Search Results

You are looking at 1 - 10 of 100 items :

  • Keyword: modeling x
Clear All Modify Search
Chile: Selected Issues

Chile: Selected Issues »

Source: Chile : Selected Issues

Volume/Issue: 2013/199

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 July 2013

ISBN: 9781484316481

Keywords: employment, tfp, business cycle, growth accounting, growth model

This Selected Issues paper for Chile describes the postcrisis recovery experience. The recovery from the 2008-2009 global crisis has been markedly different both among advanced and emerging economies. The steady im...

Chile: Selected Issues

Chile: Selected Issues »

Source: Chile : Selected Issues

Volume/Issue: 2013/199

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 July 2013

ISBN: 9781484316481

Keywords: employment, tfp, business cycle, growth accounting, growth model

This Selected Issues paper for Chile describes the postcrisis recovery experience. The recovery from the 2008-2009 global crisis has been markedly different both among advanced and emerging economies. The steady im...

Chile: Selected Issues

Chile: Selected Issues »

Source: Chile : Selected Issues

Volume/Issue: 2013/199

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 July 2013

ISBN: 9781484316481

Keywords: employment, tfp, business cycle, growth accounting, growth model

This Selected Issues paper for Chile describes the postcrisis recovery experience. The recovery from the 2008-2009 global crisis has been markedly different both among advanced and emerging economies. The steady im...

Foreign Currency Deposits and the Demand for Money in Developing Countries

Foreign Currency Deposits and the Demand for Money in Developing Countries »

Source: Foreign Currency Deposits and the Demand for Money in Developing Countries

Volume/Issue: 1992/1

Series: IMF Working Papers

Author(s): Mohsin Khan , and Pierre-Richard Agénor

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1992

ISBN: 9781451931303

Keywords: foreign currency, equation, statistics, statistic, forward-looking model

This paper examines the relative demands for domestic and foreign currency deposits by residents of developing countries. A dynamic currency substitution model that incorporates forward-looking rational expectation...

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...

The Comovement in Commodity Prices

The Comovement in Commodity Prices »

Source: The Comovement in Commodity Prices : Sources and Implications

Volume/Issue: 2013/140

Series: IMF Working Papers

Author(s): Ron Alquist , and Olivier Coibion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2013

ISBN: 9781484378144

Keywords: comovement, factor models, factor analysis, global production, agricultural commodities, idiosyncratic shocks, International Business Cycles, comovement: factor models,

We present a simple macroeconomic model with a continuum of primary commodities used in the production of the final good, such that the real prices of commodities have a factor structure. One factor captures the co...

Inflation Targeting in the Context of IMF-Supported Adjustment Programs

Inflation Targeting in the Context of IMF-Supported Adjustment Programs »

Source: Inflation Targeting in the Context of IMF-Supported Adjustment Programs

Volume/Issue: 2001/31

Series: IMF Working Papers

Author(s): Gerd Schwartz , Pau Rabanal , Mario Bléjer , and Alfredo Leone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451845020

Keywords: Monetary Policy Rules, inflation, inflation target, central bank, General Aggregative Models: Forecasting and Simulation,

This paper argues that the IMF's traditional monetary conditionality-a ceiling on net domestic assets of the central bank and a floor on its net international reserves-should be adapted in IMF-supported adjustment...

Monetary Transmission in an Emerging Targeter

Monetary Transmission in an Emerging Targeter »

Source: Monetary Transmission in an Emerging Targeter : The Case of Brazil

Volume/Issue: 2008/191

Series: IMF Working Papers

Author(s): A. R. Pagan , Douglas Laxton , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2008

ISBN: 9781451870497

Keywords: Credit Channel, SVAR, central bank, monetary transmission, Model Construction and Estimation,

This paper lays out a structural model that incorporates key features of monetary transmission in typical emerging-market economies, including a bank-credit channel and the role of external debt accumulation on cou...

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Source: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

Global Market Conditions and Systemic Risk1

Global Market Conditions and Systemic Risk1 »

Source: Global Market Conditions and Systemic Risk

Volume/Issue: 2009/230

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873771

Keywords: Global Financial Crises, Subprime Crisis, Volatility, Solvency, Markov-Switching, financial institutions, financial system, contagion, Multiple or Simultaneous Equation Models: Time-Series Models, Financial Markets and the Macroeconomy,

This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov r...