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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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-9910825684203321
Willard Luke  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
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  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui