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Golden growth [[electronic resource] ] : restoring the lustre of the European economic model / / Indermit S. Gill, Martin Raiser ; together with Andrea Mario Dall'olio ... [et al.]
| Golden growth [[electronic resource] ] : restoring the lustre of the European economic model / / Indermit S. Gill, Martin Raiser ; together with Andrea Mario Dall'olio ... [et al.] |
| Autore | Gill Indermit Singh <1961-> |
| Pubbl/distr/stampa | Washington, D.C., : World Bank, c2012 |
| Descrizione fisica | 1 online resource (514 p.) |
| Disciplina | 330.94 |
| Altri autori (Persone) |
RaiserMartin
Dall'olioAndrea Mario |
| Collana | Eastern Europe and Central Asia Flagship |
| Soggetto topico | Economic indicators - Europe |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-48665-1
9786613581884 0-8213-8966-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The European growth model -- Spotlight one : Europe--convergence machine -- Trade -- Finance -- Enterprise -- Innovation -- Work -- Government -- Spotlight two : greening Europe's growth. |
| Record Nr. | UNINA-9910461070903321 |
Gill Indermit Singh <1961->
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| Washington, D.C., : World Bank, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Golden growth : : restoring the luster of the European economic model / / Indermit Gill and Martin Raiser ; together with Andrea Mario Dall'olio ... [and others]
| Golden growth : : restoring the luster of the European economic model / / Indermit Gill and Martin Raiser ; together with Andrea Mario Dall'olio ... [and others] |
| Autore | Gill Indermit Singh <1961-> |
| Pubbl/distr/stampa | Washington, DC : , : World Bank, , [2012] |
| Descrizione fisica | pages cm |
| Disciplina | 330.94 |
| Altri autori (Persone) |
RaiserMartin
Dall'olioAndrea Mario |
| Collana | Eastern Europe and Central Asia Flagship |
| Soggetto topico | Economic indicators - Europe |
| ISBN |
1-280-48665-1
9786613581884 0-8213-8966-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The European growth model -- Spotlight one : Europe--convergence machine -- Trade -- Finance -- Enterprise -- Innovation -- Work -- Government -- Spotlight two : greening Europe's growth. |
| Record Nr. | UNINA-9910790112003321 |
|
Gill Indermit Singh <1961->
|
||
| Washington, DC : , : World Bank, , [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Golden growth : : restoring the luster of the European economic model / / Indermit Gill and Martin Raiser ; together with Andrea Mario Dall'olio ... [and others]
| Golden growth : : restoring the luster of the European economic model / / Indermit Gill and Martin Raiser ; together with Andrea Mario Dall'olio ... [and others] |
| Autore | Gill Indermit Singh <1961-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, DC : , : World Bank, , [2012] |
| Descrizione fisica | pages cm |
| Disciplina | 330.94 |
| Altri autori (Persone) |
RaiserMartin
Dall'olioAndrea Mario |
| Collana | Eastern Europe and Central Asia Flagship |
| Soggetto topico | Economic indicators - Europe |
| ISBN |
9786613581884
9781280486654 1280486651 9780821389669 0821389661 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The European growth model -- Spotlight one : Europe--convergence machine -- Trade -- Finance -- Enterprise -- Innovation -- Work -- Government -- Spotlight two : greening Europe's growth. |
| Record Nr. | UNINA-9910959856103321 |
|
Gill Indermit Singh <1961->
|
||
| Washington, DC : , : World Bank, , [2012] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Observations et diagnostics économiques Lettre de l'OFCE
| Observations et diagnostics économiques Lettre de l'OFCE |
| Pubbl/distr/stampa | Paris, : Observatoire français des conjonctures économiques |
| Descrizione fisica | 1 online resource |
| Soggetto topico | Economic indicators - Europe |
| ISSN | 3038-9860 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | fre |
| Altri titoli varianti | Lettre de l'OFCE |
| Record Nr. | UNINA-9910895992603321 |
| Paris, : Observatoire français des conjonctures économiques | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The role of financial variables in predicting economic activity in the Euro area [[electronic resource] /] / prepared by Raphael Espinoza, Fabio Fornari and Marco Lombardi
| The role of financial variables in predicting economic activity in the Euro area [[electronic resource] /] / prepared by Raphael Espinoza, Fabio Fornari and Marco Lombardi |
| Autore | Espinoza Raphael A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) |
FornariFabio
LombardiMarco J. <1976-> |
| Collana | IMF working paper |
| Soggetto topico |
Business cycles - Europe
Business cycles - United States Economic indicators - Europe Economic indicators - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2750-8
1-282-84441-5 9786612844416 1-4518-7388-3 1-4527-8840-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The VAR models; A. Data; 1. Rates of Growth of Real GDP in the Three Economic Areas (quarter-on-quarter); B. Specifications; III. Characterizing the Models; A. IRFs and Pre-1985 and Post-1985 Evidence; 2. Impulse Response Functions from a Trivariate VAR; 3. Impulse Response Function from a 9-Variable VAR; 4. Impulse Response Function to GDP Shocks Across Sub-Samples; 5. Impulse Response Functions Across Sub-Samples; B. Linkages and the Role of Financial Shocks; 6. Forecast Error Variance Decomposition for the Euro Area GDP
1. Variance Decomposition of the GDP in the Three Areas2. R2 of a Regression of Δlog GDP on its Counterfactual; 7. Historical Decomposition; IV. Out-of-Sample Evidence; A. 'Unconditional' Forecast Evaluation; 3. Unconditional Out-of-Sample RMSE; B. Conditional Forecast Evaluation; 4. Out-of-Sample RMSE; 5. Out-of-Sample RMSE; C. Additional Explanatory Factors; 6. Conditional Choice Between Models at Selected Horizons; V. Conditional Evaluation; A. Rolling RMSEs; 8. RMSE from Competing Classes of Models; 9. RMSE from Competing Classes of Models (ctd.); B. Conditional Predictive Ability Test 10. GW Test for Conditional Predictive - Random Walk Model11. GW Test for Conditional Predictive Ability - 2 GDP VAR; 12. GW Test for Conditional Predictive Ability - 3 GDP VAR; VI. Conclusions; References; Footnotes |
| Record Nr. | UNINA-9910463687903321 |
|
Espinoza Raphael A
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| [Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Role of Financial Variables in Predicting Economic Activity in the Euro Area / / Marco Lombardi, Raphael Espinoza, Fabio Fornari
| The Role of Financial Variables in Predicting Economic Activity in the Euro Area / / Marco Lombardi, Raphael Espinoza, Fabio Fornari |
| Autore | Lombardi Marco |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) |
EspinozaRaphael
FornariFabio |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Europe
Business cycles - United States Economic indicators - Europe Economic indicators - United States Banks and Banking Econometrics Finance: General Statistics Industries: Financial Services Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Data Collection and Data Estimation Methodology Computer Programs: Other Banks Depository Institutions Micro Finance Institutions Mortgages Finance Econometrics & economic statistics Vector autoregression Stock markets Yield curve Financial statistics Loans Stock exchanges Interest rates |
| ISBN |
1-4623-2750-8
1-282-84441-5 9786612844416 1-4518-7388-3 1-4527-8840-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The VAR models; A. Data; 1. Rates of Growth of Real GDP in the Three Economic Areas (quarter-on-quarter); B. Specifications; III. Characterizing the Models; A. IRFs and Pre-1985 and Post-1985 Evidence; 2. Impulse Response Functions from a Trivariate VAR; 3. Impulse Response Function from a 9-Variable VAR; 4. Impulse Response Function to GDP Shocks Across Sub-Samples; 5. Impulse Response Functions Across Sub-Samples; B. Linkages and the Role of Financial Shocks; 6. Forecast Error Variance Decomposition for the Euro Area GDP
1. Variance Decomposition of the GDP in the Three Areas2. R2 of a Regression of Δlog GDP on its Counterfactual; 7. Historical Decomposition; IV. Out-of-Sample Evidence; A. 'Unconditional' Forecast Evaluation; 3. Unconditional Out-of-Sample RMSE; B. Conditional Forecast Evaluation; 4. Out-of-Sample RMSE; 5. Out-of-Sample RMSE; C. Additional Explanatory Factors; 6. Conditional Choice Between Models at Selected Horizons; V. Conditional Evaluation; A. Rolling RMSEs; 8. RMSE from Competing Classes of Models; 9. RMSE from Competing Classes of Models (ctd.); B. Conditional Predictive Ability Test 10. GW Test for Conditional Predictive - Random Walk Model11. GW Test for Conditional Predictive Ability - 2 GDP VAR; 12. GW Test for Conditional Predictive Ability - 3 GDP VAR; VI. Conclusions; References; Footnotes |
| Record Nr. | UNINA-9910788224903321 |
|
Lombardi Marco
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Role of Financial Variables in Predicting Economic Activity in the Euro Area / / Marco Lombardi, Raphael Espinoza, Fabio Fornari
| The Role of Financial Variables in Predicting Economic Activity in the Euro Area / / Marco Lombardi, Raphael Espinoza, Fabio Fornari |
| Autore | Lombardi Marco |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina | 338.5443094 |
| Altri autori (Persone) |
EspinozaRaphael
FornariFabio |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Europe
Business cycles - United States Economic indicators - Europe Economic indicators - United States Banks and Banking Banks Computer Programs: Other Data Collection and Data Estimation Methodology Depository Institutions Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometrics & economic statistics Econometrics Finance Finance: General Financial statistics General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Interest rates Interest Rates: Determination, Term Structure, and Effects Loans Micro Finance Institutions Mortgages Statistics Stock exchanges Stock markets Time-Series Models Vector autoregression Yield curve |
| ISBN |
9786612844416
9781462327508 1462327508 9781282844414 1282844415 9781451873887 1451873883 9781452788401 1452788405 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The VAR models; A. Data; 1. Rates of Growth of Real GDP in the Three Economic Areas (quarter-on-quarter); B. Specifications; III. Characterizing the Models; A. IRFs and Pre-1985 and Post-1985 Evidence; 2. Impulse Response Functions from a Trivariate VAR; 3. Impulse Response Function from a 9-Variable VAR; 4. Impulse Response Function to GDP Shocks Across Sub-Samples; 5. Impulse Response Functions Across Sub-Samples; B. Linkages and the Role of Financial Shocks; 6. Forecast Error Variance Decomposition for the Euro Area GDP
1. Variance Decomposition of the GDP in the Three Areas2. R2 of a Regression of Δlog GDP on its Counterfactual; 7. Historical Decomposition; IV. Out-of-Sample Evidence; A. 'Unconditional' Forecast Evaluation; 3. Unconditional Out-of-Sample RMSE; B. Conditional Forecast Evaluation; 4. Out-of-Sample RMSE; 5. Out-of-Sample RMSE; C. Additional Explanatory Factors; 6. Conditional Choice Between Models at Selected Horizons; V. Conditional Evaluation; A. Rolling RMSEs; 8. RMSE from Competing Classes of Models; 9. RMSE from Competing Classes of Models (ctd.); B. Conditional Predictive Ability Test 10. GW Test for Conditional Predictive - Random Walk Model11. GW Test for Conditional Predictive Ability - 2 GDP VAR; 12. GW Test for Conditional Predictive Ability - 3 GDP VAR; VI. Conclusions; References; Footnotes |
| Record Nr. | UNINA-9910957531803321 |
|
Lombardi Marco
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
