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Evaluating Historical CGER Assessments [[electronic resource]]
| Evaluating Historical CGER Assessments [[electronic resource]] |
| Autore | Lee Jungjin |
| Pubbl/distr/stampa | Washington, : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.267 |
| Altri autori (Persone) |
AbiadAbdul
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates -- Mathematical models
Foreign exchange Monetary policy -- Mathematical models Finance Business & Economics International Finance |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9311-X
1-4527-7328-9 1-4518-7179-1 1-282-84254-4 9786612842542 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Box; 1. An Overview of CGER Exchange Rate Assessment Methodologies; II. Evaluating Misalignment Assessments for Advanced Economies; A. Mean Prediction Error; Figures; 1. Mean Prediction Error; B. Panel Regressions; Tables; 1. Panel Regression Results using Midpoint of CGER Assessment; 2. Panel Regression Results using MB Misalignment Estimate; C. Individual Country Diagnostics; 3. Evaluation Diagnostics using MB Estimates; 2. Scatterplots of Realized vs. Predicted Changes in REER; D. Evaluating Current Account Movements; 4. Panel Regression Results using CA Norm
III. Cross-Section Analysis of the Fall 2006 CGER Estimates5. Country Coverage of the Expanded CGER Exercise.; 3. Undconditional Scatterplots, 27 CGER Countries; 6. Regression Results using Midpoint of CGER Assessment; 4. Conditional Scatterplots using Midpoint of CGER Assessment; 7. Regression Results using Individual CGER Methodologies; IV. Conclusion; 8. Regression Results using Midpoint of CGER Assessment, Different Horizons.......; References; Appendices; 1. Pooled Regression Results; 2. Description of Diagnostic Statistics.; 3. Data Appendix |
| Record Nr. | UNINA-9910464235003321 |
Lee Jungjin
|
||
| Washington, : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan
| Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan |
| Autore | Lee Jungjin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.267 |
| Altri autori (Persone) |
AbiadAbdul
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates -- Mathematical models
Foreign exchange Monetary policy -- Mathematical models Finance Business & Economics International Finance Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Monetary economics Real exchange rates Exchange rates Real effective exchange rates Currencies Exchange rate assessments Money |
| ISBN |
1-4623-9311-X
1-4527-7328-9 1-4518-7179-1 1-282-84254-4 9786612842542 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Box; 1. An Overview of CGER Exchange Rate Assessment Methodologies; II. Evaluating Misalignment Assessments for Advanced Economies; A. Mean Prediction Error; Figures; 1. Mean Prediction Error; B. Panel Regressions; Tables; 1. Panel Regression Results using Midpoint of CGER Assessment; 2. Panel Regression Results using MB Misalignment Estimate; C. Individual Country Diagnostics; 3. Evaluation Diagnostics using MB Estimates; 2. Scatterplots of Realized vs. Predicted Changes in REER; D. Evaluating Current Account Movements; 4. Panel Regression Results using CA Norm
III. Cross-Section Analysis of the Fall 2006 CGER Estimates5. Country Coverage of the Expanded CGER Exercise.; 3. Undconditional Scatterplots, 27 CGER Countries; 6. Regression Results using Midpoint of CGER Assessment; 4. Conditional Scatterplots using Midpoint of CGER Assessment; 7. Regression Results using Individual CGER Methodologies; IV. Conclusion; 8. Regression Results using Midpoint of CGER Assessment, Different Horizons.......; References; Appendices; 1. Pooled Regression Results; 2. Description of Diagnostic Statistics.; 3. Data Appendix |
| Record Nr. | UNINA-9910788346803321 |
|
Lee Jungjin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan
| Evaluating Historical CGER Assessments : : How Well Have They Predicted Subsequent Exchange Rate Movements? / / Jungjin Lee, Abdul Abiad, Prakash Kannan |
| Autore | Lee Jungjin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 339.267 |
| Altri autori (Persone) |
AbiadAbdul
KannanPrakash |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - Mathematical models
Foreign exchange Currencies Currency Exchange rate assessments Exchange rates Foreign Exchange Government and the Monetary System Monetary economics Monetary Systems Money and Monetary Policy Money Payment Systems Real effective exchange rates Real exchange rates Regimes Standards |
| ISBN |
9786612842542
9781462393114 146239311X 9781452773285 1452773289 9781451871791 1451871791 9781282842540 1282842544 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Box; 1. An Overview of CGER Exchange Rate Assessment Methodologies; II. Evaluating Misalignment Assessments for Advanced Economies; A. Mean Prediction Error; Figures; 1. Mean Prediction Error; B. Panel Regressions; Tables; 1. Panel Regression Results using Midpoint of CGER Assessment; 2. Panel Regression Results using MB Misalignment Estimate; C. Individual Country Diagnostics; 3. Evaluation Diagnostics using MB Estimates; 2. Scatterplots of Realized vs. Predicted Changes in REER; D. Evaluating Current Account Movements; 4. Panel Regression Results using CA Norm
III. Cross-Section Analysis of the Fall 2006 CGER Estimates5. Country Coverage of the Expanded CGER Exercise.; 3. Undconditional Scatterplots, 27 CGER Countries; 6. Regression Results using Midpoint of CGER Assessment; 4. Conditional Scatterplots using Midpoint of CGER Assessment; 7. Regression Results using Individual CGER Methodologies; IV. Conclusion; 8. Regression Results using Midpoint of CGER Assessment, Different Horizons.......; References; Appendices; 1. Pooled Regression Results; 2. Description of Diagnostic Statistics.; 3. Data Appendix |
| Record Nr. | UNINA-9910957189103321 |
|
Lee Jungjin
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A New Database of Financial Reforms / / Enrica Detragiache, Abdul Abiad, Thierry Tressel
| A New Database of Financial Reforms / / Enrica Detragiache, Abdul Abiad, Thierry Tressel |
| Autore | Detragiache Enrica |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (30 p.) |
| Disciplina | 339.52 |
| Altri autori (Persone) |
AbiadAbdul
TresselThierry |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Fiscal policy
Finance Monetary policy Finance: General Money and Monetary Policy Industries: Financial Services Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Financial Institutions and Services: General Financial Markets and the Macroeconomy Monetary economics Interest rate policy Credit controls Securities markets Financial sector Financial sector development Interest rates Financial services industry Credit Capital market |
| ISBN |
1-4623-3863-1
1-4527-0871-1 1-282-84217-X 1-4518-7124-4 9786612842177 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Construction of the Database; III. Comparison to Other Databases; IV. Descriptive Statistics; V. Conclusions; References; Appendix I. Coding Rules; Appendix II. Information Sources; Tables; 1. Country Coverage of the Financial Reform Database; 2. Summary Statistics for Financial Liberalization Components and Index; 3. Correlations Among Financial Liberalization Components: Levels and Changes; 4. Distribution of Financial Sector Policy Change, Full Sample and by Country Groups; 5. Degree of Financial Liberalization by Components, Average 2005; Figures
1. Financial Liberalization Index by Country Groups, 1973-20052. Distribution of Financial Sector Policy Changes Over Time, 1973-2005 |
| Record Nr. | UNINA-9910788341303321 |
|
Detragiache Enrica
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A New Database of Financial Reforms / / Enrica Detragiache, Abdul Abiad, Thierry Tressel
| A New Database of Financial Reforms / / Enrica Detragiache, Abdul Abiad, Thierry Tressel |
| Autore | Detragiache Enrica |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (30 p.) |
| Disciplina | 339.52 |
| Altri autori (Persone) |
AbiadAbdul
TresselThierry |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Fiscal policy
Finance Monetary policy Capital market Credit controls Credit Finance: General Financial Institutions and Services: General Financial Markets and the Macroeconomy Financial sector development Financial sector Financial services industry General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Interest rate policy Interest rates Interest Rates: Determination, Term Structure, and Effects Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Securities markets |
| ISBN |
9786612842177
9781462338634 1462338631 9781452708713 1452708711 9781282842175 128284217X 9781451871241 1451871244 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Construction of the Database; III. Comparison to Other Databases; IV. Descriptive Statistics; V. Conclusions; References; Appendix I. Coding Rules; Appendix II. Information Sources; Tables; 1. Country Coverage of the Financial Reform Database; 2. Summary Statistics for Financial Liberalization Components and Index; 3. Correlations Among Financial Liberalization Components: Levels and Changes; 4. Distribution of Financial Sector Policy Change, Full Sample and by Country Groups; 5. Degree of Financial Liberalization by Components, Average 2005; Figures
1. Financial Liberalization Index by Country Groups, 1973-20052. Distribution of Financial Sector Policy Changes Over Time, 1973-2005 |
| Record Nr. | UNINA-9910973778103321 |
|
Detragiache Enrica
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||