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Common Factors in Latin America's Business Cycles

Common Factors in Latin America's Business Cycles »

Source: Common Factors in Latin America's Business Cycles

Volume/Issue: 2006/49

Series: IMF Working Papers

Author(s): Allan Timmermann , Luis Catão , and Marco Aiolfi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

ISBN: 9781451863093

Keywords: Factor Models, business cycle, equation, real gdp, statistics,

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financi...

Accounting for Output Drops in Latin America

Accounting for Output Drops in Latin America »

Source: Accounting for Output Drops in Latin America

Volume/Issue: 2009/67

Series: IMF Working Papers

Author(s): Ruy Lama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872149

Keywords: Business cycle accounting, DSGE models, small open economy, tfp, bond, business cycle, total factor productivity,

This paper evaluates what type of models can account for the recent episodes of output drops in Latin America. I develop an open economy version of the business cycle accounting methodology (Chari, Kehoe, and McGra...

Endowment Versus Finance

Endowment Versus Finance »

Source: Endowment Versus Finance : A Wooden Barrel Theory of International Trade

Volume/Issue: 2005/123

Series: IMF Working Papers

Author(s): Jiandong Ju , and Shang-Jin Wei

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2005

ISBN: 9781451861426

Keywords: External Finance, Factor Endowment, Financial Development, HOS model, Wooden Barrel, external capital, capital market, capital owners, Neoclassical Models of Trade, Financial Institutions and Services: General,

This paper develops a theory of international trade in which financial development and factor endowments jointly determine comparative advantage. We apply the financial contract model of Holmstrom and Tirole (1998)...

Common Factors in Latin America's Business Cycles

Common Factors in Latin America's Business Cycles »

Volume/Issue: 2006/49

Series: IMF Working Papers

Author(s): Allan Timmermann , Luis Catão , and Marco Aiolfi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2006

DOI: http://dx.doi.org/10.5089/9781451863093.001

ISBN: 9781451863093

Keywords: Factor Models, business cycle, equation, real gdp, statistics,

This paper constructs new business cycle indices for Argentina, Brazil, Chile, and Mexico based on common dynamic factors extracted from a comprehensive set of sectoral output, external data, and fiscal and financi...

Accounting for Output Drops in Latin America

Accounting for Output Drops in Latin America »

Volume/Issue: 2009/67

Series: IMF Working Papers

Author(s): Ruy Lama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

DOI: http://dx.doi.org/10.5089/9781451872149.001

ISBN: 9781451872149

Keywords: Business cycle accounting, DSGE models, small open economy, tfp, bond, business cycle, total factor productivity,

This paper evaluates what type of models can account for the recent episodes of output drops in Latin America. I develop an open economy version of the business cycle accounting methodology (Chari, Kehoe, and McGra...

Endowment Versus Finance
			: A Wooden Barrel Theory of International Trade

Endowment Versus Finance : A Wooden Barrel Theory of International Trade »

Volume/Issue: 2005/123

Series: IMF Working Papers

Author(s): Jiandong Ju , and Shang-Jin Wei

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2005

DOI: http://dx.doi.org/10.5089/9781451861426.001

ISBN: 9781451861426

Keywords: External Finance, Factor Endowment, Financial Development, HOS model, Wooden Barrel, external capital, capital market, capital owners, Neoclassical Models of Trade, Financial Institutions and Services: General,

This paper develops a theory of international trade in which financial development and factor endowments jointly determine comparative advantage. We apply the financial contract model of Holmstrom and Tirole (1998)...