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The Role of Seasonality and Monetary Policy in Inflation Forecasting

The Role of Seasonality and Monetary Policy in Inflation Forecasting »

Source: The Role of Seasonality and Monetary Policy in Inflation Forecasting

Volume/Issue: 2006/175

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864359

Keywords: Inflation forecasting, seasonal unit roots, monetary policy stance, error-correction models, VAR, money growth, money supply, inflation forecasts, Forecasting and Other Model Applications, Prices

Adequate modeling of the seasonal structure of consumer prices is essential for inflation forecasting. This paper suggests a new econometric approach for jointly determining inflation forecasts and monetary policy...

A Markov-Switching Approach to Measuring Exchange Market Pressure

A Markov-Switching Approach to Measuring Exchange Market Pressure »

Source: A Markov-Switching Approach to Measuring Exchange Market Pressure

Volume/Issue: 2007/242

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

ISBN: 9781451868050

Keywords: Exchange market pressure, Markov-switching models, exchange rate, exchange rate movements, inflation, foreign exchange, foreign exchange market,

This paper characterizes exchange market pressure as a nonlinear Markov-switching phenomenon, and examines its dynamics in response to money growth and inflation over three regimes. The empirical results identify e...

Commodity Price Shocks and the Oddson Fiscal Performance

Commodity Price Shocks and the Oddson Fiscal Performance »

Source: Commodity Price Shocks and the Oddson Fiscal Performance

Volume/Issue: 2005/171

Series: IMF Working Papers

Author(s): Francis Kumah , and John Matovu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451861907

Keywords: structural VAR, pro-cyclical fiscal policy, expenditure, fiscal performance, expenditures, fiscal aggregates, Econometric Modeling: General, General Outlook and Conditions, Strucral VAR,

Unanticipated changes in commodity prices can generate significant movements in fiscal aggregates. This paper seeks to understand the dynamics of these fiscal movements in the context of transitory commodity price...

Strengthening Country Ownership of Fund-Supported Programs

Strengthening Country Ownership of Fund-Supported Programs »

Source: Strengthening Country Ownership of Fund-Supported Programs

Volume/Issue: 2001/014

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 May 2001

ISBN: 9781498327541

Keywords: Conditionality, Fund-supported adjustment programs, Use of Fund resources, Financial crises, Economic policy, Economic reforms, Economic models, Balance of payments, PP, IFIs

...

The Role of Seasonality and Monetary Policy in Inflation Forecasting

The Role of Seasonality and Monetary Policy in Inflation Forecasting »

Volume/Issue: 2006/175

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

DOI: http://dx.doi.org/10.5089/9781451864359.001

ISBN: 9781451864359

Keywords: Inflation forecasting, seasonal unit roots, monetary policy stance, error-correction models, VAR, money growth, money supply, inflation forecasts, Forecasting and Other Model Applications, Prices

Adequate modeling of the seasonal structure of consumer prices is essential for inflation forecasting. This paper suggests a new econometric approach for jointly determining inflation forecasts and monetary policy...

A Markov-Switching Approach to Measuring Exchange Market Pressure

A Markov-Switching Approach to Measuring Exchange Market Pressure »

Volume/Issue: 2007/242

Series: IMF Working Papers

Author(s): Francis Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2007

DOI: http://dx.doi.org/10.5089/9781451868050.001

ISBN: 9781451868050

Keywords: Exchange market pressure, Markov-switching models, exchange rate, exchange rate movements, inflation, foreign exchange, foreign exchange market,

This paper characterizes exchange market pressure as a nonlinear Markov-switching phenomenon, and examines its dynamics in response to money growth and inflation over three regimes. The empirical results identify e...

Commodity Price Shocks and the Oddson Fiscal Performance

Commodity Price Shocks and the Oddson Fiscal Performance »

Volume/Issue: 2005/171

Series: IMF Working Papers

Author(s): Francis Kumah , and John Matovu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

DOI: http://dx.doi.org/10.5089/9781451861907.001

ISBN: 9781451861907

Keywords: structural VAR, pro-cyclical fiscal policy, expenditure, fiscal performance, expenditures, fiscal aggregates, Econometric Modeling: General, General Outlook and Conditions, Strucral VAR,

Unanticipated changes in commodity prices can generate significant movements in fiscal aggregates. This paper seeks to understand the dynamics of these fiscal movements in the context of transitory commodity price...

Strengthening Country Ownership of Fund-Supported Programs

Strengthening Country Ownership of Fund-Supported Programs »

Volume/Issue: 2001/014

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 May 2001

DOI: http://dx.doi.org/10.5089/9781498327541.007

ISBN: 9781498327541

Keywords: Conditionality, Fund-supported adjustment programs, Use of Fund resources, Financial crises, Economic policy, Economic reforms, Economic models, Balance of payments, PP, IFIs

...