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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 | ||
| ||
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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer
| Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | NaseerAbdul |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sudan
Economic forecasting - Sudan Inflation Macroeconomics Money and Monetary Policy Forecasting Price Level Deflation Forecasting and Other Model Applications Agriculture: Aggregate Supply and Demand Analysis Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Economic Forecasting Economic growth Monetary economics Economic forecasting Agricultural prices Cyclical indicators Monetary base Business cycles Money supply |
| ISBN |
1-4623-4063-6
1-4527-3897-1 1-4518-7279-8 9786612843464 1-282-84346-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Recent Developments; Figures; 1. Average and Standard Deviation of Inflation, 2000-08; 2. Monthly Inflation (12-Month) in Sudan, January 2000-October 2008; III. Methodology; A. Which Inflation Should Be Forecasted?; 3. Overall Inflation, 2000-08; B. Autoregressive Moving Average (ARMA) Model; 4. Cumulative Spectral Distribution of Inflation, 2000-08; C. Leading Indicators; 5. Currency Holding and Islamic Dummies, 2005-08; 6. Candidates of Leading Indicators; IV. Results; A. ARMA Model; 7. Actual and Projected Inflation Based on the Estimated ARMA Models
B. Granger Causality Tests for Leading IndicatorsV. Implications-What Can be said from the Estimated Model and the Tests?; A. Can the Estimated Model Explain the Surge of Inflation in 2007 and 2008?; 8. Forecasted Inflation, July 2007-December 2008; 9. Forecast Errors of the Model and Bread Contribution to Inflation, July 2007-October 2008; B. Forecasting Inflation for 2009 and 2010; 10. Forecasted Inflation; 11. Inflation Forecast Based on ARMA (4,5), July 2008-December 2010; C. Leading Indicators (Private Sector Credit Growth and Wheat Price Inflation) 12. Oil Price Projections, World Economic Outlook, 2000-1013. Wheat Price Projections, World Economic Outlook, 2000-10; VI. Conclusions; Tables; 1. Estimated ARMA Model of Inflation; 2. Main Statistics of Various ARMA Models, 2000-08; 3. Granger Causality Tests Between Inflation and Leading Indicators, 2000-08; Appendices; I. The Schwartz Information Criterion; II. Estimated ARMA Model for main Monetary Aggregates; Appendix Tables; A1. Estimated ARMA Model of Broad money, 2000-08; References |
| Record Nr. | UNINA-9910788332703321 |
|
Moriyama Kenji
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer
| Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer |
| Autore | Moriyama Kenji |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (27 p.) |
| Disciplina | 338.9624 |
| Altri autori (Persone) | NaseerAbdul |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sudan
Economic forecasting - Sudan Agricultural prices Agriculture: Aggregate Supply and Demand Analysis Business cycles Cyclical indicators Deflation Economic Forecasting Economic forecasting Economic growth Forecasting and Other Model Applications Forecasting Inflation Macroeconomics Monetary base Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money supply Price Level Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) |
| ISBN |
9786612843464
9781462340637 1462340636 9781452738970 1452738971 9781451872798 1451872798 9781282843462 128284346X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Recent Developments; Figures; 1. Average and Standard Deviation of Inflation, 2000-08; 2. Monthly Inflation (12-Month) in Sudan, January 2000-October 2008; III. Methodology; A. Which Inflation Should Be Forecasted?; 3. Overall Inflation, 2000-08; B. Autoregressive Moving Average (ARMA) Model; 4. Cumulative Spectral Distribution of Inflation, 2000-08; C. Leading Indicators; 5. Currency Holding and Islamic Dummies, 2005-08; 6. Candidates of Leading Indicators; IV. Results; A. ARMA Model; 7. Actual and Projected Inflation Based on the Estimated ARMA Models
B. Granger Causality Tests for Leading IndicatorsV. Implications-What Can be said from the Estimated Model and the Tests?; A. Can the Estimated Model Explain the Surge of Inflation in 2007 and 2008?; 8. Forecasted Inflation, July 2007-December 2008; 9. Forecast Errors of the Model and Bread Contribution to Inflation, July 2007-October 2008; B. Forecasting Inflation for 2009 and 2010; 10. Forecasted Inflation; 11. Inflation Forecast Based on ARMA (4,5), July 2008-December 2010; C. Leading Indicators (Private Sector Credit Growth and Wheat Price Inflation) 12. Oil Price Projections, World Economic Outlook, 2000-1013. Wheat Price Projections, World Economic Outlook, 2000-10; VI. Conclusions; Tables; 1. Estimated ARMA Model of Inflation; 2. Main Statistics of Various ARMA Models, 2000-08; 3. Granger Causality Tests Between Inflation and Leading Indicators, 2000-08; Appendices; I. The Schwartz Information Criterion; II. Estimated ARMA Model for main Monetary Aggregates; Appendix Tables; A1. Estimated ARMA Model of Broad money, 2000-08; References |
| Record Nr. | UNINA-9910969848103321 |
|
Moriyama Kenji
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measures of Underlying Inflation in Sri Lanka / / Souvik Gupta, Magnus Saxegaard
| Measures of Underlying Inflation in Sri Lanka / / Souvik Gupta, Magnus Saxegaard |
| Autore | Gupta Souvik |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Altri autori (Persone) | SaxegaardMagnus |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sri Lanka
Monetary policy - Sri Lanka Inflation Macroeconomics Econometric Modeling: General Price Level Deflation Monetary Policy Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Agriculture: Aggregate Supply and Demand Analysis Prices Energy: Demand and Supply Economic growth Consumer price indexes Cyclical indicators Food prices Fuel prices Price indexes Business cycles |
| ISBN |
1-4623-3760-0
1-4527-2988-3 9786612843808 1-282-84380-X 1-4518-7314-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Figures; 1. Consumer Price Inflation; 2. Capacity Utilization; 3. Inflationary Pressure; II. Background; 4. Reserve Money and Credit; III. Alternative Measures of Core Inflation; A. Exclusion-based Methods; 5. Exclusion Based Measure of Core Inflation; B. Limited Influence Estimators; C. Reweighing the CPI; 6. Trimmed Mean Inflation; 7. Root Mean Squared Errors of Alternative Trimmed Mean Measures; D. Model-based Methods; 8. Persistence Weighted Measure of Core Inflation; IV. Conditions to Evaluate Measures of Core Inflation; 9. Quah-Vahey Measure of Core Inflation
A. Marques et al. (2004) TestsV. Results; Tables; 1. Evaluation of Measures of Core Inflation; VI. Concluding Remarks; References |
| Record Nr. | UNINA-9910788229703321 |
|
Gupta Souvik
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measures of Underlying Inflation in Sri Lanka / / Souvik Gupta, Magnus Saxegaard
| Measures of Underlying Inflation in Sri Lanka / / Souvik Gupta, Magnus Saxegaard |
| Autore | Gupta Souvik |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.495 |
| Altri autori (Persone) | SaxegaardMagnus |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sri Lanka
Monetary policy - Sri Lanka Agriculture: Aggregate Supply and Demand Analysis Business cycles Consumer price indexes Cyclical indicators Deflation Econometric Modeling: General Economic growth Energy: Demand and Supply Food prices Fuel prices Inflation Macroeconomics Monetary Policy Price indexes Price Level Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) |
| ISBN |
9786612843808
9781462337606 1462337600 9781452729886 1452729883 9781282843806 128284380X 9781451873146 145187314X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; Figures; 1. Consumer Price Inflation; 2. Capacity Utilization; 3. Inflationary Pressure; II. Background; 4. Reserve Money and Credit; III. Alternative Measures of Core Inflation; A. Exclusion-based Methods; 5. Exclusion Based Measure of Core Inflation; B. Limited Influence Estimators; C. Reweighing the CPI; 6. Trimmed Mean Inflation; 7. Root Mean Squared Errors of Alternative Trimmed Mean Measures; D. Model-based Methods; 8. Persistence Weighted Measure of Core Inflation; IV. Conditions to Evaluate Measures of Core Inflation; 9. Quah-Vahey Measure of Core Inflation
A. Marques et al. (2004) TestsV. Results; Tables; 1. Evaluation of Measures of Core Inflation; VI. Concluding Remarks; References |
| Record Nr. | UNINA-9910961803803321 |
|
Gupta Souvik
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Business cycles (6)
-
Cyclical indicators
(6)
- Deflation (6)
- Economic growth (6)
- Inflation (6)