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Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants / / Ivohasina Razafimahefa
Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants / / Ivohasina Razafimahefa
Autore Razafimahefa Ivohasina
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (25 p.)
Disciplina 336.370
Collana IMF Working Papers
IMF working paper
Soggetto topico Foreign exchange rates - Africa, Sub-Saharan
Economic policy
Foreign Exchange
Inflation
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Price Level
Deflation
Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General
Currency
Foreign exchange
Macroeconomics
Exchange rate arrangements
Exchange rate pass-through
Exchange rate adjustments
Exchange rates
Prices
ISBN 1-4755-8250-1
1-4755-3002-1
1-283-86662-5
1-4755-2674-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Literature Review; III. Analysis; A. Stylized Facts; B. Zero vs. Complete Pass-Through; C. Estimates of Pass-Through Elasticities; D. Determinants of Pass-Through Elasticities; E. Shift in Pass-Through Elasticities; IV. Conclusions; Tables; 1. Panel Unit Root Test; 2. Panel Cointegration Test; 3. Zero vs. Complete Pass-Through Tests (Panel AR-EC); 4. Appreciation vs. Depreciation Pass-Through; 5. Dynamic Pass-Through Elasticities; 6. Pass-Through Elasticities in Fixed vs. Flexible Regimes; 7. Pass-Through Shift in 1997; Figures
1. NEER Developments in SSA (Quarterly)2. NEER Percentage Changes in SSA (Quarterly); 3. CPI Percentage Changes in SSA (Quarterly); 4. NEER and CPI in Fixed Exchange Rate Regimes; 5. NEER and CPI in Flexible Exchange Rate Regimes; 6. Income and Pass-Through Elasticities; 7. Inflation Environment and Pass-Through Elasticities; 8. Broad Money and Pass-Through Elasticities; 9. Fiscal Balance and Pass-Through Elasticities; 10. CPIA Macro and Pass-Through Elasticities; 11. Macroeconomic and Political Developments in SSA; References
Record Nr. UNINA-9910816521003321
Razafimahefa Ivohasina  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
Autore Tsangarides Charalambos
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) AbdihYasser
Collana IMF Working Papers
Soggetto topico Foreign exchange rates - French franc area
Franc, CFA
Monetary unions - Africa, French-speaking
Econometrics
Foreign Exchange
Macroeconomics
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Forecasting and Other Model Applications
Open Economy Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
Currency
Foreign exchange
Econometrics & economic statistics
Real effective exchange rates
Real exchange rates
Exchange rates
Vector autoregression
Government consumption
Econometric analysis
National accounts
Consumption
Economics
ISBN 1-4623-9318-7
1-4527-7838-8
1-282-44791-2
1-4519-0949-7
9786613821119
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES""
Record Nr. UNINA-9910788523603321
Tsangarides Charalambos  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
Autore Tsangarides Charalambos
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) AbdihYasser
Collana IMF Working Papers
Soggetto topico Foreign exchange rates - French franc area
Franc, CFA
Monetary unions - Africa, French-speaking
Econometrics
Foreign Exchange
Macroeconomics
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Forecasting and Other Model Applications
Open Economy Macroeconomics
Macroeconomics: Consumption
Saving
Wealth
Currency
Foreign exchange
Econometrics & economic statistics
Real effective exchange rates
Real exchange rates
Exchange rates
Vector autoregression
Government consumption
Econometric analysis
National accounts
Consumption
Economics
ISBN 1-4623-9318-7
1-4527-7838-8
1-282-44791-2
1-4519-0949-7
9786613821119
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES""
Record Nr. UNINA-9910814667303321
Tsangarides Charalambos  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Autore Rose Andrew
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2004
Descrizione fisica 1 online resource (20 p.)
Disciplina 332.6322
Altri autori (Persone) FloodRobert
Collana IMF Working Papers
Soggetto topico Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models
Econometrics
Finance: General
Investments: Stocks
Macroeconomics
Information and Market Efficiency
Event Studies
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Classification Methods
Cluster Analysis
Principal Components
Factor Models
Price Level
Inflation
Deflation
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Econometrics & economic statistics
Investment & securities
Finance
Stocks
Stock markets
Factor models
Asset prices
Time series analysis
Financial institutions
Financial markets
Econometric analysis
Prices
Stock exchanges
Econometric models
ISBN 1-4623-4387-2
1-4527-2097-5
1-282-05112-1
9786613798572
1-4518-9890-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References""
Record Nr. UNINA-9910788521803321
Rose Andrew  
Washington, D.C. : , : International Monetary Fund, , 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
Autore Rose Andrew
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2004
Descrizione fisica 1 online resource (20 p.)
Disciplina 332.6322
Altri autori (Persone) FloodRobert
Collana IMF Working Papers
Soggetto topico Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models
Econometrics
Finance: General
Investments: Stocks
Macroeconomics
Information and Market Efficiency
Event Studies
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Classification Methods
Cluster Analysis
Principal Components
Factor Models
Price Level
Inflation
Deflation
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Econometrics & economic statistics
Investment & securities
Finance
Stocks
Stock markets
Factor models
Asset prices
Time series analysis
Financial institutions
Financial markets
Econometric analysis
Prices
Stock exchanges
Econometric models
ISBN 1-4623-4387-2
1-4527-2097-5
1-282-05112-1
9786613798572
1-4518-9890-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References""
Record Nr. UNINA-9910809283203321
Rose Andrew  
Washington, D.C. : , : International Monetary Fund, , 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
Autore Luca Oana
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (29 pages)
Altri autori (Persone) TiemanAlexander
Collana IMF Working Papers
Soggetto topico Banks and Banking
Investments: Energy
Investments: Stocks
Macroeconomics
Industries: Energy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Business Fluctuations
Cycles
International Business Cycles
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
Economywide Country Studies: U.S
Canada
Energy and the Macroeconomy
Energy: Demand and Supply
Prices
Energy: General
Macroeconomics: Production
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Interest Rates: Determination, Term Structure, and Effects
Investment & securities
Petroleum, oil & gas industries
Finance
Oil prices
Oil
Oil production
Stocks
Long term interest rates
Commodities
Production
Financial institutions
Financial services
Petroleum industry and trade
Interest rates
ISBN 1-4755-5420-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Contents -- I. Introduction -- II. Analyzing the oil market using a multi-country model -- A. The GVAR-Oil model -- B. Effects of a fall in oil prices -- III. Analyzing oil price changes using monthly data -- A. Has the relationship between real oil and equity prices been stable over time? -- B. Are lower oil prices beneficial for the U.S. and the world economy? -- IV. How do global oil supplies respond to lower oil prices? -- V. Concluding Remarks -- References -- Figures -- 1. Nominal and Real (2015 U.S. dollars) WTI Oil Prices -- 2. Effects of Lower Oil Prices on Global Real Equity Prices, Long-Term Interest Rates, and Real GDP -- 3. Effects of Lower Oil Prices on Long-Term Interest Rates in Various Countries -- 4. Effects of Lower Oil Prices on Inflation in Various Countries -- 5. Effects of Lower Oil Prices on Real GDP in Various Countries -- 6. U.S. Oil Production (1000 barrels/day) -- 7. Real Oil Prices and Real US Equity Prices (S& -- P 500), 1946M1-2016M3 -- 8. Rolling Estimates of the Effects of Changes in Oil Prices on Equity Prices -- 9. Real Oil Prices and Real Dividends (S& -- P 500), 1946M1-2016M3 -- 10. Rolling Estimates of the Effects of Changes in Oil Prices on Real Dividends -- 11. Monthly Oil Production for Iran, Iraq, Russia, Saudi Arabia, and the US (1000 barrels/day) -- Tables -- 1. Countries and Regions in the GVAR-Oil Model -- 2. Correlations between Changes in Real Oil Prices, Equity Prices and Dividends -- 3. Estimates of the Long-run Coefficients of Real Oil Prices based on Various ARDL Regressions and Sub-samples, 1970M1-2016M4.
Record Nr. UNINA-9910155013703321
Luca Oana
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Autore Frank Nathaniel
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Altri autori (Persone) HesseHeiko
Collana IMF Working Papers
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Banks and Banking
Finance: General
Financial Risk Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Financial Markets and the Macroeconomy
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Interest Rates: Determination, Term Structure, and Effects
Finance
Economic & financial crises & disasters
Stock markets
Emerging and frontier financial markets
Securities markets
Yield curve
Financial markets
Financial services
Stock exchanges
Financial services industry
Capital market
Interest rates
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910788335203321
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Autore Frank Nathaniel
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Disciplina 332.152
Altri autori (Persone) HesseHeiko
Collana IMF Working Papers
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Banks and Banking
Finance: General
Financial Risk Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Financial Markets and the Macroeconomy
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Interest Rates: Determination, Term Structure, and Effects
Finance
Economic & financial crises & disasters
Stock markets
Emerging and frontier financial markets
Securities markets
Yield curve
Financial markets
Financial services
Stock exchanges
Financial services industry
Capital market
Interest rates
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910825975803321
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Autore Walker Todd
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (66 p.)
Altri autori (Persone) LeeperEric
YangSusan
Collana IMF Working Papers
Soggetto topico Taxation
Fiscal policy
Information theory in economics
Econometrics
Investments: Bonds
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
General Financial Markets: General (includes Measurement and Data)
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
National Government Expenditures and Related Policies: General
Personal Income and Other Nonbusiness Taxes and Subsidies
Tax Law
Investment & securities
Econometrics & economic statistics
Public finance & taxation
Welfare & benefit systems
Macroeconomics
Taxation & duties law
Municipal bonds
Vector autoregression
Expenditure
Labor taxes
Financial institutions
Econometric analysis
Taxes
Tax law
Tax policy
Bonds
Expenditures, Public
Income tax
Law and legislation
ISBN 1-4755-1691-6
1-4755-5824-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Analytical Example; A. The Econometrics of Foresight; Figures; 1. Responses of Capital to Tax Increase; B. Generalizations; III. Quantitative Importance of Foresight; A. Modeling Information Flows; B. Model Descriptions; C. Information Flows and Estimation Bias; Tables; 1. Information Flow Processes; IV. Solving the Problem; 2. Output Multipliers for a Labor Tax Change; A. An Organizing Principle; B. Lines of Attack; 1. The Narrative Approach; 2. Conditioning on Asset Prices; 3. Direct Estimation of DSGE Model; V. Concluding Remarks; Appendices
I. Simulations Details II. Testing Economic Theory; III. Municipal Bonds and Fiscal Foresight: Additional Results; IV. Assessing the Ex-Ante Approach; References
Record Nr. UNINA-9910779500403321
Walker Todd  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
Autore Walker Todd
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (66 p.)
Disciplina 332.1
Altri autori (Persone) LeeperEric
YangSusan
Collana IMF Working Papers
Soggetto topico Taxation
Fiscal policy
Information theory in economics
Econometrics
Investments: Bonds
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
General Financial Markets: General (includes Measurement and Data)
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
National Government Expenditures and Related Policies: General
Personal Income and Other Nonbusiness Taxes and Subsidies
Tax Law
Investment & securities
Econometrics & economic statistics
Public finance & taxation
Welfare & benefit systems
Macroeconomics
Taxation & duties law
Municipal bonds
Vector autoregression
Expenditure
Labor taxes
Financial institutions
Econometric analysis
Taxes
Tax law
Tax policy
Bonds
Expenditures, Public
Income tax
Law and legislation
ISBN 1-4755-1691-6
1-4755-5824-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Analytical Example; A. The Econometrics of Foresight; Figures; 1. Responses of Capital to Tax Increase; B. Generalizations; III. Quantitative Importance of Foresight; A. Modeling Information Flows; B. Model Descriptions; C. Information Flows and Estimation Bias; Tables; 1. Information Flow Processes; IV. Solving the Problem; 2. Output Multipliers for a Labor Tax Change; A. An Organizing Principle; B. Lines of Attack; 1. The Narrative Approach; 2. Conditioning on Asset Prices; 3. Direct Estimation of DSGE Model; V. Concluding Remarks; Appendices
I. Simulations Details II. Testing Economic Theory; III. Municipal Bonds and Fiscal Foresight: Additional Results; IV. Assessing the Ex-Ante Approach; References
Record Nr. UNINA-9910809529203321
Walker Todd  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui