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New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Source: New Indicators for Tracking Growth in Real Time

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

What Influences Bank Lending in Saudi Arabia?

What Influences Bank Lending in Saudi Arabia? »

Source: What Influences Bank Lending in Saudi Arabia?

Volume/Issue: 2017/31

Series: IMF Working Papers

Author(s): Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 February 2017

ISBN: 9781475578669

Keywords: Panel analysis, Econometric models, Time series, Saudi Arabia, Loans, Middle East, Bank credit, Banks, Credit expansion, macro-financial linkages

Determinants of bank-level credit growth in Saudi Arabia are investigated by applying a panel approach to data spanning 2000-15. Strong bank balance sheet conditions, economic activity, and oil prices support bank...

Monetary Policy Analysis and Forecasting in the Group of Twenty

Monetary Policy Analysis and Forecasting in the Group of Twenty »

Source: Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach

Volume/Issue: 2010/152

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201358

Keywords: Monetary policy analysis, Panel unobserved components model, Bayesian conditioning on judgment, inflation, monetary conditions, nominal interest rate, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation, Forecasting and Other Model Applications

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structu...

Arab Countries in Transition - Economic Outlook and Key Challenges

Arab Countries in Transition - Economic Outlook and Key Challenges »

Source: Arab Countries in Transition - Economic Outlook and Key Challenges

Volume/Issue: 2015/030

Series: Policy Papers

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 June 2015

ISBN: 9781498344128

Keywords: External sector, Financial soundness indicators, Economic conditions, Economic stabilization, Economic models, excl, amortization, CPI inflation, account deficit, short-term outlook

The Arab Countries in Transition (ACTs) have had diverging trajectories over the past year and face an uncertain outlook.1 Improvements in the European economy, lower oil prices, and some progress on the policy fro...

Understanding the Inflationary Process in the GCC Region

Understanding the Inflationary Process in the GCC Region »

Source: Understanding the Inflationary Process in the GCC Region : The Case of Saudi Arabia and Kuwait

Volume/Issue: 2008/193

Series: IMF Working Papers

Author(s): Hesham Alogeel , and Maher Hasan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2008

ISBN: 9781451870510

Keywords: trading partners&;amp;#x2019; inflation, pass-through effect, demand shocks, excess money supply, error correction model (ECM), money demand, monetary policy, price level,

This paper investigates the factors that affect inflation in the GCC region by examining the inflationary processes in Saudi Arabia and Kuwait. The paper utilizes a model that accounts for foreign factors affecting...

Measures of Fiscal Risk in  Hydrocarbon-Exporting Countries

Measures of Fiscal Risk in Hydrocarbon-Exporting Countries »

Source: Measures of Fiscal Risk in Hydrocarbon-Exporting Countries

Volume/Issue: 2012/260

Series: IMF Working Papers

Author(s): Carlos Caceres , and Leandro Medina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2012

ISBN: 9781475530162

Keywords: stochastic simulations, volatility, break-even prices, exporting countries, commodity prices, break-even prices., Forecasting and Other Model Applications, Financial Forecasting and Simulation, General, Government Policy,

The recent relatively high levels of global oil prices have led to a significant improvement in the public finances of several hydrocarbon-exporting countries. However, despite the increase in fiscal buffers, mediu...

Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models

Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models »

Source: Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models

Volume/Issue: 2018/98

Series: IMF Working Papers

Author(s): Nidhaleddine Ben Cheikh , Sami Ben Naceur , Oussama Kanaan , and Christophe Rault

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 May 2018

ISBN: 9781484353622

Keywords: Qatar, Saudi Arabia, Middle East, Oil prices, Oman, Bahrain, Kuwait, United Arab Emirates, Yemen, Republic of, GCC stock markets

Our paper examines the effect of oil price changes on Gulf Cooperation Council (GCC) stock markets using nonlinear smooth transition regression (STR) models. Contrary to conventional wisdom, our empirical results r...

Macroeconomic Effects of Reforms on Three Diverse Oil Exporters: Russia, Saudi Arabia, and the UK

Macroeconomic Effects of Reforms on Three Diverse Oil Exporters: Russia, Saudi Arabia, and the UK »

Source: Macroeconomic Effects of Reforms on Three Diverse Oil Exporters: Russia, Saudi Arabia, and the UK

Volume/Issue: 2019/214

Series: IMF Working Papers

Author(s): Samya Beidas-Strom , and Marco Lorusso

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 October 2019

ISBN: 9781498320504

Keywords: External sector, Fiscal sector, Supply and demand, Oil consumption, Real effective exchange rates, DSGE model, Economic diversi?cation, Shocks and commodity exporters, Bayesian estimation, Fiscal policy

We build and estimate open economy two-bloc DSGE models to study the transmission and impact of shocks in Russia, Saudi Arabia and the United Kingdom. After accounting for country-specific fiscal and monetary secto...

New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455218998.001

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

What Influences Bank Lending in Saudi Arabia?

What Influences Bank Lending in Saudi Arabia? »

Volume/Issue: 2017/31

Series: IMF Working Papers

Author(s): Ken Miyajima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 February 2017

DOI: http://dx.doi.org/10.5089/9781475578669.001

ISBN: 9781475578669

Keywords: Panel analysis, Econometric models, Time series, Saudi Arabia, Loans, Middle East, Bank credit, Banks, Credit expansion, macro-financial linkages

Determinants of bank-level credit growth in Saudi Arabia are investigated by applying a panel approach to data spanning 2000-15. Strong bank balance sheet conditions, economic activity, and oil prices support bank...