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Long-Run Exchange Rate Dynamics

Long-Run Exchange Rate Dynamics »

Source: Long-Run Exchange Rate Dynamics : A Panel Data Study

Volume/Issue: 1999/50

Series: IMF Working Papers

Author(s): Karl Habermeier , and Mario Mesquita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451846959

Keywords: Exchange Rates, Panel Data Econometrics, Purchasing Power Parity (PPP), Balassa-Samuelson Effect, Terms of Trade, exchange rate, real exchange rates, real exchange rate, inflation

Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing power parity hypothesis (PPP) is examined first using unit root tests. It is found that PPP does...

Commercial Property Price Indexes

Commercial Property Price Indexes »

Source: Commercial Property Price Indexes : Problems of Sparse Data, Spatial Spillovers, and Weighting

Volume/Issue: 2014/72

Series: IMF Working Papers

Author(s): Mick Silver , and Brian Graf

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2014

ISBN: 9781484364543

Keywords: Commercial Property Price Indexes, Errors in Measurement, Spatial Econometrics, Spatial Panel Regressions, Index Number Weights, price inflation, monetary fund, inflation rates, General, Index Numbers and Aggregation

Transaction-price residential (house) and commercial property price indexes (RPPIs and CPPIs) have inherent problems of sparse data on heterogeneous properties, more so CPPIs. In an attempt to control for heterogen...

Policy Analysis and Forecasting in the  World Economy

Policy Analysis and Forecasting in the World Economy »

Source: Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...

Long-Run Exchange Rate Dynamics
			: A Panel Data Study

Long-Run Exchange Rate Dynamics : A Panel Data Study »

Volume/Issue: 1999/50

Series: IMF Working Papers

Author(s): Karl Habermeier , and Mario Mesquita

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

DOI: http://dx.doi.org/10.5089/9781451846959.001

ISBN: 9781451846959

Keywords: Exchange Rates, Panel Data Econometrics, Purchasing Power Parity (PPP), Balassa-Samuelson Effect, Terms of Trade, exchange rate, real exchange rates, real exchange rate, inflation

Long-run movements of real exchange rates are studied using a panel data set comprising 51 economies. The purchasing power parity hypothesis (PPP) is examined first using unit root tests. It is found that PPP does...

Commercial Property Price Indexes
			: Problems of Sparse Data, Spatial Spillovers, and Weighting

Commercial Property Price Indexes : Problems of Sparse Data, Spatial Spillovers, and Weighting »

Volume/Issue: 2014/72

Series: IMF Working Papers

Author(s): Mick Silver , and Brian Graf

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2014

DOI: http://dx.doi.org/10.5089/9781484364543.001

ISBN: 9781484364543

Keywords: Commercial Property Price Indexes, Errors in Measurement, Spatial Econometrics, Spatial Panel Regressions, Index Number Weights, price inflation, monetary fund, inflation rates, General, Index Numbers and Aggregation

Transaction-price residential (house) and commercial property price indexes (RPPIs and CPPIs) have inherent problems of sparse data on heterogeneous properties, more so CPPIs. In an attempt to control for heterogen...

Policy Analysis and Forecasting in the  World Economy
			: A Panel Unobserved Components Approach

Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach »

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475504187.001

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...