Search Results

You are looking at 1 - 10 of 18 items :

  • Keyword: forecast x
Clear All Modify Search
IMF Drawing Programs

IMF Drawing Programs »

Source: IMF Drawing Programs : Participation Determinants and Forecasting

Volume/Issue: 2007/152

Series: IMF Working Papers

Author(s): Eugenio Cerutti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867169

Keywords: current account, imf credit outstanding, probability, probabilities, forecasting

This paper studies the factors that have influenced countries' participation in IMF drawing programs. IMF drawing programs are defined as the period of a Stand-By Arrangement or an Extended Fund Facilities program...

Leading Indicators of Growth and Inflation in Turkey

Leading Indicators of Growth and Inflation in Turkey »

Source: Leading Indicators of Growth and Inflation in Turkey

Volume/Issue: 2002/231

Series: IMF Working Papers

Author(s): Daniel Leigh , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451875546

Keywords: Growth, inflation, combination forecasts, monetary policy, central bank, monetary aggregate, foreign exchange, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

Growth and inflation in Turkey have been volatile over the last two decades. It would, therefore, be useful to identify indicators that anticipate economic conditions and inflation. This paper investigates the pred...

In Which Exchange Rate Models Do Forecasters Trust?

In Which Exchange Rate Models Do Forecasters Trust? »

Source: In Which Exchange Rate Models Do Forecasters Trust?

Volume/Issue: 2011/116

Series: IMF Working Papers

Author(s): Jaewoo Lee , H. Takizawa , and David Hauner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455262397

Keywords: Exchange rate models, exchange rate, exchange rates, current account, interest rate, exchange rate regime, International Finance Forecasting and Simulation,

Using survey data of market expectations, we ask which popular exchange rate models appear to be consistent with expectation formation of market forecasters. Exchange rate expectations are found to be correlated wi...

Measuring Disinflation Credibility in Emerging Markets

Measuring Disinflation Credibility in Emerging Markets »

Source: Measuring Disinflation Credibility in Emerging Markets : A Bayesian Approach with An Application to Turkey

Volume/Issue: 2004/208

Series: IMF Working Papers

Author(s): Alessandro Rebucci , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451874730

Keywords: Bayesian Learning, Credibility, Mixing Estimation, inflation, monetary policy, inflation process, inflation rate, inflation targeting, Bayesian Analysis, International Finance Forecasting and Simulation,

This paper presents an empirical measure of disinflation credibility and discusses its evolution in Turkey since the 2001 crisis. The results indicate that credibility has improved markedly over this period, boding...

How External Factors Affect Domestic Economy

How External Factors Affect Domestic Economy »

Source: How External Factors Affect Domestic Economy : Nowcasting an Emerging Market

Volume/Issue: 2015/269

Series: IMF Working Papers

Author(s): Serhat Solmaz , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2015

ISBN: 9781513598987

Keywords: Nowcasting, Bayesian estimation, VAR, Emerging Market, economy, domestic economy, risk, economies, external factors, Bayesian Analysis

External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial sho...

Cross-Country Linkages in Europe

Cross-Country Linkages in Europe »

Source: Cross-Country Linkages in Europe : A Global VAR Analysis

Volume/Issue: 2013/194

Series: IMF Working Papers

Author(s): Yan Sun , Frigyes Heinz , and Giang Ho

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2013

ISBN: 9781484345474

Keywords: Spillover, Global VAR, regional model, macro-financial linkages, emerging Europe, gdp growth, real gdp, inflation, growth rate, long-term interest rates

This paper uses the Global VAR (GVAR) model proposed by Pesaran et al. (2004) to study cross-country linkages among euro area countries, other advanced European countries (including the Nordics, the UK, etc.), and...

Fiscal Sustainability

Fiscal Sustainability »

Source: Fiscal Sustainability : A 21st Century Guide for the Perplexed

Volume/Issue: 2013/89

Series: IMF Working Papers

Author(s): Evan Tanner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 April 2013

ISBN: 9781484381991

Keywords: Intertemporal solvency, tax smoothing, debt stabilization, fiscal rule, stochastic simulation, fiscal adjustment, budget constraint, Deficit, Forecasts of Budgets, Deficits

This paper critically reviews recent work regarding the sustainability of public debt. It argues that Debt Sustainability Analyses (DSAs) should be more than mere mechanical simulation exercises. Instead, a DSA sho...

Exchange Rate Pass-Through in Turkey

Exchange Rate Pass-Through in Turkey »

Source: Exchange Rate Pass-Through in Turkey

Volume/Issue: 2002/204

Series: IMF Working Papers

Author(s): Marco Rossi , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451874518

Keywords: distribution chain, VAR, exchange rate, exchange rate movements, exchange rate shock, nominal exchange rate, Multiple or Simultaneous Equation Models: Time-Series Models, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation

In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey moves to an in...

“Rules of Thumb” for Sovereign Debt Crises

“Rules of Thumb” for Sovereign Debt Crises »

Source: 'Rules of Thumb' for Sovereign Debt Crises

Volume/Issue: 2005/42

Series: IMF Working Papers

Author(s): Nouriel Roubini , and Paolo Manasse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

ISBN: 9781451860610

Keywords: Financial crisis, Default, Sovereign debt, crises, debt crisis, external debt, short-term debt, debt crises, International Monetary Arrangements and Institutions, International Lending and Debt Problems

This paper contains an empirical investigation of the set of economic and political conditions that are associated with a likely occurrence of a sovereign debt crisis. We use a new statistical approach (Binary Recu...

IMF Drawing Programs
			: Participation Determinants and Forecasting

IMF Drawing Programs : Participation Determinants and Forecasting »

Volume/Issue: 2007/152

Series: IMF Working Papers

Author(s): Eugenio Cerutti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867169.001

ISBN: 9781451867169

Keywords: current account, imf credit outstanding, probability, probabilities, forecasting

This paper studies the factors that have influenced countries' participation in IMF drawing programs. IMF drawing programs are defined as the period of a Stand-By Arrangement or an Extended Fund Facilities program...