Determinants of Growth Spells : : Is Africa Different? / / Charalambos Tsangarides |
Autore | Tsangarides Charalambos |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (33 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Economic development - Africa
Exports and Imports Foreign Exchange Labor Macroeconomics Macroeconomic Analyses of Economic Development Economic Growth and Aggregate Productivity: General Bayesian Analysis: General Personal Income, Wealth, and Their Distributions Empirical Studies of Trade Human Capital Skills Occupational Choice Labor Productivity Energy: Demand and Supply Prices International economics Labour income economics Currency Foreign exchange Personal income Terms of trade Human capital Exchange rates Oil prices National accounts International trade Income Economic policy nternational cooperation |
ISBN |
1-4755-2485-4
1-4755-3732-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. Identifying Growth Spells and Their Determinants; A. From Structural Breaks to Growth Spells; B. Determinants of Growth Spells; III. Empirical Strategy; A. Survival Models; B. BMA for survival models; C. Model Specification and Africa Interactions; IV. Results; A. Impact of Model Uncertainty; B. Robustness Analysis Using BMA; V. Conclusion; References; Tables; 1. Growth Breaks by Country Group; 2. Stylized Facts about Growth Spells; 3. Evidence for Lack of Robustness from Ad Hoc Growth Regressions
4. Posterior Coefficient Estimates for Growth Spells for Africa, Non-Africa, and World Figures; 1a. Upbreaks and Downbreaks: Hills, Cliffs, Mountains, and Plateaus; 1b. Upbreaks and Downbreaks: Hills, Cliffs, Mountains, and Plateaus in Africa; 2a. Distribution of Upbreaks; 2b. Distribution of Downbreaks; 3. Duration of Growth Spells and Explanatory Variables; Appendix |
Record Nr. | UNINA-9910786482403321 |
Tsangarides Charalambos
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh |
Autore | Tsangarides Charalambos |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (351 p.) |
Disciplina | 332.4/56 |
Altri autori (Persone) |
CottarelliCarlo
Milesi-FerrettiGian GhoshAtish |
Soggetto topico |
Foreign exchange rates
Econometrics Exports and Imports Foreign Exchange Macroeconomics Money and Monetary Policy Investments: Commodities Trade: General Empirical Studies of Trade Commodity Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Inflation Deflation Currency Foreign exchange International economics Monetary economics Econometrics & economic statistics Investment & securities Real exchange rates Exchange rate arrangements Exchange rates Real effective exchange rates Exports International trade Trade balance Prices Balance of trade Money Economic assistance |
ISBN |
1-4552-4688-3
1-4527-7255-X 1-283-53570-X 9786613848154 1-4519-6203-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction; I: Determination and Impact of the Real Exchange Rate; 1. Commodity Currencies and the Real Exchange Rate; Theoretical Framework; Data; Tables; 1.1 Principal Commodity Exports and Percentage Share of Primary Commodities in Total Exports, 1991-99; Empirical Analysis of Comovement; Figures; 1.1 Real Exchange Rate and Real Commodity Price, Selected Commodity-Exporting Countries, 1980-2002; 1.2 Cointegration and Stability Tests, Real Exchange Rate and Real Commodity Prices, 1980-2002
1.3 Real Exchange Rate and Real Commodity Prices: Exogeneity and Causality, 1980-2002Conclusions; Appendix 1.1 Details of the Theoretical Framework; Appendix 1.2 Description of the Data; Appendix 1.3 Construction of the Country-Specific Nominal Price Indices of Commodity Exports; Appendix 1.4 Cointegration Tests: Real Exchange Rate and Real Commodity Prices, Commodity-Exporting Countries, 1980-2002; References; 2. Exchange Rates and Trade Balance Adjustment in Emerging Market Economies; The Analytics of Trade Balance Adjustment; Country Classification and Estimation Strategy 2.1 Price Deflators, 1980-2005Empirical Results; 2.1 Export Volumes: Coefficient Estimates and Implied Elasticities; 2.2 Pricing Equation for Manufacturing Exporters: Coefficient Estimates and Implied Elasticities; 2.3 Inflation Rate: Coefficient Estimates and Implied Elasticities; 2.4 Volume of Imports and Absorption: Coefficient Estimates and Implied Elasticities; 2.5 Effects of Devaluations on Export-Import Values and on the Trade Balance for Different Classes of Exporters; Conclusions; 2.2 Profiles for Exports, Imports, and Trade Balances; 2.3 Effect of a Depreciation on the Trade Balance Appendix 2.1 Overview of the Empirical Literature on Trade Volume Price Elasticities and Pricing to Market2.A.1 Estimates of Price Elasticities in Selected Papers; Appendix 2.2 Marshall-Lerner Redux; Appendix 2.3 Data Description and Sample; Appendix 2.4 Robustness Tests; 2.A.2 Country Sample; 2.A.3 Export Volumes (Long-Run Elasticities) in Different Samples; 2.A.4 Inflation Equation: Effect of a Change in Exchange Rates; 2.A.5 Impact on the Trade Balance of a 10 Percent Depreciation; 2.A.6 Pricing Equation for Manufacturing Exporters for Different Samples; Appendix 2.5 Estimation Procedures 2.A.7 Pricing Equation for Imports2.A.8 Trade Elasticities and Estimation Methodologies; References; 2.A.9 Long-Run Effects of Devaluations on Export-Import Values and on the Trade Balance (in Foreign Currency) for Different Classes of Exporters; 3. Aid Volatility and Macroeconomic Policies; Empirical Evidence; 3.1 The Sample; 3.2 Summary Statistics; 3.3 Bivariate Correlations Among Main Variables; 3.4 Foreign Aid and Trade Balance Volatility; Conclusions; References; 4. Exchange Rate Pass-Through in the Euro Area; Empirical Estimates; 4.1 Effects of Exchange Rate Shock on Euro Area Prices 4.1 Euro Area Pass-Through Elasticities |
Record Nr. | UNINA-9910779271303321 |
Tsangarides Charalambos
![]() |
||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Exchange Rate Analysis in Support of IMF Surveillance : : A Collection of Empirical Studies / / Charalambos Tsangarides, Carlo Cottarelli, Gian Milesi-Ferretti, Atish Ghosh |
Autore | Tsangarides Charalambos |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (351 p.) |
Disciplina | 332.4/56 |
Altri autori (Persone) |
CottarelliCarlo
GhoshAtish Milesi-FerrettiGian |
Soggetto topico |
Foreign exchange rates
Econometrics Exports and Imports Foreign Exchange Macroeconomics Money and Monetary Policy Investments: Commodities Trade: General Empirical Studies of Trade Commodity Markets Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Inflation Deflation Currency Foreign exchange International economics Monetary economics Econometrics & economic statistics Investment & securities Real exchange rates Exchange rate arrangements Exchange rates Real effective exchange rates Exports International trade Trade balance Prices Balance of trade Money Economic assistance |
ISBN |
9786613848154
9781455246885 1455246883 9781452772554 145277255X 9781283535700 128353570X 9781451962031 1451962037 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction; I: Determination and Impact of the Real Exchange Rate; 1. Commodity Currencies and the Real Exchange Rate; Theoretical Framework; Data; Tables; 1.1 Principal Commodity Exports and Percentage Share of Primary Commodities in Total Exports, 1991-99; Empirical Analysis of Comovement; Figures; 1.1 Real Exchange Rate and Real Commodity Price, Selected Commodity-Exporting Countries, 1980-2002; 1.2 Cointegration and Stability Tests, Real Exchange Rate and Real Commodity Prices, 1980-2002
1.3 Real Exchange Rate and Real Commodity Prices: Exogeneity and Causality, 1980-2002Conclusions; Appendix 1.1 Details of the Theoretical Framework; Appendix 1.2 Description of the Data; Appendix 1.3 Construction of the Country-Specific Nominal Price Indices of Commodity Exports; Appendix 1.4 Cointegration Tests: Real Exchange Rate and Real Commodity Prices, Commodity-Exporting Countries, 1980-2002; References; 2. Exchange Rates and Trade Balance Adjustment in Emerging Market Economies; The Analytics of Trade Balance Adjustment; Country Classification and Estimation Strategy 2.1 Price Deflators, 1980-2005Empirical Results; 2.1 Export Volumes: Coefficient Estimates and Implied Elasticities; 2.2 Pricing Equation for Manufacturing Exporters: Coefficient Estimates and Implied Elasticities; 2.3 Inflation Rate: Coefficient Estimates and Implied Elasticities; 2.4 Volume of Imports and Absorption: Coefficient Estimates and Implied Elasticities; 2.5 Effects of Devaluations on Export-Import Values and on the Trade Balance for Different Classes of Exporters; Conclusions; 2.2 Profiles for Exports, Imports, and Trade Balances; 2.3 Effect of a Depreciation on the Trade Balance Appendix 2.1 Overview of the Empirical Literature on Trade Volume Price Elasticities and Pricing to Market2.A.1 Estimates of Price Elasticities in Selected Papers; Appendix 2.2 Marshall-Lerner Redux; Appendix 2.3 Data Description and Sample; Appendix 2.4 Robustness Tests; 2.A.2 Country Sample; 2.A.3 Export Volumes (Long-Run Elasticities) in Different Samples; 2.A.4 Inflation Equation: Effect of a Change in Exchange Rates; 2.A.5 Impact on the Trade Balance of a 10 Percent Depreciation; 2.A.6 Pricing Equation for Manufacturing Exporters for Different Samples; Appendix 2.5 Estimation Procedures 2.A.7 Pricing Equation for Imports2.A.8 Trade Elasticities and Estimation Methodologies; References; 2.A.9 Long-Run Effects of Devaluations on Export-Import Values and on the Trade Balance (in Foreign Currency) for Different Classes of Exporters; 3. Aid Volatility and Macroeconomic Policies; Empirical Evidence; 3.1 The Sample; 3.2 Summary Statistics; 3.3 Bivariate Correlations Among Main Variables; 3.4 Foreign Aid and Trade Balance Volatility; Conclusions; References; 4. Exchange Rate Pass-Through in the Euro Area; Empirical Estimates; 4.1 Effects of Exchange Rate Shock on Euro Area Prices 4.1 Euro Area Pass-Through Elasticities |
Record Nr. | UNINA-9910967034303321 |
Tsangarides Charalambos
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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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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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