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Accounting for Output Drops in Latin America / / Ruy Lama
| Accounting for Output Drops in Latin America / / Ruy Lama |
| Autore | Lama Ruy |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 49 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Latin America
Business forecasting - Latin America Investments: Bonds Macroeconomics Economic Theory Production and Operations Management Labor Economics: General Production Cost Capital and Total Factor Productivity Capacity Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) General Financial Markets: General (includes Measurement and Data) Financial Economics Labour income economics Economic growth Investment & securities Economic theory & philosophy Labor Total factor productivity Business cycles Bonds Financial frictions Labor economics Industrial productivity Economic forecasting |
| ISBN |
1-4623-3055-X
1-4518-7214-3 9786612842887 1-4519-9130-4 1-282-84288-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788338603321 |
Lama Ruy
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Accounting for Output Drops in Latin America / / Ruy Lama
| Accounting for Output Drops in Latin America / / Ruy Lama |
| Autore | Lama Ruy |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 49 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Latin America
Business forecasting - Latin America Bonds Business cycles Capacity Capital and Total Factor Productivity Cost Economic forecasting Economic growth Economic theory & philosophy Economic Theory Financial Economics Financial frictions General Financial Markets: General (includes Measurement and Data) Income economics Industrial productivity Investment & securities Investments: Bonds Labor economics Labor Economics: General Labor Labour Macroeconomics Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Production and Operations Management Production Total factor productivity |
| ISBN |
9786612842887
9781462330553 146233055X 9781451872149 1451872143 9781451991307 1451991304 9781282842885 1282842889 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Benchmark Small Open Economy Model -- III. Quantitative Analysis -- A. Calibration and Estimation -- B. Simulation: Accounting for Output Drops in Latin America -- IV. Sensitivity Analysis -- A. High Risk Aversion Coefficient -- B. No Adjustments Costs -- C. Variable Capital Utilization -- V. Concluding Remarks -- Appendices -- A. Benchmark Small Open Economy Model -- B. Equivalence between Wedges and Theoretical Models -- C. Data Sources -- References -- Figures -- 1. Detrended GDP per capita in Latin American Economies -- 2. TFP, Labor Wedge, Capital Wedge, and Bond Wedge -- 3. Effect of TFP on GDP -- 4. Effect of Labor Wedge on GDP -- 5. Labor Wedge, Model Prediction, and Real Interest Rate -- 6. Effect of Capital Wedge on GDP -- 7. Effect of Bond Wedge on GDP -- 8. Sensitivity Analysis -- Tables -- 1. Calibrated Parameters -- 2. Parameters of Stochastic Processes -- 3. Contributions to Output Drops -- 4. Properties of Wedges -- 5. Model Predictions. |
| Record Nr. | UNINA-9910970782303321 |
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Lama Ruy
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced issues in the economics of emerging markets / / edited by William A. Barnett (University of Kansas, USA), and Bruno S. Sergi (Harvard University, USA)
| Advanced issues in the economics of emerging markets / / edited by William A. Barnett (University of Kansas, USA), and Bruno S. Sergi (Harvard University, USA) |
| Pubbl/distr/stampa | Bingley, England : , : Emerald Publishing, , [2020] |
| Descrizione fisica | 1 online resource (xii, 179 pages) |
| Disciplina | 330.91724 |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Economic development - Pacific Area
Marketing - Pacific Area Business & Economics - Development - Economic Development Economic growth |
| ISBN |
1-78973-579-3
1-78973-577-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910794126903321 |
| Bingley, England : , : Emerald Publishing, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced issues in the economics of emerging markets / / edited by William A. Barnett (University of Kansas, USA), and Bruno S. Sergi (Harvard University, USA)
| Advanced issues in the economics of emerging markets / / edited by William A. Barnett (University of Kansas, USA), and Bruno S. Sergi (Harvard University, USA) |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, England : , : Emerald Publishing, , [2020] |
| Descrizione fisica | 1 online resource (xii, 179 pages) |
| Disciplina | 330.91724 |
| Collana | International symposia in economic theory and econometrics |
| Soggetto topico |
Economic development - Pacific Area
Marketing - Pacific Area Business & Economics - Development - Economic Development Economic growth |
| ISBN |
9781789735796
1789735793 9781789735772 1789735777 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Half Title Page -- Series Page -- Title Page -- Copyright Page -- Contents -- About the Editors -- About the Contributors -- Chapter 1-Determinants of Women Empowerment as Measured by Domestic Decision-Making: Perspective from a Developing Economy -- 1. Introduction -- 2. Literature Review -- 2.2 Effect of Women Empowerment on Developmental Outcomes -- 3. Objective and Methodology -- 4. Data Analysis -- 5. Discussion and Conclusion -- Acknowledgments -- References -- Chapter 2-Analysis of the Impact of Terrorist Bombing Acts on Abnormal Return and Trading Volume Activity: Study of Terrorist Bombings Worldwide (2008-2017) -- 1. Introduction -- 2. Literature Review -- Abnormal Return -- 3. Research Framework -- 4. Findings and Discussion -- 5. Conclusion -- Chapter 3-Examining the Effect of Destination Awareness, Destination Image, Tourist Motivation, and Word of Mouth on Tourists' Intention to Revisit -- Introduction -- Literature Review -- Destination Awareness and Tourists' Intention to Revisit -- Destination Image and Tourists' Intention to Revisit -- Motivation and Tourists' Intention to Revisit -- Word of Mouth and Tourists' Intention to Revisit -- Method -- Measurement -- Results -- Effect of Destination Image on Tourists' Intention to Revisit -- Effect of Tourist Motivation on Tourists' Intention to Revisit -- Conclusion and Managerial Implication -- Suggestion for Future Research -- References -- Chapter 4-Financial Literacy and Growth of Micro, Small, and Medium Enterprises in West Java, Indonesia -- 1. Introduction -- 2. Literature Review and Hypotheses Development -- 3. Methodology -- 4. Results and Discussion -- 5. Conclusion and Recommendation -- References -- Chapter 5-Authentic Leadership: A Bibliometric Analysis -- 1. Introduction -- 2. Authentic leadership -- 3. Methodology -- Keywords -- Initial Data.
Refinement Data -- Data Compilation -- e. Data Analysis -- 4. Results -- 5. Conclusion -- References -- Chapter 6-Waste Reduction in Healthy Juice Production with Productivity Improvement 4.0 -- 1. Introduction -- 2. Literature Review -- 2.2. Flow Process Chart -- 2.3. VSM -- 2.4. SPSS Statistics Version 17.0 -- 2.5. Seven Wastes -- 3. Methodology -- 3.1. Analysis of Data -- 3.2. Paired t-test -- 4. Results -- Calculation of Takt Time -- 5. Suggestions -- 6. Discussion -- References -- Chapter 7-The Effect of Top Management Team Expertise on Corporate's Accrual and Real Earnings Management -- 1. Introduction -- 2. Theoretical Basis and Hypotheses Development -- 2.2. Positive Accounting Theory -- 2.3. Effect of TMT Characteristics -- 2.4. Earnings Management -- 2.4.1 Accrual Earnings Management -- 2.4.2. Real Earnings Management -- 2.5. Incentive-Reduction Effect: TMT Expertise as an Indication of Management Capabilities -- 2.6. Managerial Entrenchment Effect: TMT Expertise as an Indication of Management Power -- 2.7. Hypothesis Development -- 3. Research Method -- 3.2. Population and Sampling Method -- 3.3. Research Model -- 3.4. Operationalization of Variables -- 3.4.1.1. Accrual Earnings Management. The measurement model for accrual management activities is as follows (Kothari et al., 2005): -- 3.4.1.2. Real Earnings Management. To measure REM in a company, this study uses three main models with three additional comprehensive models. The three main models will explain whether companies in Indonesia carry out REM through one of the available meth -- 3.4.2. Independent Variable Operationalization -- 3.4.3. Control Variable Operationalization. 3.4.3.3. Value of Firm's Negative Income for Two or More Years (NNI). Following the research of Chen et al. (2016), this study will use a dummy variable for the company's negative earnings in the previous year to see or control the incentives given to man -- 3.4.3.4. Firm's Size (SIZE). According to Chen et al. (2016), smaller firms will have less possibility of management earnings so that firm size has a positive effect on management earnings, which is also due to higher external monitoring. Measurement of c -- 3.4.3.5. Percentage Change in Sales from Previous Year (SGF). Matsuura (2008) and Demers and Wang (2010) stated that this variable was used to see sales growth as a benchmark in seeing the company's growth and control the effect of the firm's growth. -- 3.4.3.6. Book Value to Market Value (BM). Research conducted by Zang (2012) also involves one other control variable, namely book value and market ratio. In this study, the ratio of book value and market is calculated to be one of the variables that affec -- 3.4.3.7. Leverage (LEV). In the study conducted by Kim et al. (2011), company leverage is used as a control variable in order to ensure that the company does not carry out REM to avoid violations of debt agreements held by the company. -- 3.4.3.8. Firm's Current Ratio (CR). Bartov (1993) explained in his research that the use of the current ratio of a company in earnings management study can reduce the possibility of external influences such as the health of the company in the short term. -- 3.4.3.9. Firm's Auditor (BIG4). The research conducted by Cohen and Zarowin (2010) and Zang (2012) said that it is assumed that the selection of a good auditor will affect the audit quality of a company and will show earnings management activities carried -- 4. RESULT AND ANALYSIS -- 4.2. Descriptive Statistics -- 4.2.2. Independent Variables. 4.2.3. Control Variables -- 4.3. Regression Analysis -- 5. CONCLUSIONS, RESEARCH LIMITATION, AND IMPLICATIONS -- References -- Chapter 8-Association between Earnings Management and Earnings Quality: Comparative Study between Insider and Outsider Economics Clusters -- 1. Introduction -- 2. Literature Review and Hypothesis Development -- 2.2. Hypotheses Development -- 3. Research Methods -- 3.2. Variables -- 4. Results -- 4.2. Earnings Management, Earnings Quality, and Country Clusters -- 5. Conclusion -- References -- Chapter 9-Influence of Financial Literacy on the Stock Market Participation and Financial Behavior among Indonesian Millennials -- 1. Introduction -- 2. Literature Review -- 2.2 Millennials -- 2.3 Millennials and Financial Literacy -- 2.4 Stock Market Participation, Over Confidence, and Risk Averse -- 3. Research Methodology -- 3.2 Sample -- 3.3 Questionnaire Development -- 3.4 Research Model -- 4. Results and Discussion -- 4.2 Validity and Reliability Test -- 4.3 Regression Results -- 5. Conclusion -- 6. Research Implication -- References -- Chapter 10-Perceptions of Practitioners, Auditors, and Academics on IFRS Convergence in Indonesia -- 1. Introduction -- 2. Theoretical Basis and Hypotheses Development -- 2.2. Previous Studies -- 3. Research Method -- 4. Result and Analysis -- 5. Conclusions, Research Limitation, and Implications -- References -- Chapter 11-The Effect of Environmental, Social, Governance, and Controversies on Firms' Value: Evidence from Asia -- 1. Introduction -- 2. Theories, Related Literature, and Hypotheses Development -- 2.1.2. Signaling Theory -- 2.1.3. Previous Studies on ESG -- 2.2. Hypotheses Development -- 3. Research Methodology -- 3.2. Research Model -- 3.3. Variable Operationalization -- 3.3.2. ESG Score -- 3.3.3. Controversies Score -- 3.3.4. Control Variables -- 4. Result and Analysis. 4.2. Analysis of the Results -- 5. Additional Result and Analysis -- 6. Conclusion and Implications -- References -- Index. |
| Record Nr. | UNINA-9910974583703321 |
| Bingley, England : , : Emerald Publishing, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
| Banking Stability Measures / / C. Goodhart, Miguel Segoviano |
| Autore | Goodhart C |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) | SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic stabilization
Banks and banking Banks and Banking Finance: General Macroeconomics Money and Monetary Policy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) General Financial Markets: Government Policy and Regulation Banking Monetary economics Economic growth Finance Commercial banks Credit default swap Business cycles Systemic risk Credit Financial risk management |
| ISBN |
1-4623-4165-9
1-4527-2788-0 1-282-84227-7 9786612842276 1-4518-7151-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References |
| Record Nr. | UNINA-9910788349903321 |
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Goodhart C
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banking Stability Measures / / C. Goodhart, Miguel Segoviano
| Banking Stability Measures / / C. Goodhart, Miguel Segoviano |
| Autore | Goodhart C |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina | 332.75 |
| Altri autori (Persone) | SegovianoMiguel |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic stabilization
Banks and banking Banking Banks and Banking Banks Business cycles Commercial banks Credit default swap Credit Depository Institutions Economic growth Finance Finance: General Financial risk management General Financial Markets: Government Policy and Regulation Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Mortgages Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Systemic risk |
| ISBN |
9786612842276
9781462341658 1462341659 9781452727882 1452727880 9781282842274 1282842277 9781451871517 1451871511 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Distress Dependence among Banks and Stability of the Banking System; Figures; 1. The Probability of Distress; III. Banking System Multivariate Density; A. The CIMDO Approach: Modeling the Banking System Multivariate Density; 2. The Banking System's Multivariate Density; B. The CIMDO-copula: Distress Dependence among Banks in the System; Box; 1. Drawbacks to the Characterization of Distress Dependence of Financial Returns with Correlations; IV. Banking Stability Measures; A. Common Distress in the Banks of the System; B. Distress Between Specific Banks
C. Distress in the System Associated with a Specific BankTables; 1. Distress Dependence Matrix; V. Banking Stability Measures: Empirical Results; 3. Probability That At Least One Bank Becomes Distressed; A. Estimation of Probabilities of Distress of Individual Banks; B. Examination of Relative Changes of Stability over Time; 4. Joint Probability of Distress; 5. Banking Stability Index; 6. Daily Percentage Increase: Joint and Average Probability of Distress; 7. PAO: Lehman; C. Analysis of Cross-Region Effects Between Different Banking Groups D. Analysis of Foreign Banks' Risks to Sovereigns with Banking Systems with Cross-Border Institutions2. Distress Dependence Matrix: American and European Banks; 8. Foreign-Bank and Sovereign Risks; 3. Distress Dependence Matrix: Latin America. Sovereigns and Banks; 4. Distress Dependence Matrix: Eastern Europe. Sovereigns and Banks; 5. Distress Dependence Matrix: Asia. Sovereigns and Banks; VI. Conclusions; Appendixes; I. Copula Functions; II. CIMDO-copula; III. CIMDO-density and CIMDO-copula Evaluation Framework; IV. Estimation of Probabilities of Distress of Individual Banks; References |
| Record Nr. | UNINA-9910970193203321 |
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Goodhart C
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Brazil : : 2016 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Brazil
| Brazil : : 2016 Article IV Consultation-Press Release; Staff Report; and Statement by the Executive Director for Brazil |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (96 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Banks and Banking
Exports and Imports Foreign Exchange Macroeconomics Public Finance Inflation Debt Debt Management Sovereign Debt Fiscal Policy Banks Depository Institutions Micro Finance Institutions Mortgages National Government Expenditures and Related Policies: General International Lending and Debt Problems Price Level Deflation Public finance & taxation Banking International economics Currency Foreign exchange Economic growth Public debt Fiscal stance Expenditure External debt Fiscal policy Prices Debts, Public Banks and banking Expenditures, Public Debts, External |
| ISBN |
9781475553307
1475553307 9781475553321 1475553323 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155012503321 |
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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China's Challenges in Moving Towards a High-Income Economy
| China's Challenges in Moving Towards a High-Income Economy |
| Autore | Song Ligang |
| Pubbl/distr/stampa | Canberra, : ANU Press, 2021 |
| Descrizione fisica | 1 online resource (248 pages) |
| Altri autori (Persone) | ZhouYixiao |
| Collana | China Update |
| Soggetto topico |
Economics
Economic growth International economics Development economics & emerging economies Environmental economics Political economy Health economics |
| Soggetto non controllato |
China
Business economics Chinese Economy High-Income |
| ISBN | 1-76046-453-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Challenges and roadmaps for moving towards a high-income economy / Ligang Song and Yixiao Zhou -- 2. Tackling social challenges to avoid the middle-income trap / Cai Fang and Jia Peng -- 3. China's agricultural trade: A global comparative advantage perspective / Rao Sihang, Liu Xingshuo and Sheng Yu -- 4. China's urbanisation in the new technological revolution / Wang Wei, Deng Yusong, Shao Ting, Wang Ruimin, Niu Sanyuan and Liu Xin -- 5. Revenue-neutral tax reform in China / Yanchao Xu and Shawn Xiaoguang Chen -- 6. Innovation and its growth effects in China / Sizhong Sun -- 7. Conditions in China's corporate sector / Joel Bowman -- 8. The transformation and upgrading of processing trade and its impact on firms' productivity / Kunwang Li and Haoran Hu -- 9. The renminbi's status as a safe-haven currency / Liqing Zhang, Libo Yin and You Wu. |
| Record Nr. | UNINA-9910500589703321 |
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Song Ligang
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| Canberra, : ANU Press, 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
