Search Results

You are looking at 1 - 10 of 20 items :

  • Keyword: confidence interval x
Clear All Modify Search
An Unbiased Appraisal of Purchasing Power Parity

An Unbiased Appraisal of Purchasing Power Parity »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

Is Africa Integrated in the Global Economy?

Is Africa Integrated in the Global Economy? »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States

The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

The Art of Making Everybody Happy: How to Prevent a Secession

The Art of Making Everybody Happy: How to Prevent a Secession »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

Rationing Rules and Outcomes: The Experience of Singapore’s Vehicle Quota System

Rationing Rules and Outcomes: The Experience of Singapore’s Vehicle Quota System »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

“Big Bang” Versus Gradualism in Economic Reforms: An Intertemporal Analysis with an Application to China

“Big Bang” Versus Gradualism in Economic Reforms: An Intertemporal Analysis with an Application to China »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

Structural Vulnerabilities and Currency Crises

Structural Vulnerabilities and Currency Crises »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

Volume 50 Index

Volume 50 Index »

Source: IMF Staff Papers, Volume 50, No. 3

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 November 2003

ISBN: 9781589062030

Keywords: unit root, real exchange rate, confidence intervals, confidence interval, serial correlation

This paper analyzes the issue of purchasing power parity using real effective exchange rate (REER) data for 20 industrial countries in the post-Bretton Woods period. The serial correlation-robust median-unbiased es...

An Unbiased Appraisal of Purchasing Power Parity

An Unbiased Appraisal of Purchasing Power Parity »

Source: An Unbiased Appraisal of Purchasing Power Parity

Volume/Issue: 2001/196

Series: IMF Working Papers

Author(s): C. McDermott , and Paul Cashin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859966

Keywords: Median-unbiased estimation, shock persistence, exchange rate, exchange rates, confidence intervals, confidence interval, real exchange rates,

Univariate studies of the hypothesis of unit roots in real exchange rates have yielded consensus point estimates of the half-life of deviations from purchasing power parity of between three to five years. However,...

Kingdom of the Netherlands

Kingdom of the Netherlands »

Source: Kingdom of the Netherlands : Netherlands: Selected Issues

Volume/Issue: 2008/172

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 June 2008

ISBN: 9781451829594

Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment

Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...