Terms of Trade and Economic Fluctuations »

Source: The Terms of Trade and Economic Fluctuations

Volume/Issue: 1992/98

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1992

ISBN: 9781451852066

Keywords: terms of trade, correlation, standard deviation, import prices, statistics

A three-good, stochastic intertemporal equilibrium model of a small open economy is used to examine the link between terms of trade and business cycles. Equilibrium co-movements of model economies representing indu...

Public Policies and Private Savings and Investment in Sub-Saharan Africa

Public Policies and Private Savings and Investment in Sub-Saharan Africa »

Source: Public Policies and Private Savings and Investment in Sub-Saharan Africa : An Empirical Investigation

Volume/Issue: 1995/19

Series: IMF Working Papers

Author(s): Dhaneshwar Ghura , and Michael Hadjimichael

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1995

ISBN: 9781451922523

Keywords: private investment, standard deviation, equation, dummy variables, correlation

This paper assesses empirically the role of public policies in stimulating private savings and investment in sub-Saharan African countries, based on data for the period 1986-92. The main findings of the analysis ar...

A Small Quarterly Projection Model of the US Economy1

A Small Quarterly Projection Model of the US Economy1 »

Source: A Small Quarterly Projection Model of the US Economy

Volume/Issue: 2008/278

Series: IMF Working Papers

Author(s): Igor Ermolaev , Michel Juillard , Ioan Carabenciov , Charles Freedman , Douglas Laxton , Ondrej Kamenik , and Dmitry Korshunov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871364

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, equation, correlation, forecasting, standard deviation,

This is the first of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both...

A Perspectiveon Predicting Currency Crises

A Perspectiveon Predicting Currency Crises »

Source: A Perspectiveon Predicting Currency Crises

Volume/Issue: 2010/227

Series: IMF Working Papers

Author(s): Robert Flood , Juan Yepez , and Nancy Marion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455208920

Keywords: Speculative attacks, fixed exchange rate, Monte Carlo, probabilities, standard deviation, probability, correlation,

Currency crises are difficult to predict. It could be that we are choosing the wrong variables or using the wrong models or adopting measurement techniques not up to the task. We set up a Monte Carlo experiment des...

The Impact of Economic Securityon Bank Deposits and Investment1

The Impact of Economic Securityon Bank Deposits and Investment1 »

Source: The Impact of Economic Securityon Bank Deposits and Investment

Volume/Issue: 1998/98

Series: IMF Working Papers

Author(s): Michael Fabricius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1998

ISBN: 9781451852110

Keywords: Economic Security, Institutions, Bank Deposits, institutional variables, correlation, explanatory power, institutional quality, standard deviation

This paper highlights the importance of institutions in explaining the variation of investment rates and of two measures of bank deposits across countries. A general index of economic security is created for 130 co...

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables »

Source: Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables

Volume/Issue: 2007/145

Series: IMF Working Papers

Author(s): J. Polak , Joydeep Roy , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451867091

Keywords: Foreign aid, interaction variables, growth, poverty reduction, paper, surveys, equation, correlation, standard deviation, And Poverty Reduction,

Regressions in a number of recent papers written by staff members of the World Bank and the IMF rely on an interaction variable (IAV) to establish the effects of foreign aid on economic growth or the reduction of p...

Financial Frictions, Investment, and Institutions

Financial Frictions, Investment, and Institutions »

Source: Financial Frictions, Investment, and Institutions

Volume/Issue: 2010/231

Series: IMF Working Papers

Author(s): Yishay Yafeh , Kenichi Ueda , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209316

Keywords: Financial Friction, institution, creditor rights, measurement errors, correlation, equation, financial markets, standard deviation, Corporate Finance and Governance: General, Economic Growth and Aggregate Productivity: General,

Financial frictions have been identified as key factors affecting economic fluctuations and growth. But, can institutional reforms reduce financial frictions? Based on a canonical investment model, we consider two...

Tracking Short-Term Dynamics of Economic Activity in Low-Income Countries in the Absence of High-Frequency Gdp Data

Tracking Short-Term Dynamics of Economic Activity in Low-Income Countries in the Absence of High-Frequency Gdp Data »

Source: Tracking Short-Term Dynamics of Economic Activity in Low-Income Countries in the Absence of High-Frequency Gdp Data

Volume/Issue: 2012/119

Series: IMF Working Papers

Author(s): S. V. S. Dixit , and Maxwell Opoku-Afari

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503487

Keywords: Short-Term Dynamics, Economic Activity, GDP, paper, correlation, forecasting, time series, standard deviations, Econometric and Statistical Methods: Other, Computational Techniques

This paper uses a set of routinely collected high-frequency data in low-income countries (LICs) to construct an aggregate and a comprehensive index of economic activity which could serve (i) as a measure of the dir...