Commodity Terms of Trade : : The History of Booms and Busts |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 34 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Prices
Terms of trade - Econometric models Business cycles - Econometric models Investments: Commodities Investments: Energy Macroeconomics Commodity Markets Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Investment & securities Economic growth Commodity prices Business cycles Commodities Commodity booms Commodity price fluctuations Commercial products |
ISBN |
1-4623-3659-0
9786612844119 1-282-84411-3 1-4518-7352-2 1-4527-3896-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226203321 |
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Commodity Terms of Trade : : The History of Booms and Busts |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 34 p. : ill |
Disciplina | 338.5;338.52 |
Collana | IMF Working Papers |
Soggetto topico |
Prices
Terms of trade - Econometric models Business cycles - Econometric models Investments: Commodities Investments: Energy Macroeconomics Commodity Markets Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Investment & securities Economic growth Commodity prices Business cycles Commodities Commodity booms Commodity price fluctuations Commercial products |
ISBN |
1-4623-3659-0
9786612844119 1-282-84411-3 1-4518-7352-2 1-4527-3896-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. The Commodity Terms of Trade -- III. Identifying Commodity Booms and Busts -- IV. The Consequences of Commodity Booms and Busts -- V. Conclusions -- VI. References -- Tables -- 1. The Distribution of Booms Across Periods and Regions: Some Summary Statistics -- 2. The Distributions of Busts Across Periods and Regions: Some Summary Statistics -- 3. Descriptive Tests of Amplitude and Duration of Booms and Busts -- 4. The Most Recent Episodes of Booms and Busts -- 5. Macroeconomic Performance During Booms and Busts -- 6. Comparative Tests of Macroeconomic Performance During Booms and Busts -- 7. Macroeconomic Performance in the Latest Boom Relative to the Past -- Figures -- 1. Commodity Price Aggregates -- 2. Commodity Terms of Trade -- 3. Commodity Terms of Trade by Region -- 4. Commodity Terms of Trade: Fuel Exporters -- 5. Commodity Terms of Trade: Non-Fuel Commodity Exporters -- 6. Commodity Terms of Trade: Other Countries -- 7. Commodity Prices and Terms of Trade: Venezuela -- 8. Commodity Prices and Terms of Trade Papua New Guinea -- 9. Commodity Prices and Terms of Trade Mauritius -- 10. The Number of Countries Experiencing Booms and Busts in the Commodity Terms of Trade. |
Record Nr. | UNINA-9910825972003321 |
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Fiscal policy and economic cycles in oil-exporting countries / / Aasim M. Husain, Kamilya Tazhibayeva, and Anna Ter-Martirosyan |
Autore | Husain Aasim M |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (23 p.) |
Disciplina | 336.3015195 |
Altri autori (Persone) |
TazhibayevaKamilya
Ter-MartirosyanAnna |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Fiscal policy - Econometric models
Business cycles - Econometric models Petroleum industry and trade - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-4670-7
1-4527-9851-6 9786612842047 1-282-84204-8 1-4518-7111-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Data and Cyclical Properties; III. Oil Prices, Output Cycles, and Fiscal Policy; IV. Panel VAR Framework; V. Sensitivity Checks and Extensions; VI. Conclusions; References; Appendixes; A. Data Sources and Descriptions; B. Unit Root Tests |
Record Nr. | UNINA-9910464260503321 |
Husain Aasim M
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Fiscal Policy and Economic Cycles in Oil-Exporting Countries / / Kamilya Tazhibayeva, Aasim Husain, Anna Ter-Martirosyan |
Autore | Tazhibayeva Kamilya |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (23 p.) |
Disciplina | 336.3015195 |
Altri autori (Persone) |
HusainAasim
Ter-MartirosyanAnna |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Fiscal policy - Econometric models
Business cycles - Econometric models Petroleum industry and trade - Econometric models Investments: Energy Macroeconomics Public Finance Energy: Demand and Supply Prices Fiscal Policy National Government Expenditures and Related Policies: General Energy: General Public finance & taxation Investment & securities Oil prices Fiscal policy Fiscal stance Expenditure Oil Expenditures, Public Petroleum industry and trade |
ISBN |
1-4623-4670-7
1-4527-9851-6 9786612842047 1-282-84204-8 1-4518-7111-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Data and Cyclical Properties; III. Oil Prices, Output Cycles, and Fiscal Policy; IV. Panel VAR Framework; V. Sensitivity Checks and Extensions; VI. Conclusions; References; Appendixes; A. Data Sources and Descriptions; B. Unit Root Tests |
Record Nr. | UNINA-9910788342403321 |
Tazhibayeva Kamilya
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Fiscal Policy and Economic Cycles in Oil-Exporting Countries / / Kamilya Tazhibayeva, Aasim Husain, Anna Ter-Martirosyan |
Autore | Tazhibayeva Kamilya |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (23 p.) |
Disciplina | 336.3015195 |
Altri autori (Persone) |
HusainAasim
Ter-MartirosyanAnna |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Fiscal policy - Econometric models
Business cycles - Econometric models Petroleum industry and trade - Econometric models Investments: Energy Macroeconomics Public Finance Energy: Demand and Supply Prices Fiscal Policy National Government Expenditures and Related Policies: General Energy: General Public finance & taxation Investment & securities Oil prices Fiscal policy Fiscal stance Expenditure Oil Expenditures, Public Petroleum industry and trade |
ISBN |
1-4623-4670-7
1-4527-9851-6 9786612842047 1-282-84204-8 1-4518-7111-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Data and Cyclical Properties; III. Oil Prices, Output Cycles, and Fiscal Policy; IV. Panel VAR Framework; V. Sensitivity Checks and Extensions; VI. Conclusions; References; Appendixes; A. Data Sources and Descriptions; B. Unit Root Tests |
Record Nr. | UNINA-9910827362003321 |
Tazhibayeva Kamilya
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Global business cycles [[electronic resource] ] : convergence or decoupling? / / M. Ayhan Kose, Christopher Otrok, and Eswar S. Prasad |
Autore | Kose M. Ayhan |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, 2008 |
Descrizione fisica | 1 online resource (51 p.) |
Altri autori (Persone) |
OtrokChristopher
PrasadEswar |
Collana | IMF working paper |
Soggetto topico |
Business cycles - Econometric models
Globalization |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-3965-4
1-4527-8339-X 1-4518-7001-9 9786612840944 1-282-84094-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; A. A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling?
B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I. A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor |
Record Nr. | UNINA-9910463996603321 |
Kose M. Ayhan
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Washington, D.C., : International Monetary Fund, 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Global Business Cycles : : Convergence or Decoupling? / / Ayhan Kose, Eswar Prasad, Christopher Otrok |
Autore | Kose Ayhan |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (51 p.) |
Altri autori (Persone) |
PrasadEswar
OtrokChristopher |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles - Econometric models
Globalization Econometrics Finance: General Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Globalization: General General Financial Markets: General (includes Measurement and Data) Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Finance Econometrics & economic statistics Business cycles Consumption Emerging and frontier financial markets Factor models Economics Financial services industry Econometric models |
ISBN |
1-4623-3965-4
1-4527-8339-X 1-4518-7001-9 9786612840944 1-282-84094-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; A. A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling?
B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I. A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor |
Record Nr. | UNINA-9910788245303321 |
Kose Ayhan
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
|
Global Business Cycles : : Convergence or Decoupling? / / Ayhan Kose, Eswar Prasad, Christopher Otrok |
Autore | Kose Ayhan |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (51 p.) |
Disciplina | 339.015195 |
Altri autori (Persone) |
PrasadEswar
OtrokChristopher |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles - Econometric models
Globalization Econometrics Finance: General Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Globalization: General General Financial Markets: General (includes Measurement and Data) Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Finance Econometrics & economic statistics Business cycles Consumption Emerging and frontier financial markets Factor models Economics Financial services industry Econometric models |
ISBN |
1-4623-3965-4
1-4527-8339-X 1-4518-7001-9 9786612840944 1-282-84094-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; A. A Dynamic Factor Model; B. Advantages of Dynamic Factor Models; C. Variance Decompositions; D. Data; III. Dynamic Factors and Episodes of Business Cycles; A. Evolution of the Global and Group-Specific Factors; B. Country Factors and Domestic Economic Activity; IV. Sources of Business Cycle Fluctuations: 1960-2005; A. Common Cycles: Global and Country-Specific Factors; B. National Cycles: Country and Idiosyncratic Factors; C. Summary; V. Globalization and the Evolution of International Business Cycles; A. Convergence or Decoupling?
B. Consumption ComovementC. Dynamics of Investment; D. Summary; VI. Sensitivity Experiments; A. Results for Sub-groups of Countries; B. Changes in the Importance of Global and Group Factors; C. Implications of Crises; D. Alternative Breakpoints; VII. Conclusion; References; Appendices; I. A Bayesian Approach to Estimating Dynamic Factor Models; II. Testing for Structural Breaks; III. List of Countries; Tables; 1. Variance Decompositions-All Groups; 2. Variance Decompositions-Industrial Country Subsamples; 3. Variance Decompositions-All Groups 4. Variance Decompositions-Industrial Country Subsamples5. Variance Decompositions-Emerging Economy Subsamples; 6. Variance Decompositions-Other Developing Economy Subsamples; Figures; 1. Global and Group-Specific Factors; 2. Output Growth and Estimated Factors for Selected Countries; 3. Average Variance Explained by the Global and Group Factors; 4. Average Variance Explained by Global and Group Factors; 5. Average Variance Explained by Global Factor; 6. Average Variance Explained by Group Specific Factors; 7. Average Variance Explained by Global and Group-Specific Factors-All Countries 8. Output Variance Explained by Global Factor9. Output Variance Explained by Group Factor |
Record Nr. | UNINA-9910820699303321 |
Kose Ayhan
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Modelling trends and cycles in economic time series / / Terence C. Mills |
Autore | Terence C. Mills |
Edizione | [Second edition.] |
Pubbl/distr/stampa | Cham, Switzerland : , : Palgrave Macmillan, , [2021] |
Descrizione fisica | 1 online resource (219 pages) |
Disciplina | 338.542015195 |
Collana | Palgrave texts in econometrics |
Soggetto topico | Business cycles - Econometric models |
ISBN | 3-030-76359-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910495166503321 |
Terence C. Mills
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Cham, Switzerland : , : Palgrave Macmillan, , [2021] | ||
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Lo trovi qui: Univ. Federico II | ||
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Monetary policy analysis and forecasting in the world economy [[electronic resource] ] : a panel unobserved components approach / / prepared by Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Strategy, Policy and Review Dept., 2009 |
Descrizione fisica | 42 p. : ill |
Collana | IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463702303321 |
Vitek Francis
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[Washington, D.C.], : International Monetary Fund, Strategy, Policy and Review Dept., 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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