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Productivity Growth, Technological Convergence, RandD, Trade, and Labor Markets : Evidence From the French Manufacturing Sector / / Tehmina S. Khan
Productivity Growth, Technological Convergence, RandD, Trade, and Labor Markets : Evidence From the French Manufacturing Sector / / Tehmina S. Khan
Autore Khan Tehmina S
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (38 pages)
Collana IMF Working Papers
Soggetto topico Business & Economics
Economic History
Labor
Information Management
Production and Operations Management
Innovation
Research and Development
Technological Change
Intellectual Property Rights: General
Measurement of Economic Growth
Aggregate Productivity
Cross-Country Output Convergence
Comparative Studies of Countries
Production
Cost
Capital and Total Factor Productivity
Capacity
Macroeconomics: Production
Demand and Supply of Labor: General
Technological Change: Choices and Consequences
Diffusion Processes
Macroeconomics
Labour
income economics
Knowledge management
Total factor productivity
Productivity
Labor markets
Technology transfer
Capacity utilization
Technology
Industrial productivity
Labor market
Industrial capacity
ISBN 1-4623-7098-5
1-4527-5114-5
1-283-51835-X
1-4519-0943-8
9786613830807
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. INTRODUCTION -- II. THEORETICAL LITERATURE AND EMPIRICAL EVIDENCE -- III. THEORETICAL MODEL -- IV. DATA SOURCES AND VARIABLE CONSTRUCTION -- V. ESTIMATION METHODOLOGY AND RESULTS -- VI. CONCLUSIONS -- APPENDIXES.
Record Nr. UNINA-9910814604103321
Khan Tehmina S  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Autore Hasanov Fuad
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Altri autori (Persone) CherifReda
Collana IMF Working Papers
Soggetto topico Debts, Public
Inflation (Finance)
Econometrics
Exports and Imports
Inflation
Macroeconomics
Public Finance
National Budget, Deficit, and Debt: General
Price Level
Deflation
Fiscal Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Debt
Debt Management
Sovereign Debt
International Lending and Debt Problems
Public finance & taxation
International economics
Econometrics & economic statistics
Public debt
Debt sustainability analysis
Vector autoregression
Fiscal stance
Prices
External debt
Econometric analysis
Fiscal policy
Debts, External
ISBN 1-4755-9375-9
1-4755-6554-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Related Literature; III. Empirical Model, Estimation, and Data; A. Empirical Model; B. Estimation and Impulse Responses; C. Data and Descriptive Statistics; IV. Public Debt Dynamics and Impulse Responses; A. Debt Impulse Responses to an Austerity Shock; B. Debt Impulse Responses to Inflation and Growth Shocks; V. Concluding Remarks; References; Tables; 1. Descriptive Statistics; Figures; 1. Evolution of Public Debt (Percent of GDP, 1947:II-2011:III); 2. Debt Impulse Response: The Effect of a One Standard Deviation Primary Surplus Shock
3. Decomposition of the Debt Impulse Response under the Narrative Identification4. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Average Initial Conditions (Normal Times); 5. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Initial Conditions of 2011; 6. A Recent History and Forecast of the Debt Ratio Based on the Past Dynamics (2011:IV-); 7. Debt Impulse Responses to Macro Shocks and Decomposition: Blanchard-Perotti Identification; A1. A Comparison of VAR Models: Debt Impulse Responses (GIR Identification); Appendix A
A2. A Comparison of VAR Models: Debt Forecast, Starting 2011:IVA3. A Comparison of VAR Models: Debt Forecast, Starting 2009:III; Appendix B
Record Nr. UNINA-9910786480303321
Hasanov Fuad  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
Autore Hasanov Fuad
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (29 p.)
Disciplina 336.34
Altri autori (Persone) CherifReda
Collana IMF Working Papers
Soggetto topico Debts, Public
Inflation (Finance)
Econometrics
Exports and Imports
Inflation
Macroeconomics
Public Finance
National Budget, Deficit, and Debt: General
Price Level
Deflation
Fiscal Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Debt
Debt Management
Sovereign Debt
International Lending and Debt Problems
Public finance & taxation
International economics
Econometrics & economic statistics
Public debt
Debt sustainability analysis
Vector autoregression
Fiscal stance
Prices
External debt
Econometric analysis
Fiscal policy
Debts, External
ISBN 1-4755-9375-9
1-4755-6554-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. Related Literature; III. Empirical Model, Estimation, and Data; A. Empirical Model; B. Estimation and Impulse Responses; C. Data and Descriptive Statistics; IV. Public Debt Dynamics and Impulse Responses; A. Debt Impulse Responses to an Austerity Shock; B. Debt Impulse Responses to Inflation and Growth Shocks; V. Concluding Remarks; References; Tables; 1. Descriptive Statistics; Figures; 1. Evolution of Public Debt (Percent of GDP, 1947:II-2011:III); 2. Debt Impulse Response: The Effect of a One Standard Deviation Primary Surplus Shock
3. Decomposition of the Debt Impulse Response under the Narrative Identification4. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Average Initial Conditions (Normal Times); 5. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Initial Conditions of 2011; 6. A Recent History and Forecast of the Debt Ratio Based on the Past Dynamics (2011:IV-); 7. Debt Impulse Responses to Macro Shocks and Decomposition: Blanchard-Perotti Identification; A1. A Comparison of VAR Models: Debt Impulse Responses (GIR Identification); Appendix A
A2. A Comparison of VAR Models: Debt Forecast, Starting 2011:IVA3. A Comparison of VAR Models: Debt Forecast, Starting 2009:III; Appendix B
Record Nr. UNINA-9910820495703321
Hasanov Fuad  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Autore Sgherri Silvia
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (34 p.)
Altri autori (Persone) GalesiAlessandro
Collana IMF Working Papers
Soggetto topico Capital movements - Econometric models
Econometrics
Banks and Banking
Investments: Stocks
Money and Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Econometrics & economic statistics
Investment & securities
Finance
Monetary economics
Banking
Vector autoregression
Stocks
Interbank rates
Credit
Econometric analysis
Financial institutions
Financial services
Money
Foreign banks
Interest rates
Banks and banking
Banks and banking, Foreign
ISBN 1-4623-7293-7
1-4527-9952-0
9786612842450
1-282-84245-5
1-4518-7170-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe
Record Nr. UNINA-9910788347703321
Sgherri Silvia  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
Autore Sgherri Silvia
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (34 p.)
Disciplina 332.6322
Altri autori (Persone) GalesiAlessandro
Collana IMF Working Papers
Soggetto topico Capital movements - Econometric models
Econometrics
Banks and Banking
Investments: Stocks
Money and Monetary Policy
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
General Aggregative Models: Forecasting and Simulation
Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Econometrics & economic statistics
Investment & securities
Finance
Monetary economics
Banking
Vector autoregression
Stocks
Interbank rates
Credit
Econometric analysis
Financial institutions
Financial services
Money
Foreign banks
Interest rates
Banks and banking
Banks and banking, Foreign
ISBN 1-4623-7293-7
1-4527-9952-0
9786612842450
1-282-84245-5
1-4518-7170-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe
Record Nr. UNINA-9910816923503321
Sgherri Silvia  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Autore Liu Kexue
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) SalvatiJean
AvesaniRenzo
MiresteanAlin
Collana IMF Working Papers
Soggetto topico Credit - Management - Mathematical models
Financial services industry - State supervision
Banks and Banking
Econometrics
Money and Monetary Policy
Portfolio Choice
Investment Decisions
Financial Institutions and Services: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Mathematical Methods and Programming: General
Computational Techniques
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Monetary economics
Econometrics & economic statistics
Financial services law & regulation
Credit
Vector autoregression
Credit risk
Financial risk management
ISBN 1-4623-6191-9
1-4527-6528-6
1-283-51160-6
1-4519-0915-2
9786613824059
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References""
Record Nr. UNINA-9910788414803321
Liu Kexue  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
Autore Liu Kexue
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (35 p.)
Altri autori (Persone) SalvatiJean
AvesaniRenzo
MiresteanAlin
Collana IMF Working Papers
Soggetto topico Credit - Management - Mathematical models
Financial services industry - State supervision
Banks and Banking
Econometrics
Money and Monetary Policy
Portfolio Choice
Investment Decisions
Financial Institutions and Services: General
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Mathematical Methods and Programming: General
Computational Techniques
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Monetary economics
Econometrics & economic statistics
Financial services law & regulation
Credit
Vector autoregression
Credit risk
Financial risk management
ISBN 1-4623-6191-9
1-4527-6528-6
1-283-51160-6
1-4519-0915-2
9786613824059
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References""
Record Nr. UNINA-9910821249203321
Liu Kexue  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
Autore Eskesen Leif
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (18 p.)
Collana IMF Working Papers
Soggetto topico Fiscal policy - Singapore
Economic policy
Econometrics
Macroeconomics
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
National Government Expenditures and Related Policies: General
Taxation, Subsidies, and Revenue: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Public finance & taxation
Econometrics & economic statistics
Fiscal policy
Expenditure
Fiscal stimulus
Revenue administration
Structural vector autoregression
Econometric analysis
Expenditures, Public
Revenue
ISBN 1-4623-0836-8
1-4527-9548-7
9786612842306
1-282-84230-7
1-4518-7155-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Cross-Country Evidence on the Counter-cyclical Role of Fiscal Policy; Figures; 1. Fiscal Multipliers from SVAR and Macroeconometric Models- Cross-Country Evidence; III. The Counter-cyclical Role of Fiscal Policy in Singapore; A. Empirical Approach; B. Empirical Results; 2. Fiscal Multipliers-SVAR Results; 3. Fiscal Multipliers-SVAR Results; IV. The Role for Fiscal Policy in the Current Downturn; V. Concluding Remarks; References
Record Nr. UNINA-9910788348103321
Eskesen Leif  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
Autore Eskesen Leif
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (18 p.)
Disciplina 339.015195
Collana IMF Working Papers
Soggetto topico Fiscal policy - Singapore
Economic policy
Econometrics
Macroeconomics
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
National Government Expenditures and Related Policies: General
Taxation, Subsidies, and Revenue: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Public finance & taxation
Econometrics & economic statistics
Fiscal policy
Expenditure
Fiscal stimulus
Revenue administration
Structural vector autoregression
Econometric analysis
Expenditures, Public
Revenue
ISBN 1-4623-0836-8
1-4527-9548-7
9786612842306
1-282-84230-7
1-4518-7155-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Cross-Country Evidence on the Counter-cyclical Role of Fiscal Policy; Figures; 1. Fiscal Multipliers from SVAR and Macroeconometric Models- Cross-Country Evidence; III. The Counter-cyclical Role of Fiscal Policy in Singapore; A. Empirical Approach; B. Empirical Results; 2. Fiscal Multipliers-SVAR Results; 3. Fiscal Multipliers-SVAR Results; IV. The Role for Fiscal Policy in the Current Downturn; V. Concluding Remarks; References
Record Nr. UNINA-9910812137903321
Eskesen Leif  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role of Financial Variables in Predicting Economic Activity in the Euro Area / / Marco Lombardi, Raphael Espinoza, Fabio Fornari
The Role of Financial Variables in Predicting Economic Activity in the Euro Area / / Marco Lombardi, Raphael Espinoza, Fabio Fornari
Autore Lombardi Marco
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (56 p.)
Altri autori (Persone) EspinozaRaphael
FornariFabio
Collana IMF Working Papers
Soggetto topico Business cycles - Europe
Business cycles - United States
Economic indicators - Europe
Economic indicators - United States
Banks and Banking
Econometrics
Finance: General
Statistics
Industries: Financial Services
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
General Financial Markets: General (includes Measurement and Data)
Interest Rates: Determination, Term Structure, and Effects
Data Collection and Data Estimation Methodology
Computer Programs: Other
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Finance
Econometrics & economic statistics
Vector autoregression
Stock markets
Yield curve
Financial statistics
Loans
Stock exchanges
Interest rates
ISBN 1-4623-2750-8
1-282-84441-5
9786612844416
1-4518-7388-3
1-4527-8840-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The VAR models; A. Data; 1. Rates of Growth of Real GDP in the Three Economic Areas (quarter-on-quarter); B. Specifications; III. Characterizing the Models; A. IRFs and Pre-1985 and Post-1985 Evidence; 2. Impulse Response Functions from a Trivariate VAR; 3. Impulse Response Function from a 9-Variable VAR; 4. Impulse Response Function to GDP Shocks Across Sub-Samples; 5. Impulse Response Functions Across Sub-Samples; B. Linkages and the Role of Financial Shocks; 6. Forecast Error Variance Decomposition for the Euro Area GDP
1. Variance Decomposition of the GDP in the Three Areas2. R2 of a Regression of Δlog GDP on its Counterfactual; 7. Historical Decomposition; IV. Out-of-Sample Evidence; A. 'Unconditional' Forecast Evaluation; 3. Unconditional Out-of-Sample RMSE; B. Conditional Forecast Evaluation; 4. Out-of-Sample RMSE; 5. Out-of-Sample RMSE; C. Additional Explanatory Factors; 6. Conditional Choice Between Models at Selected Horizons; V. Conditional Evaluation; A. Rolling RMSEs; 8. RMSE from Competing Classes of Models; 9. RMSE from Competing Classes of Models (ctd.); B. Conditional Predictive Ability Test
10. GW Test for Conditional Predictive - Random Walk Model11. GW Test for Conditional Predictive Ability - 2 GDP VAR; 12. GW Test for Conditional Predictive Ability - 3 GDP VAR; VI. Conclusions; References; Footnotes
Record Nr. UNINA-9910788224903321
Lombardi Marco  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui