A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan |
Autore | Al-Hassan Abdullah |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (36 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles
Econometrics Foreign Exchange Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Price Level Inflation Deflation Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Econometrics & economic statistics Currency Foreign exchange Cyclical indicators Consumer prices Factor models Nominal effective exchange rate Prices Econometric models |
ISBN |
1-4623-2248-4
1-4527-4301-0 9786612842948 1-282-84294-3 1-4518-7220-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Methodology; A. Generalized Dynamic Factor Model; B. Estimating Common Components by a One-Sided Filter; Figures; 1. Average Dynamic Eigenvalues Over Cross-Sectional Units; 2. Percentage of Variance Explained; III. Building a GCC Area Database; IV. A Coincident Indicator for the GCC Business Cycle; A. Definition of the Coincident Indicator Properties; 3. Spectral Density Functions of All Eigenvalues; 4. Average of Spectral Density Functions; B. Properties of the Coincident Indicator; C. The Construction of a Coincident Indicator
5. The GCC Coincident Indicator and the GCC Area GDP Growth Rate6. The GCC Coincident Indicator and the Common Component of National GDP; 7. The GCC Coincident Indicator and the Common Component of National GDP; V. Degree of Commonality and Cyclical Behavior of the Variables; A. Degree of Commonality; B. Business Cycle: Stylized Facts; Tables; 1. The Direction and Timing of Variables Against the Coincident Indicator; VI. Observed Economic Variables and Latent Factors; VII. Conclusion; 2. Testing the Observed Macroeconomic Data Against the Latent Factors; Appendix; I: Data Set; Appendix Tables 1: Data, Degree of Commonality, and Cyclical BehaviorReferences |
Record Nr. | UNINA-9910788337203321 |
Al-Hassan Abdullah
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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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A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan |
Autore | Al-Hassan Abdullah |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (36 p.) |
Disciplina | 332.152 |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles
Econometrics Foreign Exchange Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Price Level Inflation Deflation Classification Methods Cluster Analysis Principal Components Factor Models Economic growth Econometrics & economic statistics Currency Foreign exchange Cyclical indicators Consumer prices Factor models Nominal effective exchange rate Prices Econometric models |
ISBN |
1-4623-2248-4
1-4527-4301-0 9786612842948 1-282-84294-3 1-4518-7220-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Methodology; A. Generalized Dynamic Factor Model; B. Estimating Common Components by a One-Sided Filter; Figures; 1. Average Dynamic Eigenvalues Over Cross-Sectional Units; 2. Percentage of Variance Explained; III. Building a GCC Area Database; IV. A Coincident Indicator for the GCC Business Cycle; A. Definition of the Coincident Indicator Properties; 3. Spectral Density Functions of All Eigenvalues; 4. Average of Spectral Density Functions; B. Properties of the Coincident Indicator; C. The Construction of a Coincident Indicator
5. The GCC Coincident Indicator and the GCC Area GDP Growth Rate6. The GCC Coincident Indicator and the Common Component of National GDP; 7. The GCC Coincident Indicator and the Common Component of National GDP; V. Degree of Commonality and Cyclical Behavior of the Variables; A. Degree of Commonality; B. Business Cycle: Stylized Facts; Tables; 1. The Direction and Timing of Variables Against the Coincident Indicator; VI. Observed Economic Variables and Latent Factors; VII. Conclusion; 2. Testing the Observed Macroeconomic Data Against the Latent Factors; Appendix; I: Data Set; Appendix Tables 1: Data, Degree of Commonality, and Cyclical BehaviorReferences |
Record Nr. | UNINA-9910817194403321 |
Al-Hassan Abdullah
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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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Does Inflation in China Affect the United States and Japan? / / Luke Willard, Tarhan Feyzioglu |
Autore | Willard Luke |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | FeyziogluTarhan |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - China
Inflation (Finance) - United States Exports - China Prices - China Exports and Imports Inflation Macroeconomics Price Level Deflation Open Economy Macroeconomics Agriculture: Aggregate Supply and Demand Analysis Prices Trade: General International economics Import prices Food prices Consumer prices Exports International trade Imports |
ISBN |
1-4623-0340-4
1-4527-6730-0 1-283-51392-7 9786613826374 1-4519-0832-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THEORETICAL UNDERPINNINGS""; ""III. EMPIRICAL RESULTS""; ""A. A Simple Model of Inflation""; ""B. VAR Models""; ""C. Variable Coefficient Models""; ""D. Using Subcomponents of CPI""; ""IV. CONCLUSIONS""; ""References"" |
Record Nr. | UNINA-9910788413303321 |
Willard Luke
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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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Does Inflation in China Affect the United States and Japan? / / Luke Willard, Tarhan Feyzioglu |
Autore | Willard Luke |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | FeyziogluTarhan |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - China
Inflation (Finance) - United States Exports - China Prices - China Exports and Imports Inflation Macroeconomics Price Level Deflation Open Economy Macroeconomics Agriculture: Aggregate Supply and Demand Analysis Prices Trade: General International economics Import prices Food prices Consumer prices Exports International trade Imports |
ISBN |
1-4623-0340-4
1-4527-6730-0 1-283-51392-7 9786613826374 1-4519-0832-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THEORETICAL UNDERPINNINGS""; ""III. EMPIRICAL RESULTS""; ""A. A Simple Model of Inflation""; ""B. VAR Models""; ""C. Variable Coefficient Models""; ""D. Using Subcomponents of CPI""; ""IV. CONCLUSIONS""; ""References"" |
Record Nr. | UNINA-9910825684203321 |
Willard Luke
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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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The Role of Seasonality and Monetary Policy in Inflation Forecasting / / Francis Kumah |
Autore | Kumah Francis |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (27 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - Forecasting
Monetary policy Foreign Exchange Inflation Macroeconomics Forecasting Price Level Deflation Forecasting and Other Model Applications Currency Foreign exchange Economic Forecasting Consumer prices Exchange rates Consumer price indexes Economic forecasting Prices Price indexes |
ISBN |
1-4623-7502-2
1-4519-8330-1 1-282-55824-2 1-4519-8710-2 9786613822376 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. INFLATION AND MONETARY POLICY IN THE KYRGYZ REPUBLIC""; ""III. SEASONAL CHARACTERISTICS OF CONSUMER PRICES""; ""IV. MODELING AND FORECASTING INFLATION""; ""V. CONCLUDING REMARKS""; ""References""; ""Appendix. Further Empirical Results"" |
Record Nr. | UNINA-9910788518403321 |
Kumah Francis
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
|
The Role of Seasonality and Monetary Policy in Inflation Forecasting / / Francis Kumah |
Autore | Kumah Francis |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (27 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - Forecasting
Monetary policy Foreign Exchange Inflation Macroeconomics Forecasting Price Level Deflation Forecasting and Other Model Applications Currency Foreign exchange Economic Forecasting Consumer prices Exchange rates Consumer price indexes Economic forecasting Prices Price indexes |
ISBN |
1-4623-7502-2
1-4519-8330-1 1-282-55824-2 1-4519-8710-2 9786613822376 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. INFLATION AND MONETARY POLICY IN THE KYRGYZ REPUBLIC""; ""III. SEASONAL CHARACTERISTICS OF CONSUMER PRICES""; ""IV. MODELING AND FORECASTING INFLATION""; ""V. CONCLUDING REMARKS""; ""References""; ""Appendix. Further Empirical Results"" |
Record Nr. | UNINA-9910819865003321 |
Kumah Francis
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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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