An assessment of external price competitiveness for Mozambique [[electronic resource] /] / prepared by Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, SPR, 2009 |
Descrizione fisica | 20 p. : ill |
Collana | IMF working paper |
Soggetto topico |
Competition - Mozambique
Prices - Mozambique |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-0027-8
1-4527-5813-1 1-4518-7312-3 1-282-84378-8 9786612843785 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910464010303321 |
Vitek Francis
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[Washington, D.C.], : International Monetary Fund, SPR, 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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An Assessment of External Price Competitiveness for Mozambique / / Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 20 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Competition - Mozambique
Prices - Mozambique Exports and Imports Foreign Exchange Globalization Current Account Adjustment Short-term Capital Movements Globalization: General Currency Foreign exchange International economics Real effective exchange rates Current account balance Nominal effective exchange rate Real exchange rates Global competitiveness Balance of payments |
ISBN |
1-4623-0027-8
1-4527-5813-1 1-4518-7312-3 1-282-84378-8 9786612843785 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788229903321 |
Vitek Francis
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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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Macrofinancial analysis in the world economy : a panel dynamic stochastic general equilibrium approach / / by Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | Washington : , : International Monetary Fund, , 2015 |
Descrizione fisica | 1 online resource (113 pages) |
Collana | IMF working paper |
Soggetto topico |
Macroeconomics - Econometric models
Monetary policy - Econometric models Bank loans - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-5135-2511-5
1-5135-5114-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910466537203321 |
Vitek Francis
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Washington : , : International Monetary Fund, , 2015 | ||
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Lo trovi qui: Univ. Federico II | ||
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Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
Descrizione fisica | 1 online resource (113 pages) |
Collana | IMF Working Papers |
Soggetto topico |
Macroeconomics - Econometric models
Monetary policy - Econometric models Bank loans - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Inflation Econometrics Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Price Level Deflation Computable and Other Applied General Equilibrium Models Banking Finance Monetary economics Econometrics & economic statistics Market interest rates Bank credit Central bank policy rate Consumption Financial services National accounts Prices Dynamic stochastic general equilibrium models Econometric analysis Interest rates Banks and banking Credit Economics Econometric models |
ISBN |
1-5135-2511-5
1-5135-5114-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910796332503321 |
Vitek Francis
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Washington, D.C. : , : International Monetary Fund, , 2015 | ||
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Lo trovi qui: Univ. Federico II | ||
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Monetary policy analysis and forecasting in the world economy [[electronic resource] ] : a panel unobserved components approach / / prepared by Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Strategy, Policy and Review Dept., 2009 |
Descrizione fisica | 42 p. : ill |
Collana | IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463702303321 |
Vitek Francis
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[Washington, D.C.], : International Monetary Fund, Strategy, Policy and Review Dept., 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 42 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Finance Currency Foreign exchange Short term interest rates Output gap Real effective exchange rates Long term interest rates Financial services Production Prices Interest rates Economic theory |
ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788223803321 |
Vitek Francis
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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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Policy and spillover analysis in the world economy : a panel dynamic stochastic general equilibrium approach / / Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | Washington, District of Columbia : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (96 p.) |
Disciplina | 332.820971 |
Collana | IMF Working Paper |
Soggetto topico |
Capital movements - Econometric models
Monetary policy - Econometric models Fiscal policy - Econometric models Business cycles - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4755-9287-6
1-4983-8115-4 1-4843-6250-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. The Theoretical Framework; A. The Household Sector; Consumption and Saving; Labor Supply; B. The Production Sector; Output Demand; Labor Demand and Investment; Output Supply; C. The Trade Sector; The Export Sector; The Import Sector; D. Monetary and Fiscal Policy; The Monetary Authority; The Fiscal Authority; E. Market Clearing Conditions; III. The Empirical Framework; A. Endogenous Variables; B. Exogenous Variables; IV. Estimation; A. Estimation Procedure; Cyclical Components; Parameters; B. Estimation Results; Cyclical Components; Parameters
V. Monetary and Fiscal Policy AnalysisA. Impulse Response Functions; B. Forecast Error Variance Decompositions; C. Historical Decompositions; VI. Spillover Analysis; A. Simulated Conditional Betas; B. Impulse Response Functions; VII. Forecasting; VIII. Conclusion; Appendix A. Description of the Data Set; Appendix B. Tables and Figures; Table 1. Structural Parameter Estimation Results; Figure 1. Impulse Responses to a Domestic Productivity Shock; Figure 2. Impulse Responses to a Domestic Labor Supply Shock; Figure 3. Impulse Responses to a Domestic Consumption Demand Shock Figure 4. Impulse Responses to a Domestic Investment Demand ShockFigure 5. Impulse Responses to a Domestic Monetary Policy Shock; Figure 6. Impulse Responses to a Domestic Credit Risk Premium Shock; Figure 7. Impulse Responses to a Domestic Duration Risk Premium Shock; Figure 8. Impulse Responses to a Domestic Equity Risk Premium Shock; Figure 9. Impulse Responses to a Domestic Fiscal Expenditure Shock; Figure 10. Impulse Responses to a Domestic Fiscal Revenue Shock; Figure 11. Impulse Responses to a World Energy Commodity Price Markup Shock Figure 12. Impulse Responses to a World Nonenergy Commodity Price Markup ShockFigure 13. Forecast Error Variance Decompositions of Consumption Price Inflation; Figure 14. Forecast Error Variance Decompositions of Output; Figure 15. Forecast Error Variance Decompositions of Private Consumption; Figure 16. Forecast Error Variance Decompositions of Private Investment; Figure 17. Forecast Error Variance Decompositions of the Nominal Policy Interest Rate; Figure 18. Forecast Error Variance Decompositions of the Real Effective Exchange Rate Figure 19. Forecast Error Variance Decompositions of the Unemployment RateFigure 20. Forecast Error Variance Decompositions of the Fiscal Balance Ratio; Figure 21. Forecast Error Variance Decompositions of the Current Account Balance Ratio; Figure 22. Historical Decompositions of Consumption Price Inflation; Figure 23. Historical Decompositions of Output Growth; Figure 24. Historical Decompositions of the Unemployment Rate; Figure 25. Simulated Conditional Betas of Output; Figure 26. Peak Impulse Responses to Foreign Productivity Shocks Figure 27. Peak Impulse Responses to Foreign Labor Supply Shocks |
Record Nr. | UNINA-9910463881403321 |
Vitek Francis
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Washington, District of Columbia : , : International Monetary Fund, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Policy and Spillover Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
Autore | Vitek Francis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (96 p.) |
Disciplina | 332.820971 |
Collana | IMF Working Papers |
Soggetto topico |
Capital movements - Econometric models
Monetary policy - Econometric models Fiscal policy - Econometric models Business cycles - Econometric models Banks and Banking Econometrics Exports and Imports Investments: General Macroeconomics Inflation Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Empirical Studies of Trade Investment Capital Intangible Capital Capacity Macroeconomics: Consumption Saving Wealth Computable and Other Applied General Equilibrium Models Interest Rates: Determination, Term Structure, and Effects International economics Econometrics & economic statistics Banking Terms of trade Return on investment Consumption Dynamic stochastic general equilibrium models Central bank policy rate National accounts International trade Econometric analysis Prices Economic policy nternational cooperation Saving and investment Economics Econometric models Interest rates |
ISBN |
1-4755-9287-6
1-4983-8115-4 1-4843-6250-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; II. The Theoretical Framework; A. The Household Sector; Consumption and Saving; Labor Supply; B. The Production Sector; Output Demand; Labor Demand and Investment; Output Supply; C. The Trade Sector; The Export Sector; The Import Sector; D. Monetary and Fiscal Policy; The Monetary Authority; The Fiscal Authority; E. Market Clearing Conditions; III. The Empirical Framework; A. Endogenous Variables; B. Exogenous Variables; IV. Estimation; A. Estimation Procedure; Cyclical Components; Parameters; B. Estimation Results; Cyclical Components; Parameters
V. Monetary and Fiscal Policy AnalysisA. Impulse Response Functions; B. Forecast Error Variance Decompositions; C. Historical Decompositions; VI. Spillover Analysis; A. Simulated Conditional Betas; B. Impulse Response Functions; VII. Forecasting; VIII. Conclusion; Appendix A. Description of the Data Set; Appendix B. Tables and Figures; Table 1. Structural Parameter Estimation Results; Figure 1. Impulse Responses to a Domestic Productivity Shock; Figure 2. Impulse Responses to a Domestic Labor Supply Shock; Figure 3. Impulse Responses to a Domestic Consumption Demand Shock Figure 4. Impulse Responses to a Domestic Investment Demand ShockFigure 5. Impulse Responses to a Domestic Monetary Policy Shock; Figure 6. Impulse Responses to a Domestic Credit Risk Premium Shock; Figure 7. Impulse Responses to a Domestic Duration Risk Premium Shock; Figure 8. Impulse Responses to a Domestic Equity Risk Premium Shock; Figure 9. Impulse Responses to a Domestic Fiscal Expenditure Shock; Figure 10. Impulse Responses to a Domestic Fiscal Revenue Shock; Figure 11. Impulse Responses to a World Energy Commodity Price Markup Shock Figure 12. Impulse Responses to a World Nonenergy Commodity Price Markup ShockFigure 13. Forecast Error Variance Decompositions of Consumption Price Inflation; Figure 14. Forecast Error Variance Decompositions of Output; Figure 15. Forecast Error Variance Decompositions of Private Consumption; Figure 16. Forecast Error Variance Decompositions of Private Investment; Figure 17. Forecast Error Variance Decompositions of the Nominal Policy Interest Rate; Figure 18. Forecast Error Variance Decompositions of the Real Effective Exchange Rate Figure 19. Forecast Error Variance Decompositions of the Unemployment RateFigure 20. Forecast Error Variance Decompositions of the Fiscal Balance Ratio; Figure 21. Forecast Error Variance Decompositions of the Current Account Balance Ratio; Figure 22. Historical Decompositions of Consumption Price Inflation; Figure 23. Historical Decompositions of Output Growth; Figure 24. Historical Decompositions of the Unemployment Rate; Figure 25. Simulated Conditional Betas of Output; Figure 26. Peak Impulse Responses to Foreign Productivity Shocks Figure 27. Peak Impulse Responses to Foreign Labor Supply Shocks |
Record Nr. | UNINA-9910788177403321 |
Vitek Francis
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Washington, D.C. : , : International Monetary Fund, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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