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Analyzing Determinants of Inflation When There Are Data Limitation

Analyzing Determinants of Inflation When There Are Data Limitation »

Source: Analyzing Determinants of Inflation When There Are Data Limitation : The Case of Sierra Leone

Volume/Issue: 2008/271

Series: IMF Working Papers

Author(s): Kadima Kalonji , Jan Gottschalk , and Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871296

Keywords: Historical decomposition, impulse response, variance decomposition, vector autoregression (VAR), monetary policy, central bank, aggregate demand,

This paper examines the determinants of inflation in Sierra Leone using a structural vector autoregression (VAR) approach to help forecast inflation for operational purposes. Despite data limitations, the paper acc...

Investment and Growth Dynamics

Investment and Growth Dynamics »

Source: Investment and Growth Dynamics : An Empirical Assessment Applied to Benin

Volume/Issue: 2008/120

Series: IMF Working Papers

Author(s): Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869804

Keywords: Growth, Structural VECM, Impulse response function (IFR), Variance decomposition (VD), Historical decomposition (HD), financial services, investment rate, international trade,

We investigate the nexus of public and private investment and assess the impact of both types of investment on growth. Using annual data for 1965-2005, we employ a coherent set of structural VAR outputs to model in...

Probabilistic Sustainability of Public Debt

Probabilistic Sustainability of Public Debt »

Source: Probabilistic Sustainability of Public Debt : A Vector Autoregression Approach for Brazil, Mexico, and Turkey

Volume/Issue: 2006/295

Series: IMF Working Papers

Author(s): Evan Tanner , and Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865554

Keywords: Tax smoothing, Sustainability, Historical Decomposition, Primary Surplus, debt ratio, fiscal sustainability, fiscal gap,

This paper examines the sustainability of fiscal policy under uncertainty in three emerging market countries, Brazil, Mexico, and Turkey. For each country, we estimate a vector autoregression (VAR) that includes fi...

Analyzing Determinants of Inflation When There Are Data Limitation
			: The Case of Sierra Leone

Analyzing Determinants of Inflation When There Are Data Limitation : The Case of Sierra Leone »

Volume/Issue: 2008/271

Series: IMF Working Papers

Author(s): Kadima Kalonji , Jan Gottschalk , and Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451871296.001

ISBN: 9781451871296

Keywords: Historical decomposition, impulse response, variance decomposition, vector autoregression (VAR), monetary policy, central bank, aggregate demand,

This paper examines the determinants of inflation in Sierra Leone using a structural vector autoregression (VAR) approach to help forecast inflation for operational purposes. Despite data limitations, the paper acc...

Investment and Growth Dynamics
			: An Empirical Assessment Applied to Benin

Investment and Growth Dynamics : An Empirical Assessment Applied to Benin »

Volume/Issue: 2008/120

Series: IMF Working Papers

Author(s): Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

DOI: http://dx.doi.org/10.5089/9781451869804.001

ISBN: 9781451869804

Keywords: Growth, Structural VECM, Impulse response function (IFR), Variance decomposition (VD), Historical decomposition (HD), financial services, investment rate, international trade,

We investigate the nexus of public and private investment and assess the impact of both types of investment on growth. Using annual data for 1965-2005, we employ a coherent set of structural VAR outputs to model in...

Probabilistic Sustainability of Public Debt
			: A Vector Autoregression Approach for Brazil, Mexico, and Turkey

Probabilistic Sustainability of Public Debt : A Vector Autoregression Approach for Brazil, Mexico, and Turkey »

Volume/Issue: 2006/295

Series: IMF Working Papers

Author(s): Evan Tanner , and Issouf Samaké

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865554.001

ISBN: 9781451865554

Keywords: Tax smoothing, Sustainability, Historical Decomposition, Primary Surplus, debt ratio, fiscal sustainability, fiscal gap,

This paper examines the sustainability of fiscal policy under uncertainty in three emerging market countries, Brazil, Mexico, and Turkey. For each country, we estimate a vector autoregression (VAR) that includes fi...