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The Output Decline in the Aftermath of Reform

The Output Decline in the Aftermath of Reform »

Source: The Output Decline in the Aftermath of Reform : The Cases of Bulgaria, Czechoslovakia, and Romania

Volume/Issue: 1992/59

Series: IMF Working Papers

Author(s): Jonathan Ostry , Eduardo Borensztein , and Dimitri Demekas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1992

ISBN: 9781451965711

Keywords: correlations, correlation, equation, price liberalization, dummy variables

This paper analyzes the declines in economic activity experienced by Bulgaria, the Czech and Slovak Federal Republic (CSFR), and Romania in the period since the initiation of market-oriented reforms in these countr...

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...

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...

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...

Productivity Shocks, Learning, and Open Economy Dynamics

Productivity Shocks, Learning, and Open Economy Dynamics »

Source: Productivity Shocks, Learning, and Open Economy Dynamics

Volume/Issue: 2004/88

Series: IMF Working Papers

Author(s): Jacques Miniane

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851199

Keywords: Learning, Current Account Dynamics, correlations, equation, correlation, random walk,

I study the implications of productivity shocks in a model where agents observe the aggregate level of productivity but not its permanent and transitory components separately. The model's predictions under learning...

United Kingdom

United Kingdom »

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,...

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,...

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,...

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,...

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,...