A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Al-Hassan
| 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
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Alhassan
| A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle / / Abdullah Alhassan |
| Autore | Alhassan 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
Classification Methods Cluster Analysis Consumer prices Currency Cyclical indicators Deflation Econometric models Econometrics & economic statistics Econometrics Economic growth Factor Models Factor models Foreign Exchange Foreign exchange Inflation Macroeconomics Nominal effective exchange rate Price Level Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Principal Components |
| ISBN |
9786612842948
9781462322480 1462322484 9781452743011 1452743010 9781282842946 1282842943 9781451872200 1451872208 |
| 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-9910965597603321 |
Alhassan Abdullah
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Does Inflation in China Affect the United States and Japan? / / Luke Willard, Tarhan Feyzioglu
| 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
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Does Inflation in China Affect the United States and Japan? / / Luke Willard, Tarhan Feyzioglu
| Does Inflation in China Affect the United States and Japan? / / Luke Willard, Tarhan Feyzioglu |
| Autore | Willard Luke |
| Edizione | [1st ed.] |
| 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 Agriculture: Aggregate Supply and Demand Analysis Consumer prices Deflation Exports and Imports Exports Food prices Import prices Imports Inflation International economics International trade Macroeconomics Open Economy Macroeconomics Price Level Prices Trade: General |
| ISBN |
9786613826374
9781462303403 1462303404 9781452767307 1452767300 9781283513920 1283513927 9781451908329 1451908326 |
| 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-9910968749503321 |
Willard Luke
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Role of Seasonality and Monetary Policy in Inflation Forecasting / / Francis Kumah
| 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
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Role of Seasonality and Monetary Policy in Inflation Forecasting / / Francis Kumah
| 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 Consumer price indexes Consumer prices Currency Deflation Economic Forecasting Economic forecasting Exchange rates Forecasting and Other Model Applications Forecasting Foreign Exchange Foreign exchange Inflation Macroeconomics Price indexes Price Level Prices |
| ISBN |
9786613822376
9781462375028 1462375022 9781451983302 1451983301 9781282558243 1282558242 9781451987102 1451987102 |
| 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-9910959809203321 |
Kumah Francis
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||