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
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Fiscal Sustainability in Remittance-Dependent Economies / / Ralph Chami, Yasser Abdih, Amine Mati, Michael Gapen |
Autore | Chami Ralph |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (42 p.) |
Disciplina |
336.3
336.309172 |
Altri autori (Persone) |
AbdihYasser
MatiAmine GapenMichael |
Collana | IMF Working Papers |
Soggetto topico |
Fiscal policy
Debts, Public Banks and Banking Exports and Imports Macroeconomics Public Finance Remittances Debt Debt Management Sovereign Debt International Lending and Debt Problems Fiscal Policy Interest Rates: Determination, Term Structure, and Effects International economics Public finance & taxation Finance Public debt Debt sustainability Fiscal consolidation Real interest rates International finance Debts, External Interest rates |
ISBN |
1-4623-5677-X
1-4527-0566-6 1-4518-7337-9 9786612843990 1-282-84399-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Implication of Remittances for Public Debt Sustainability; III. An Application: Lebanon; 1. Lebanon: Debt Dynamics; 1. Debt Dynamics and Primary Surpluses that Stabilize the Debt Ratio for Lebanon; 2. Lebanon: Primary Surpluses that Stabilize the Debt Ratio; A. Stabilizing the Debt at Current Levels; B. Targeting a Lower Debt Level; 2. Primary Surplus Required to Reduce the Debt Ratio to a Given Target; IV. Conclusion; I. Traditional Model of Debt Sustainability; A. The law of motion of the government debt-to-GDP ratio
B. The primary surplus-to-GDP ratio that stabilizes the debt-to-GDP ratio C. The primary surplus-to-GDP ratio that reduces debt-to-GDP to a given target; II. Debt Sustainability in the Presence of Remittances; A. The law of motion of the government debt-to-GDP plus remittances ratio; B. The primary surplus-to-GDP ratio that stabilizes debt-to-GDP plus remittances; C. The primary surplus-to-GDP ratio that reduces debt-to-GDP plus remittances to a given target; References; Footnotes |
Record Nr. | UNINA-9910788227503321 |
Chami Ralph
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Fiscal Sustainability in Remittance-Dependent Economies / / Ralph Chami, Yasser Abdih, Amine Mati, Michael Gapen |
Autore | Chami Ralph |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (42 p.) |
Disciplina |
336.3
336.309172 |
Altri autori (Persone) |
AbdihYasser
MatiAmine GapenMichael |
Collana | IMF Working Papers |
Soggetto topico |
Fiscal policy
Debts, Public Banks and Banking Exports and Imports Macroeconomics Public Finance Remittances Debt Debt Management Sovereign Debt International Lending and Debt Problems Fiscal Policy Interest Rates: Determination, Term Structure, and Effects International economics Public finance & taxation Finance Public debt Debt sustainability Fiscal consolidation Real interest rates International finance Debts, External Interest rates |
ISBN |
1-4623-5677-X
1-4527-0566-6 1-4518-7337-9 9786612843990 1-282-84399-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Implication of Remittances for Public Debt Sustainability; III. An Application: Lebanon; 1. Lebanon: Debt Dynamics; 1. Debt Dynamics and Primary Surpluses that Stabilize the Debt Ratio for Lebanon; 2. Lebanon: Primary Surpluses that Stabilize the Debt Ratio; A. Stabilizing the Debt at Current Levels; B. Targeting a Lower Debt Level; 2. Primary Surplus Required to Reduce the Debt Ratio to a Given Target; IV. Conclusion; I. Traditional Model of Debt Sustainability; A. The law of motion of the government debt-to-GDP ratio
B. The primary surplus-to-GDP ratio that stabilizes the debt-to-GDP ratio C. The primary surplus-to-GDP ratio that reduces debt-to-GDP to a given target; II. Debt Sustainability in the Presence of Remittances; A. The law of motion of the government debt-to-GDP plus remittances ratio; B. The primary surplus-to-GDP ratio that stabilizes debt-to-GDP plus remittances; C. The primary surplus-to-GDP ratio that reduces debt-to-GDP plus remittances to a given target; References; Footnotes |
Record Nr. | UNINA-9910828554903321 |
Chami Ralph
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Frugality : : Are We Fretting Too Much? Household Saving and Assets in the United States / / Evan Tanner, Yasser Abdih |
Autore | Tanner Evan |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 51 p. : ill |
Altri autori (Persone) | AbdihYasser |
Collana | IMF Working Papers |
Soggetto topico |
Saving and investment - United States - Econometric models
Income - United States - Econometric models Wealth - United States - Econometric models Investments: Stocks Macroeconomics Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Disposable income Income Consumption Personal income Stocks National income Economics |
ISBN |
1-4623-4264-7
1-4518-7344-1 1-282-84405-9 9786612844058 1-4527-7932-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788227303321 |
Tanner Evan
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Frugality : : Are We Fretting Too Much? Household Saving and Assets in the United States / / Evan Tanner, Yasser Abdih |
Autore | Tanner Evan |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 51 p. : ill |
Disciplina | 332.024;332.02401 |
Altri autori (Persone) | AbdihYasser |
Collana | IMF Working Papers |
Soggetto topico |
Saving and investment - United States - Econometric models
Income - United States - Econometric models Wealth - United States - Econometric models Investments: Stocks Macroeconomics Personal Income, Wealth, and Their Distributions Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Disposable income Income Consumption Personal income Stocks National income Economics |
ISBN |
1-4623-4264-7
1-4518-7344-1 1-282-84405-9 9786612844058 1-4527-7932-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Intro -- Contents -- I. Introduction -- II. Indicators of Household Wealth and Saving in the United States. -- III. An Inverse Relationship between Primary Savings and Asset Income? -- IV. The Estimated Relation Between Primary Saving and Asset Income -- V. Prospective Analysis: Alternative Scenarios for Savings and Assets -- A. Forward Simulations -- B. Stochastic Simulation (No Change to Parameters) -- C. Alternative "New Frugality" Scenarios: Structural Shifts In The Model -- VI. Pleasant Pigovian Accounting? Further Reflections on the Paradox of Thrift -- A. An Accounting Model -- B. Prospective Paths for Consumer Expenditures -- C. Capital Investment -- VII. Summary, Conclusions, and Directions for Future Work -- References -- Appendixes -- A. Data Definitions -- B. Assessing Transversality: Primary Savings and the Level of Assets -- C. Estimation Details -- 1. Model Setup -- 2. Coefficient Estimates: Long-Run and Short-Run -- D. Pleasant Pigovian Accounting in an Open Economy -- Appendix Tables -- A.1. Unit Root Tests for Variables in Levels and Differences -- A.2. Cointegration Analysis (Johansen (1990) Test -- A.3. Hypothesis Tests, Restrictions on Cointegrating Coefficients -- A.4. Summary of Estimates, VECM System (3') -- Tables -- 1. United States: Household Assets and Liabilities Averages by Decade -- 2. United States: Household Assets and Liabilities Averages by Decade -- 3. United States: Household Assets and Liabilities Changes between Decades -- 4. Summary of Estimates, Equations (4a), (4b), (4c) -- 5. Summary of Alternative Savings Scenarios -- 6. Summary of Estimates, Equation (12) -- 7. Summary of Estimates, Equation (13) -- Figures -- 1. Household Net Wealth and Personal Savings (in Percent of GDP) -- 2. United States: Real Rates of Return on Assets Percent per Annum, Yearly.
3. United States: Saving, Alternative Measures (In Percent of Disposable -- 4. Impulse Response Functions, VECM System (3() -- 5. Primary Savings (S*)-Stochastic Simulations US Billion -- 6. Net Worth (A, Upper Chart) and Primary Savings (S*, Lower Chart), -- 7. U.S. Savings: Corporate vs. Household Savings -- 8. US: Capital Formation and Net Wealth -- 9. US Household Consumption -- 10. Fixed Capital Formation (FC), Stochastic Simulations (US Billions) -- 11. Total Fixed Investment (Billions of 2000 US) -- Boxes -- 1. Recent Views on U.S. Savings and the Paradox Of Thrift in the Popular and Financial Press. |
Record Nr. | UNINA-9910812017903321 |
Tanner Evan
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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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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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
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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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