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Analysis of the Yield on Foreign Exchange Bearer Certificates: Rationality and Financial Behavior in Pakistan

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

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

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

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?*

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

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

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

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

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

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...