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Handbook on Residential Property Prices (RPPIs)

Handbook on Residential Property Prices (RPPIs) »

Series: Manuals & Guides

Author(s): Statistical Office of the European Communities;International Labour Office;International Monetary Fund;Organization for Economic Co-operation and Development;United Nations;World Bank

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 May 2013

DOI: http://dx.doi.org/10.5089/9789279259845.069

ISBN: 9789279259845

Keywords: real estate, mortgage, regression model, stratification, real estate price

For most citizens, buying a residential property (dwelling) is the most important transaction during their lifetime. Residential properties represent the most significant component of households’ expenses an...

Canada

Canada »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Challenging the Empirical Evidence From Present Value Models of the Current Account

Challenging the Empirical Evidence From Present Value Models of the Current Account »

Source: Challenging the Empirical Evidence From Present Value Models of the Current Account

Volume/Issue: 2004/106

Series: IMF Working Papers

Author(s): Jacques Miniane , and Benoît Mercereau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

ISBN: 9781451852929

Keywords: present value model, model evaluation, correlation, probability, covariance, statistic, Bayesian Analysis, Model Evaluation and Selection, Open Economy Macroeconomics,

Under near-singularity conditions typically generated by persistence in current account data the predictions of present value models become extremely sensitive to small sample estimation error. Moreover, traditiona...

A Simple Multivariate Filter for Estimating Potential Output

A Simple Multivariate Filter for Estimating Potential Output »

Source: A Simple Multivariate Filter for Estimating Potential Output

Volume/Issue: 2015/79

Series: IMF Working Papers

Author(s): Patrick Blagrave , Roberto Garcia-Saltos , Douglas Laxton , and Fan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 April 2015

ISBN: 9781475565133

Keywords: Macroeconomic Modeling, output, economy, Model Construction and Estimation, Monetary Policy (Targets, Instruments, and Effects),

Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and o...

Ensuring Fiscal Sustainability in G-7 Countries

Ensuring Fiscal Sustainability in G-7 Countries »

Source: Ensuring Fiscal Sustainability in G-7 Countries

Volume/Issue: 2007/187

Series: IMF Working Papers

Author(s): Daniel Leigh , David Hauner , and Michael Skaarup

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867510

Keywords: general equilibrium models, pension, public debt, health care, Genenral Equilibrium Models,

Rising longevity, falling fertility rates, and the retirement of the baby boom generation will substantially raise age-related government spending in most advanced and many emerging market countries. This paper ass...

Disintermediation and Monetary Transmission in Canada

Disintermediation and Monetary Transmission in Canada »

Source: Disintermediation and Monetary Transmission in Canada

Volume/Issue: 2006/84

Series: IMF Working Papers

Author(s): Jorge Roldos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863444

Keywords: Transmission of monetary policy, new keynesian models, aggregate demand, monetary transmission, inflation, monetary shock, Multiple or Simultaneous Equation Models: Time-Series Models, Transmission Of Monetary Polcy, Instruments,

This paper studies changes in Canada's monetary policy transmission, associated with the important changes in financial structure experienced in the 1990's, using two methodologies. First, VAR models show a clear b...