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The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
Autore Cashin Paul
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (41 p.)
Altri autori (Persone) MohaddesKamiar
RaissiMehdi
Collana IMF Working Papers
Soggetto topico Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models
Business cycles - Middle East - Econometric models
Business cycles - Africa, North - Econometric models
Investments: Energy
Econometrics
Foreign Exchange
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
Economywide Country Studies: Asia including Middle East
Energy: Demand and Supply
Prices
Energy: General
Macroeconomics: Production
Investment & securities
Econometrics & economic statistics
Currency
Foreign exchange
Petroleum, oil & gas industries
Oil
Oil prices
Vector autoregression
Real effective exchange rates
Oil production
Commodities
Econometric analysis
Production
Petroleum industry and trade
ISBN 1-4755-3230-X
1-4755-9666-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP
2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers
7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988
Record Nr. UNINA-9910779643103321
Cashin Paul  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
Autore Cashin Paul
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (41 p.)
Disciplina 332.1532
Altri autori (Persone) MohaddesKamiar
RaissiMehdi
Collana IMF Working Papers
Soggetto topico Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models
Business cycles - Middle East - Econometric models
Business cycles - Africa, North - Econometric models
Investments: Energy
Econometrics
Foreign Exchange
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
Economywide Country Studies: Asia including Middle East
Energy: Demand and Supply
Prices
Energy: General
Macroeconomics: Production
Investment & securities
Econometrics & economic statistics
Currency
Foreign exchange
Petroleum, oil & gas industries
Oil
Oil prices
Vector autoregression
Real effective exchange rates
Oil production
Commodities
Econometric analysis
Production
Petroleum industry and trade
ISBN 1-4755-3230-X
1-4755-9666-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP
2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers
7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988
Record Nr. UNINA-9910810127103321
Cashin Paul  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
Autore Joutz Frederick
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (50 p.)
Disciplina 336.150973
Altri autori (Persone) AbdihYasser
Collana IMF Working Papers
IMF working paper
Soggetto topico Public investments - United States - Econometric models
Human capital - United States - Econometric models
Knowledge management - United States - Econometric models
Econometrics
Investments: Stocks
Labor
Macroeconomics
Production and Operations Management
Labor Economics: General
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Human Capital
Skills
Occupational Choice
Labor Productivity
Macroeconomics: Production
Labour
income economics
Investment & securities
Econometrics & economic statistics
Stocks
Vector autoregression
Human capital
Productivity
Labor economics
Industrial productivity
ISBN 1-4623-1240-3
1-4527-7934-1
1-282-84169-6
1-4518-7076-0
9786612841699
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included
4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space
4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed
Record Nr. UNINA-9910788345003321
Joutz Frederick  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
Autore Joutz Frederick
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (50 p.)
Disciplina 336.150973
Altri autori (Persone) AbdihYasser
Collana IMF Working Papers
IMF working paper
Soggetto topico Public investments - United States - Econometric models
Human capital - United States - Econometric models
Knowledge management - United States - Econometric models
Econometrics
Investments: Stocks
Labor
Macroeconomics
Production and Operations Management
Labor Economics: General
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Human Capital
Skills
Occupational Choice
Labor Productivity
Macroeconomics: Production
Labour
income economics
Investment & securities
Econometrics & economic statistics
Stocks
Vector autoregression
Human capital
Productivity
Labor economics
Industrial productivity
ISBN 1-4623-1240-3
1-4527-7934-1
1-282-84169-6
1-4518-7076-0
9786612841699
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included
4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space
4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed
Record Nr. UNINA-9910827081903321
Joutz Frederick  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Inflation Dynamics in Mongolia : : Understanding the Roller Coaster / / Julia Bersch, Steven Barnett, Yasuhisa Ojima
Inflation Dynamics in Mongolia : : Understanding the Roller Coaster / / Julia Bersch, Steven Barnett, Yasuhisa Ojima
Autore Bersch Julia
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (22 p.)
Altri autori (Persone) BarnettSteven
OjimaYasuhisa
Collana IMF Working Papers
IMF working paper
Soggetto topico Inflation (Finance) - Mongolia
Finance - Mongolia
Inflation
Macroeconomics
Economic Theory
Price Level
Deflation
Business Fluctuations
Cycles
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Agriculture: Aggregate Supply and Demand Analysis
Prices
Economic theory & philosophy
Food prices
Consumer price indexes
Supply shocks
Price controls
Economic theory
Price indexes
Supply and demand
Government policy
ISBN 1-4755-9827-0
1-4755-3267-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; Figures; 1. Inflation: Headline CPI; 2. Inflation, 1995-2010; II. A Closer Look at the Consumer Price Index; 3. Export Earnings and Fiscal Spending; 4. Administered Price Changes; 5. Inflation: Contributions to Change; 6. Inflation Rates; Tables; 1. Descriptive Statistics of the Overall Inflation Rate and the Main Subcomponents; 7 Seasonal Factors; 8. Inflation Rates (In percent, seasonally adjuted annualized rate month-on-month); 9. Inflation Rates (In percent, seasonally adjusted annualized rate)
III. Understanding Inflation Through its Time Series PropertiesA. Inflation Persistence and Expectations; 2. Persistence in CPI and its Subcomponents; 10. Inflation: Persistence Shocks; 3. Mongolia and Other Copper Producers; B. Vector Auto-Regression (VAR) Analysis; 11 Impulse Response Functions; IV. Demand-pull Factor of Inflation; A. The Role of Fiscal Spending; 12 Variance Decomposition; 13. Fiscal Spending (In percent of non-mineral GDP); 14. Fiscal Spending (In percent, 4-quarter moving average, year-on-year); 4. Inflationary Impact of Government Spending, 2000-11
B. The Role of Output Gaps and the Exchange Rate15. Mongolia: Output Gap (2000Q1-2011Q4); 16. Exchange Rates; 5. Phillips-Curve Estimation; V. International Context; A. Commodity Prices; 17. Food Prices; 18. Rice Prices; 19. Wheat and Flour Prices; B. Price Spillovers from Neighboring Countries-China and Russia; 6. China and Russia; VI. Conclusion; Annex. The Ulaanbaatar and National CPIs; References
Record Nr. UNINA-9910786475003321
Bersch Julia  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Inflation Dynamics in Mongolia : : Understanding the Roller Coaster / / Julia Bersch, Steven Barnett, Yasuhisa Ojima
Inflation Dynamics in Mongolia : : Understanding the Roller Coaster / / Julia Bersch, Steven Barnett, Yasuhisa Ojima
Autore Bersch Julia
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (22 p.)
Disciplina 338.158294
Altri autori (Persone) BarnettSteven
OjimaYasuhisa
Collana IMF Working Papers
IMF working paper
Soggetto topico Inflation (Finance) - Mongolia
Finance - Mongolia
Inflation
Macroeconomics
Economic Theory
Price Level
Deflation
Business Fluctuations
Cycles
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Agriculture: Aggregate Supply and Demand Analysis
Prices
Economic theory & philosophy
Food prices
Consumer price indexes
Supply shocks
Price controls
Economic theory
Price indexes
Supply and demand
Government policy
ISBN 1-4755-9827-0
1-4755-3267-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; Figures; 1. Inflation: Headline CPI; 2. Inflation, 1995-2010; II. A Closer Look at the Consumer Price Index; 3. Export Earnings and Fiscal Spending; 4. Administered Price Changes; 5. Inflation: Contributions to Change; 6. Inflation Rates; Tables; 1. Descriptive Statistics of the Overall Inflation Rate and the Main Subcomponents; 7 Seasonal Factors; 8. Inflation Rates (In percent, seasonally adjuted annualized rate month-on-month); 9. Inflation Rates (In percent, seasonally adjusted annualized rate)
III. Understanding Inflation Through its Time Series PropertiesA. Inflation Persistence and Expectations; 2. Persistence in CPI and its Subcomponents; 10. Inflation: Persistence Shocks; 3. Mongolia and Other Copper Producers; B. Vector Auto-Regression (VAR) Analysis; 11 Impulse Response Functions; IV. Demand-pull Factor of Inflation; A. The Role of Fiscal Spending; 12 Variance Decomposition; 13. Fiscal Spending (In percent of non-mineral GDP); 14. Fiscal Spending (In percent, 4-quarter moving average, year-on-year); 4. Inflationary Impact of Government Spending, 2000-11
B. The Role of Output Gaps and the Exchange Rate15. Mongolia: Output Gap (2000Q1-2011Q4); 16. Exchange Rates; 5. Phillips-Curve Estimation; V. International Context; A. Commodity Prices; 17. Food Prices; 18. Rice Prices; 19. Wheat and Flour Prices; B. Price Spillovers from Neighboring Countries-China and Russia; 6. China and Russia; VI. Conclusion; Annex. The Ulaanbaatar and National CPIs; References
Record Nr. UNINA-9910826179203321
Bersch Julia  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Institutional Quality, Knightian Uncertainty, and Insurability : : A Cross-Country Analysis / / S. Erbas, Chera Sayers
Institutional Quality, Knightian Uncertainty, and Insurability : : A Cross-Country Analysis / / S. Erbas, Chera Sayers
Autore Erbas S
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (15 p.)
Altri autori (Persone) SayersChera
Collana IMF Working Papers
Soggetto topico Risk (Insurance)
Risk management - Econometric models
Insurance
Macroeconomics
Industries: Financial Services
Intelligence (AI) & Semantics
Insurance Companies
Actuarial Studies
Formal and Informal Sectors
Shadow Economy
Institutional Arrangements
Personal Income, Wealth, and Their Distributions
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Technological Change: Choices and Consequences
Diffusion Processes
Insurance & actuarial studies
Finance
Artificial intelligence
Personal income
Insurance companies
Income
ISBN 1-4623-8108-1
1-4527-2996-4
1-282-63669-3
9786613822871
1-4519-8808-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. INSTITUTIONAL QUALITY AND KNIGHTISAN UNCERTAINTY: AN INTERPRETATION""; ""III. METHODOLOGY""; ""IV. REGRESSION RESULTS""; ""V. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788410803321
Erbas S  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Institutional Quality, Knightian Uncertainty, and Insurability : : A Cross-Country Analysis / / S. Erbas, Chera Sayers
Institutional Quality, Knightian Uncertainty, and Insurability : : A Cross-Country Analysis / / S. Erbas, Chera Sayers
Autore Erbas S
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (15 p.)
Altri autori (Persone) SayersChera
Collana IMF Working Papers
Soggetto topico Risk (Insurance)
Risk management - Econometric models
Insurance
Macroeconomics
Industries: Financial Services
Intelligence (AI) & Semantics
Insurance Companies
Actuarial Studies
Formal and Informal Sectors
Shadow Economy
Institutional Arrangements
Personal Income, Wealth, and Their Distributions
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Technological Change: Choices and Consequences
Diffusion Processes
Insurance & actuarial studies
Finance
Artificial intelligence
Personal income
Insurance companies
Income
ISBN 1-4623-8108-1
1-4527-2996-4
1-282-63669-3
9786613822871
1-4519-8808-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. INSTITUTIONAL QUALITY AND KNIGHTISAN UNCERTAINTY: AN INTERPRETATION""; ""III. METHODOLOGY""; ""IV. REGRESSION RESULTS""; ""V. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910822787003321
Erbas S  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
Autore Moriyama Kenji
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (23 p.)
Disciplina 332.41
Collana IMF Working Papers
IMF working paper
Soggetto topico Inflation (Finance) - Sudan - Econometric models
Monetary policy - Sudan - Econometric models
Econometrics
Foreign Exchange
Inflation
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Price Level
Deflation
Multiple or Simultaneous Equation Models
Multiple Variables: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Monetary economics
Macroeconomics
Currency
Foreign exchange
Econometrics & economic statistics
Monetary base
Exchange rates
Vector error correction models
Structural vector autoregression
Money supply
Prices
Econometric models
ISBN 1-4623-7799-8
1-4527-0872-X
9786612841408
1-4518-7047-7
1-282-84140-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Background; III. Model; IV. Data Issues and Results; A. Single-Equation Model; B. Structural Vector Auto Regression Model (SVAR); C. Vector Error Correction Model (VECM); V. Policy Implications and Conclusions; Appendixes; I. Data Issues; II. Structural Model Assumptions; Tables; 1. Unit Root Tests; 2. Estimated Regressions; 3. Elasticities of Inflation to Money Supply and Nominal Exchange Rate; 4. Schwartz Information Criterion (SIC) and Akaike Information Criterion (AIC); 5. Johansen Co-Integration Tests; References
Record Nr. UNINA-9910788232303321
Moriyama Kenji  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
Autore Moriyama Kenji
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (23 p.)
Disciplina 332.41
Collana IMF Working Papers
IMF working paper
Soggetto topico Inflation (Finance) - Sudan - Econometric models
Monetary policy - Sudan - Econometric models
Econometrics
Foreign Exchange
Inflation
Money and Monetary Policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Price Level
Deflation
Multiple or Simultaneous Equation Models
Multiple Variables: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Monetary economics
Macroeconomics
Currency
Foreign exchange
Econometrics & economic statistics
Monetary base
Exchange rates
Vector error correction models
Structural vector autoregression
Money supply
Prices
Econometric models
ISBN 1-4623-7799-8
1-4527-0872-X
9786612841408
1-4518-7047-7
1-282-84140-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Background; III. Model; IV. Data Issues and Results; A. Single-Equation Model; B. Structural Vector Auto Regression Model (SVAR); C. Vector Error Correction Model (VECM); V. Policy Implications and Conclusions; Appendixes; I. Data Issues; II. Structural Model Assumptions; Tables; 1. Unit Root Tests; 2. Estimated Regressions; 3. Elasticities of Inflation to Money Supply and Nominal Exchange Rate; 4. Schwartz Information Criterion (SIC) and Akaike Information Criterion (AIC); 5. Johansen Co-Integration Tests; References
Record Nr. UNINA-9910810968703321
Moriyama Kenji  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui