Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
Autore | Feldkircher Martin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 39 p. : col. ill |
Altri autori (Persone) | ZeugnerStefan |
Collana | IMF Working Papers |
Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Econometrics Inflation Labor Public Finance Data Processing Bayesian Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Human Capital Skills Occupational Choice Labor Productivity Price Level Deflation Bayesian inference Data capture & analysis Public finance & taxation Labour income economics Macroeconomics Bayesian models Data processing Public investment and public-private partnerships (PPP) Human capital Econometric models Electronic data processing Public-private sector cooperation Prices |
ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788226903321 |
Feldkircher Martin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
Autore | Feldkircher Martin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 39 p. : col. ill |
Disciplina | 332.015195 |
Altri autori (Persone) | ZeugnerStefan |
Collana | IMF Working Papers |
Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Bayesian Analysis: General Bayesian inference Bayesian models Computer Programs: General Data capture & analysis Data Collection and Data Estimation Methodology Data Processing Data processing Deflation Econometric models Econometrics Electronic data processing Human Capital Human capital Income economics Inflation Labor Productivity Labor Labour Macroeconomics National Government Expenditures and Related Policies: Infrastructures Occupational Choice Other Public Investment and Capital Stock Price Level Prices Public finance & taxation Public Finance Public investment and public-private partnerships (PPP) Public-private sector cooperation Skills |
ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I Introduction -- II Bayesian Model Averaging under Zellner's g Prior -- II. 1 Popular Settings for Zellner's g -- III The Hyper-g Prior: A Beta Prior on the Shrinkage Factor -- IV A Simulation Study -- V Growth Determinants Revisited -- VI Concluding Remarks -- A Technical Appendix -- A. 1 Consistency of the Hyper-g Prior -- A. 2 Relationship between Hyper-g Prior and EBL -- A. 3 The Shrinkage Factor and Goodness-of-Fit -- A. 4 The Posterior Predictive Distribution and the Hyper-g Prior -- A. 5 The Beta-binomial Prior over the Model Space -- A. 6 Charts and Tables -- References -- Footnotes. |
Record Nr. | UNINA-9910812315003321 |
Feldkircher Martin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen |
Autore | Mirestean Alin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (45 p.) |
Altri autori (Persone) |
TsangaridesCharalambos
ChenHuigang |
Collana | IMF Working Papers |
Soggetto topico |
Panel analysis
Bayesian statistical decision theory Econometrics Data Processing Bayesian Analysis: General Estimation Data Collection and Data Estimation Methodology Computer Programs: General Bayesian inference Econometrics & economic statistics Data capture & analysis Bayesian models Estimation techniques Data processing Econometric models Electronic data processing |
ISBN |
1-4623-7192-2
1-4527-1274-3 9786612842955 1-4518-7221-6 1-282-84295-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Model Uncertainty in the Bayesian Context; A. Model Selection and Hypothesis Testing; B. Bayesian Model Averaging; C. Choice of Priors; III. Limited Information Bayesian Model Averaging; A. A Dynamic Panel Data Model with Endogenous Regressors; B. Estimation and Moment Conditions; C. The Limited Information Criterion; IV. Monte Carlo Simualtions and Results; A. The Data Generating Process; B. Simulation Results; V. Conclusion; References; Tables; 1. Posterior Probability of the True Model; 2. Posterior Probability Ratio of True Model/Best among the Other Models
3. Probability of Retrieving the True Model4. Model Recovery: Medians and Variances of Posterior Inclusi; 5. Model Recovery: Medians and Variances of Estimated Paramet; 6. Posterior Probability of the True Model (Non-Gaussian Case); 7. Posterior Probability Ratio: True Model/best among the Other Models (Non-Gaussian Case); 8. Probability of Retrieving the True Model (Non-Gaussian Case); 9. Model Recovery: Medians and Variances of Posterior Inclusion Probability for Each Variable (Non-Gaussian Case); 10. Model Recovery: Medians and Variances of Estimated Parameter Values (Non- Gaussian Case) Appendix A Figures1. Posterior Densities for the Probabilities in Table 1; 2. Posterior Densities for the Probabilities in Table 2; 3. Box Plots for Parameters in Table 5; 4. Posterior Densities for the Probabilities in Table 6; 5. Posterior Densities for the Probabilities in Table 7; 6. Box Plots for Parameters in Table 10 |
Record Nr. | UNINA-9910788337703321 |
Mirestean Alin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen |
Autore | Mirestean Alin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (45 p.) |
Disciplina | 332.152 |
Altri autori (Persone) |
ChenHuigang
TsangaridesCharalambos |
Collana | IMF Working Papers |
Soggetto topico |
Panel analysis
Bayesian statistical decision theory Bayesian Analysis: General Bayesian inference Bayesian models Computer Programs: General Data capture & analysis Data Collection and Data Estimation Methodology Data Processing Data processing Econometric models Econometrics & economic statistics Econometrics Electronic data processing Estimation techniques Estimation |
ISBN |
1-4623-7192-2
1-4527-1274-3 9786612842955 1-4518-7221-6 1-282-84295-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Model Uncertainty in the Bayesian Context; A. Model Selection and Hypothesis Testing; B. Bayesian Model Averaging; C. Choice of Priors; III. Limited Information Bayesian Model Averaging; A. A Dynamic Panel Data Model with Endogenous Regressors; B. Estimation and Moment Conditions; C. The Limited Information Criterion; IV. Monte Carlo Simualtions and Results; A. The Data Generating Process; B. Simulation Results; V. Conclusion; References; Tables; 1. Posterior Probability of the True Model; 2. Posterior Probability Ratio of True Model/Best among the Other Models
3. Probability of Retrieving the True Model4. Model Recovery: Medians and Variances of Posterior Inclusi; 5. Model Recovery: Medians and Variances of Estimated Paramet; 6. Posterior Probability of the True Model (Non-Gaussian Case); 7. Posterior Probability Ratio: True Model/best among the Other Models (Non-Gaussian Case); 8. Probability of Retrieving the True Model (Non-Gaussian Case); 9. Model Recovery: Medians and Variances of Posterior Inclusion Probability for Each Variable (Non-Gaussian Case); 10. Model Recovery: Medians and Variances of Estimated Parameter Values (Non- Gaussian Case) Appendix A Figures1. Posterior Densities for the Probabilities in Table 1; 2. Posterior Densities for the Probabilities in Table 2; 3. Box Plots for Parameters in Table 5; 4. Posterior Densities for the Probabilities in Table 6; 5. Posterior Densities for the Probabilities in Table 7; 6. Box Plots for Parameters in Table 10 |
Record Nr. | UNINA-9910812320003321 |
Mirestean Alin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Providing official Statistics for the Common Market and Monetary Union in the Gulf Cooperation Council (GCC) Countries : : A Case for "Gulfstat" / / Abdulrahman Al-Mansouri, Claudia Dziobek |
Autore | Al-Mansouri Abdulrahman |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (33 p.) |
Altri autori (Persone) | DziobekClaudia |
Collana | IMF Working Papers |
Soggetto topico |
Monetary unions - Gulf Cooperation Council countries
International economic integration - Gulf Cooperation Council countries Exports and Imports Macroeconomics Statistics Data Transmission Systems Databases Structure, Scope, and Performance of Government General Regional Economics (includes Regional Data) Data Collection and Data Estimation Methodology Computer Programs: Other General Aggregative Models: General Financial Aspects of Economic Integration Computer Programs: General Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Data capture & analysis Econometrics & economic statistics International economics Government finance statistics National accounts Monetary unions Data collection Data dissemination Economic and financial statistics Economic integration Finance National income Economic statistics Data transmission systems |
ISBN |
1-4623-4073-3
1-4519-8634-3 1-283-51671-3 9786613829160 1-4519-0834-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA NEEDS OF THE COMMON MARKET AND MONETARY UNION IN THE GCC STATES""; ""III. THE INSTITUTIONAL SETTING FOR PRODUCING STATISTICS IN GCC COUNTRIES""; ""IV. THE ROLE OF AFRISTAT""; ""V. THE ROLE OF EUROSTAT""; ""VI. KEY LESSONS FOR A FUTURE GULFSTAT""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910788700003321 |
Al-Mansouri Abdulrahman | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Providing official Statistics for the Common Market and Monetary Union in the Gulf Cooperation Council (GCC) Countries : : A Case for "Gulfstat" / / Abdulrahman Al-Mansouri, Claudia Dziobek |
Autore | Al-Mansouri Abdulrahman |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (33 p.) |
Altri autori (Persone) | DziobekClaudia |
Collana | IMF Working Papers |
Soggetto topico |
Monetary unions - Gulf Cooperation Council countries
International economic integration - Gulf Cooperation Council countries Computer Programs: General Computer Programs: Other Data Access Data capture & analysis Data Collection and Data Estimation Methodology Data collection Data dissemination Data Transmission Systems Data transmission systems Databases Econometrics & economic statistics Economic and financial statistics Economic integration Economic statistics Exports and Imports Finance Financial Aspects of Economic Integration General Aggregative Models: General General Regional Economics (includes Regional Data) Government finance statistics International economics Macroeconomics Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Monetary unions National accounts National income Statistics Structure, Scope, and Performance of Government |
ISBN |
1-4623-4073-3
1-4519-8634-3 1-283-51671-3 9786613829160 1-4519-0834-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA NEEDS OF THE COMMON MARKET AND MONETARY UNION IN THE GCC STATES""; ""III. THE INSTITUTIONAL SETTING FOR PRODUCING STATISTICS IN GCC COUNTRIES""; ""IV. THE ROLE OF AFRISTAT""; ""V. THE ROLE OF EUROSTAT""; ""VI. KEY LESSONS FOR A FUTURE GULFSTAT""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910825683103321 |
Al-Mansouri Abdulrahman | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Treating Intangible Inputs as Investment Goods : : The Impact on Canadian GDP / / Nazim Belhocine |
Autore | Belhocine Nazim |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 21 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Gross domestic product - Canada - Econometric models
Labor productivity - Canada - Econometric models Investments - Canada - Econometric models Investments: General Macroeconomics Public Finance Data Processing Databases National Government Expenditures and Related Policies: General General Aggregative Models: General Data Collection and Data Estimation Methodology Computer Programs: General Investment Capital Intangible Capital Capacity Public finance & taxation Data capture & analysis Expenditure National accounts Data collection Intangible capital Data processing Expenditures, Public National income Economic statistics Saving and investment Electronic data processing |
ISBN |
1-4623-9914-2
1-4527-0061-3 1-4518-7387-5 1-282-84440-7 9786612844409 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788224803321 |
Belhocine Nazim | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Treating Intangible Inputs as Investment Goods : : The Impact on Canadian GDP / / Nazim Belhocine |
Autore | Belhocine Nazim |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 21 p. : ill |
Disciplina | 338.192368 |
Collana | IMF Working Papers |
Soggetto topico |
Gross domestic product - Canada - Econometric models
Labor productivity - Canada - Econometric models Investments - Canada - Econometric models Capacity Capital Computer Programs: General Data capture & analysis Data Collection and Data Estimation Methodology Data collection Data Processing Data processing Databases Economic statistics Electronic data processing Expenditure Expenditures, Public General Aggregative Models: General Intangible Capital Intangible capital Investment Investments: General Macroeconomics National accounts National Government Expenditures and Related Policies: General National income Public finance & taxation Public Finance Saving and investment |
ISBN |
1-4623-9914-2
1-4527-0061-3 1-4518-7387-5 1-282-84440-7 9786612844409 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Table of Contents -- I. Introduction -- II. National Accounts' Conventions and the Rationale Against it -- III. Data Collection Approach -- IV. Data Sources -- A. Computerized Information -- B. Innovative Property -- C. Economic Competencies -- V. Summary of Findings and Comparison with Other Countries -- A. Findings for Canada -- B. Comparison with the U.S. and the U.K -- VI. Impact of Including Intangibles on GDP -- VII. Conclusion -- References -- Tables -- 1. Decomposition of Intangible Expenditures by Item -- 2. Comparison of Expenditures in Intangibles Across U.S., U.K. and Canada -- 3. Impact of Including Intangibles on Real GDP Growth -- Figures -- 1. Software Investment (overall and by type) -- 2. Tangible Versus Intangible Investment. |
Record Nr. | UNINA-9910811772603321 |
Belhocine Nazim | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Uruguay : : Report on the Observance of Standards and Codes—Data Module |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (153 p.) |
Disciplina | 338.9 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Economic development - Uruguay
Economic policy - Uruguay Fiscal policy - Uruguay Macroeconomics Statistics General Aggregative Models: General Price Level Inflation Deflation Labor Economics: General Urban, Rural, and Regional Economics: Household Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General Labour income economics Data capture & analysis National accounts Consumer price indexes Producer price indexes Labor Household consumption Prices National income Price indexes Labor economics Consumption Economics Economic statistics |
ISBN |
1-4755-8093-2
1-4755-5384-6 1-4755-8109-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; CONTENTS; GLOSSARY; OVERALL ASSESSMENT; ASSESSMENT BY AGENCY AND DATASET; TABLES; 1. Data Quality Assessment Framework 2012-Summary Results; 2a. Assessment of Data Quality-Dimensions 0 and 1-Central Bank of Uruguay; 2b. Assessment of Data Quality-Dimensions 0 and 1-National Institute of Statistics; 3a. Assessment of Data Quality-Dimensions 2 to 5-National Accounts; 3b. Assessment of Data Quality-Dimensions 2 to 5-Consumer Price Index; 3c. Assessment of Data Quality-Dimensions 2 to 5-Producer Price Index; STAFF'S RECOMMENDATIONS; APPENDIX TABLES
Practices Compared to the SDDS Coverage, Periodicity, and Timeliness of DataCONTENTS; GLOSSARY; CROSS-CUTTING RECOMMENDATIONS; RESPONSE BY THE CENTRAL BANK OF URUGUAY; RESPONSE BY THE NATIONAL STATISTICS INSTITUTE; CONTENTS; GLOSSARY; NATIONAL ACCOUNTS; 0. Prerequisites of Quality; TABLES; 1. Response Rate to NIS's Surveys; 1. Assurances of integrity; 2. Methodological soundness; 3. Accuracy and reliability; 2. Coverage Annual Source Data National Accounts in Terms of Value Added; 3. Coverage of Quarterly Source Data in Terms of Value Added 4. Coverage of Monthly Source Data in Terms of Value Added4. Serviceability; 5. Accessibility; 5. Data Quality Assessment Framework (2012): Summary of Results for National Accounts; PRICE STATISTICS (CONSUMER PRICE INDEX); 0. Prerequisites of Quality; 1. Assurances of Integrity; 2. Methodological Soundness; 3. Accuracy and Reliability; 4. Serviceability; 5. Accessibility; 6. Data Quality Assessment Framework (2012): Summary of Results for Consumer Price Index; PRICE STATISTICS (PRODUCER PRICE INDEX); 0. Prerequisites of Quality; 1. Assurances of Integrity; 2. Methodological Soundness 3. Accuracy and Reliability4. Serviceability; 5. Accessibility; 7. Data Quality Assessment Framework (2012): Summary of Results for Producer Price Index; APPENDIXES; I. Summary of the Special Data Dissemination Standard; II. Data Quality Assessment Framework-Generic Framework; III. Users' Survey |
Record Nr. | UNINA-9910787863403321 |
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Uruguay : : Report on the Observance of Standards and Codes—Data Module |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (153 p.) |
Disciplina | 338.9 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Economic development - Uruguay
Economic policy - Uruguay Fiscal policy - Uruguay Macroeconomics Statistics General Aggregative Models: General Price Level Inflation Deflation Labor Economics: General Urban, Rural, and Regional Economics: Household Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General Labour income economics Data capture & analysis National accounts Consumer price indexes Producer price indexes Labor Household consumption Prices National income Price indexes Labor economics Consumption Economics Economic statistics Income economics |
ISBN |
1-4755-8093-2
1-4755-5384-6 1-4755-8109-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; CONTENTS; GLOSSARY; OVERALL ASSESSMENT; ASSESSMENT BY AGENCY AND DATASET; TABLES; 1. Data Quality Assessment Framework 2012-Summary Results; 2a. Assessment of Data Quality-Dimensions 0 and 1-Central Bank of Uruguay; 2b. Assessment of Data Quality-Dimensions 0 and 1-National Institute of Statistics; 3a. Assessment of Data Quality-Dimensions 2 to 5-National Accounts; 3b. Assessment of Data Quality-Dimensions 2 to 5-Consumer Price Index; 3c. Assessment of Data Quality-Dimensions 2 to 5-Producer Price Index; STAFF'S RECOMMENDATIONS; APPENDIX TABLES
Practices Compared to the SDDS Coverage, Periodicity, and Timeliness of DataCONTENTS; GLOSSARY; CROSS-CUTTING RECOMMENDATIONS; RESPONSE BY THE CENTRAL BANK OF URUGUAY; RESPONSE BY THE NATIONAL STATISTICS INSTITUTE; CONTENTS; GLOSSARY; NATIONAL ACCOUNTS; 0. Prerequisites of Quality; TABLES; 1. Response Rate to NIS's Surveys; 1. Assurances of integrity; 2. Methodological soundness; 3. Accuracy and reliability; 2. Coverage Annual Source Data National Accounts in Terms of Value Added; 3. Coverage of Quarterly Source Data in Terms of Value Added 4. Coverage of Monthly Source Data in Terms of Value Added4. Serviceability; 5. Accessibility; 5. Data Quality Assessment Framework (2012): Summary of Results for National Accounts; PRICE STATISTICS (CONSUMER PRICE INDEX); 0. Prerequisites of Quality; 1. Assurances of Integrity; 2. Methodological Soundness; 3. Accuracy and Reliability; 4. Serviceability; 5. Accessibility; 6. Data Quality Assessment Framework (2012): Summary of Results for Consumer Price Index; PRICE STATISTICS (PRODUCER PRICE INDEX); 0. Prerequisites of Quality; 1. Assurances of Integrity; 2. Methodological Soundness 3. Accuracy and Reliability4. Serviceability; 5. Accessibility; 7. Data Quality Assessment Framework (2012): Summary of Results for Producer Price Index; APPENDIXES; I. Summary of the Special Data Dissemination Standard; II. Data Quality Assessment Framework-Generic Framework; III. Users' Survey |
Record Nr. | UNINA-9910808028003321 |
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|