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- Keyword: modeling x
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Analysis of the Yield on Foreign Exchange Bearer Certificates: Rationality and Financial Behavior in Pakistan »
Source: Analysis of the Yield on Foreign Exchange Bearer Certificates: Rationality and Financial Behavior in Pakistan
Volume/Issue: 1994/156
Series: IMF Working Papers
Author(s): Karim Abdel-Motaal
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 1994
ISBN: 9781616352455
Keywords: Interest rates, Economic models
The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, incl...
Estimating Potential Output in Chile »
Source: Estimating Potential Output in Chile : A Multivariate Filter for Mining and Non-Mining Sectors
Volume/Issue: 2016/201
Series: IMF Working Papers
Author(s): Patrick Blagrave , and Marika Santoro
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 14 October 2016
ISBN: 9781475544923
Keywords: Macroeconomic Modeling, Potential Output, Production Function
Using a multivariate filter, we estimate potential growth rates in Chile's mining and non-mining sectors. Estimates for the mining sector incorporate information on copper prices, whereas estimates for non-mining r...
Measuring the Potential Output of South Africa »
Source: Measuring the Potential Output of South Africa
Volume: 11
Series: Departmental Papers / Policy Papers
Author(s): Nir Klein
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 25 August 2011
ISBN: 9781475510140
Keywords: Production growth, Productivity, Economic models, Economic growth
This paper provides an assessment of the South African potential output for the period 1985-2010 by applying both structural and nonstructural estimation techniques. The analysis suggests that, while potential out...
A Bayesian Approach to Model Uncertainty »
Source: A Bayesian Approach to Model Uncertainty
Volume/Issue: 2004/68
Series: IMF Working Papers
Author(s): Charalambos Tsangarides
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 April 2004
ISBN: 9781451849028
Keywords: Economic models, Forecasting models, Dynamic Panel Estimation, Bayesian Model Averaging, probability, probabilities, hypothesis testing, bayes factors, equation
This paper develops the theoretical background for the Limited Information Bayesian Model Averaging (LIBMA). The proposed approach accounts for model uncertainty by averaging over all possible combinations of predi...
Trade and Income in the Long Run: Are There Really Gains, and Are They Widely Shared?* »
Source: Trade and Income in the Long Run: Are There Really Gains, and Are They Widely Shared?
Volume/Issue: 2017/231
Series: IMF Working Papers
Author(s): Diego Cerdeiro , and Andras Komaromi
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 07 November 2017
ISBN: 9781484324851
Keywords: Income, Trade, Growth, Inequality, Gravity model, General
In the cross section of countries, there is a strong positive correlation between trade and income, and a negative relationship between trade and inequality. Does this reflect a causal relationship? We adopt the Fr...
The Effectiveness of Monetary Policy in Small Open Economies »
Source: The Effectiveness of Monetary Policy in Small Open Economies : An Empirical Investigation
Volume/Issue: 2016/189
Series: IMF Working Papers
Author(s): Keyra Primus
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 16 September 2016
ISBN: 9781475536874
Keywords: Reserve Requirements, Macroeconometric Model, Small Open Economies
This paper examines the relative effectiveness of the use of indirect and direct monetary policy instruments in Barbados, Jamaica and Trinidad and Tobago, by estimating a restricted Vector Autoregressive model with...
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...
Investment-Specific Productivity Growth - Chile in a Global Perspective »
Source: Investment-Specific Productivity Growth - Chile in a Global Perspective
Volume/Issue: 2009/264
Series: IMF Working Papers
Author(s): Gabriel Di Bella , and Martin Cerisola
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 December 2009
ISBN: 9781451874099
Keywords: General Equilibrium Model, isp, commodity exporters, technologies, technological change, equilibrium model,
By the end of 2007, Chile's total factor productivity was lower than ten years earlier, a performance that contrasted sharply with the previous decade, when productivity grew by a cumulative 30 percent. This paper...
Quantifying the Impact of Tradeon Wages »
Source: Quantifying the Impact of Tradeon Wages : The Role of Nontraded Goods
Volume/Issue: 2002/191
Series: IMF Working Papers
Author(s): Stephen Tokarick
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2002
ISBN: 9781451859720
Keywords: wage, unskilled labor, skilled labor, changes in trade, Neoclassical Models of Trade, Computable General Equilibrium Models,
This paper uses an applied general equilbrium model to decompose the effects of changes in trade and technology-related variables on wages of skilled and unskilled labor between 1982 and 1996 in the United States....
Government Debt and Long-Term Interest Rates »
Source: Government Debt and Long-Term Interest Rates
Volume/Issue: 2006/63
Series: IMF Working Papers
Author(s): Noriaki Kinoshita
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 March 2006
ISBN: 9781451863239
Keywords: long-term interest rates, dynamic general equilibrium model, birth rate, simulation results, general equilibrium model, equations,
This paper examines the relationship between government debt and long-term interest rates. A dynamic general equilibrium model that incorporates debt nonneutrality is specified and solved, and numerical simulations...