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An Assessment of External Price Competitiveness for Mozambique / / Francis Vitek
| An Assessment of External Price Competitiveness for Mozambique / / Francis Vitek |
| Autore | Vitek Francis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 20 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Competition - Mozambique
Prices - Mozambique Exports and Imports Foreign Exchange Globalization Current Account Adjustment Short-term Capital Movements Globalization: General Currency Foreign exchange International economics Real effective exchange rates Current account balance Nominal effective exchange rate Real exchange rates Global competitiveness Balance of payments |
| ISBN |
1-4623-0027-8
1-4527-5813-1 1-4518-7312-3 1-282-84378-8 9786612843785 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788229903321 |
Vitek Francis
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An Assessment of External Price Competitiveness for Mozambique / / Francis Vitek
| An Assessment of External Price Competitiveness for Mozambique / / Francis Vitek |
| Autore | Vitek Francis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 20 p. : ill |
| Disciplina | 330.9679 |
| Collana | IMF Working Papers |
| Soggetto topico |
Competition - Mozambique
Prices - Mozambique Balance of payments Currency Current Account Adjustment Current account balance Exports and Imports Foreign Exchange Foreign exchange Global competitiveness Globalization Globalization: General International economics Nominal effective exchange rate Real effective exchange rates Real exchange rates Short-term Capital Movements |
| ISBN |
1-4623-0027-8
1-4527-5813-1 1-4518-7312-3 1-282-84378-8 9786612843785 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Indicators of External Price Competitiveness -- III. Exchange Rate Assessment -- A. The Macroeconomic Balance Approach -- B. The Equilibrium Real Exchange Rate Approach -- C. The External Sustainability Approach -- D. Summary of Exchange Rate Assessment Results -- IV. Policy Recommendations -- Tables -- 1. Estimation Results for the Macroeconomic Balance Approach -- 2. Estimation Results for the Equilibrium Real Exchange Rate Approach -- 3. Estimation Results for the External Sustainability Approach -- 4. Summary of Exchange Rate Assessment Results -- Figures -- 1. Real Effective Exchange Rate versus Nominal Effective Exchange Rate -- 2. Nominal Effective Exchange Rate versus Nominal Bilateral Exchange Rates -- 3. Real Effective Exchange Rate versus Real Bilateral Exchange Rates -- 4. Real Effective Exchange Rate versus Terms of Trade -- 5. Real Effective Exchange Rate versus Trade and Current Account Balances -- 6. Real Effective Exchange Rate versus Estimated Long Run Equilibrium Value -- 7. Current Account Balance versus Estimated Medium Run Equilibrium Value -- 8. Real Effective Exchange Rate versus Estimated Medium Run Equilibrium Value -- 9. Net Foreign Asset Position versus Estimated Medium Run Equilibrium Value -- Appendix -- References. |
| Record Nr. | UNINA-9910817191303321 |
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Vitek Francis
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| 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 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 |
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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 |
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 |
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Alhassan 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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Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas
| Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas |
| Autore | Thomas Alun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - aAfrica, Sub-Saharan
Interest rates - aAfrica, Sub-Saharan Exports and Imports Foreign Exchange Investments: General General Financial Markets: General (includes Measurement and Data) Current Account Adjustment Short-term Capital Movements Currency Foreign exchange Investment & securities International economics Exchange rates Nominal effective exchange rate Treasury bills and bonds Capital account Exchange rate adjustments Financial institutions Balance of payments Government securities |
| ISBN |
1-4755-1693-2
1-4755-5826-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Empirical Model and Data Description; A. Model; B. Data Description; Tables; 1. Measures of Capital Account Openness; III. Regression Analysis; A. Stationarity Tests; Figures; 1. Interest Rates (in percent) and the Nominal Exchange Rate (2007=100); 2. Augmented Dickey-Fuller Test Statistics; 3. South Africa: Johansen Cointegration Trace Test Statistics and Cointegrating Vector; 4. Pedroni Residual Test Statistics for Panel Data Estimation; Regression Analysis; 5. Determinants of the Change in the Bilateral Exchange Rate Against U.S. dollar
6. Determinants of the Change in the Nominal Effective Exchange Rate IV. Robustness and Diagnostic Checks; A. Robustness; 7. Determinants of Bilateral U.S. Dollar Exchange Rate Change-Robustness Checks; B. Diagnostic Checks; 8. Out of sample Forecasts: One Month Ahead; V. Conclusion; References |
| Record Nr. | UNINA-9910786480203321 |
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Thomas Alun
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas
| Exchange Rate and Foreign Interest Rate Linkages for Sub-Saharan Africa Floaters / / Alun Thomas |
| Autore | Thomas Alun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 332.152 |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - aAfrica, Sub-Saharan
Interest rates - aAfrica, Sub-Saharan Balance of payments Capital account Currency Current Account Adjustment Exchange rate adjustments Exchange rates Exports and Imports Financial institutions Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Government securities International economics Investment & securities Investments: General Nominal effective exchange rate Short-term Capital Movements Treasury bills and bonds |
| ISBN |
1-4755-1693-2
1-4755-5826-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Empirical Model and Data Description; A. Model; B. Data Description; Tables; 1. Measures of Capital Account Openness; III. Regression Analysis; A. Stationarity Tests; Figures; 1. Interest Rates (in percent) and the Nominal Exchange Rate (2007=100); 2. Augmented Dickey-Fuller Test Statistics; 3. South Africa: Johansen Cointegration Trace Test Statistics and Cointegrating Vector; 4. Pedroni Residual Test Statistics for Panel Data Estimation; Regression Analysis; 5. Determinants of the Change in the Bilateral Exchange Rate Against U.S. dollar
6. Determinants of the Change in the Nominal Effective Exchange Rate IV. Robustness and Diagnostic Checks; A. Robustness; 7. Determinants of Bilateral U.S. Dollar Exchange Rate Change-Robustness Checks; B. Diagnostic Checks; 8. Out of sample Forecasts: One Month Ahead; V. Conclusion; References |
| Record Nr. | UNINA-9910808179603321 |
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Thomas Alun
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forces Driving Inflation in the New EU10 Members / / Emil Stavrev
| Forces Driving Inflation in the New EU10 Members / / Emil Stavrev |
| Autore | Stavrev Emil |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (18 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Europe, Eastern
Fiscal policy - Europe, Eastern Banks and Banking Foreign Exchange Inflation Macroeconomics Estimation Multiple or Simultaneous Equation Models: Models with Panel Data Price Level Deflation Economic Integration Energy: Demand and Supply Prices Interest Rates: Determination, Term Structure, and Effects Currency Foreign exchange Finance Nominal effective exchange rate Energy prices Exchange rate arrangements Real interest rates Financial services Interest rates |
| ISBN |
1-4623-9815-4
1-4527-8841-3 1-4518-7199-6 9786612842733 1-282-84273-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Inflation Dynamics in MNS: Background; Tables; 1. NMS and Euro Area: Energy and Food Intensity; Figures; 1. Euro Area: Contribution of Energy and Food to Headline Inflation; 2. NMS: Contribution of Energy and Food to Headline Inflation; IV. Methods and Data; A. Generalized Dynamic Factor Model; 3. NMS: Price level, Inflation, and Exchange Rate Regime; B. Modeling Common and Country-specific Components; C. Data Description; V. Discussion of the Results; A. GDFM Results; 4. Cumulative Share of Data Variance Explained by Common Factors
5. NMS: Headline and One Common Factor InflationB. Determinants of Common and Country-specific Inflation; 2. NMS: Determinants of Common Component; VI. Concluding Remarks; 3. NMS: Determinants of Country-specific Component; References |
| Record Nr. | UNINA-9910788339603321 |
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Stavrev Emil
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forces Driving Inflation in the New EU10 Members / / Emil Stavrev
| Forces Driving Inflation in the New EU10 Members / / Emil Stavrev |
| Autore | Stavrev Emil |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (18 p.) |
| Disciplina | 338.495319 |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Europe, Eastern
Fiscal policy - Europe, Eastern Banks and Banking Currency Deflation Economic Integration Energy prices Energy: Demand and Supply Estimation Exchange rate arrangements Finance Financial services Foreign Exchange Foreign exchange Inflation Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Multiple or Simultaneous Equation Models: Models with Panel Data Nominal effective exchange rate Price Level Prices Real interest rates |
| ISBN |
1-4623-9815-4
1-4527-8841-3 1-4518-7199-6 9786612842733 1-282-84273-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Inflation Dynamics in MNS: Background; Tables; 1. NMS and Euro Area: Energy and Food Intensity; Figures; 1. Euro Area: Contribution of Energy and Food to Headline Inflation; 2. NMS: Contribution of Energy and Food to Headline Inflation; IV. Methods and Data; A. Generalized Dynamic Factor Model; 3. NMS: Price level, Inflation, and Exchange Rate Regime; B. Modeling Common and Country-specific Components; C. Data Description; V. Discussion of the Results; A. GDFM Results; 4. Cumulative Share of Data Variance Explained by Common Factors
5. NMS: Headline and One Common Factor InflationB. Determinants of Common and Country-specific Inflation; 2. NMS: Determinants of Common Component; VI. Concluding Remarks; 3. NMS: Determinants of Country-specific Component; References |
| Record Nr. | UNINA-9910827087003321 |
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Stavrev Emil
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia
| Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia |
| Autore | Gottschalk Jan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | BhundiaAshok |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - South Africa
Monetary policy - South Africa Monetary policy - United States Interest rates - South Africa Foreign Exchange Investments: General Open Economy Macroeconomics Investment Capital Intangible Capital Capacity Currency Foreign exchange Macroeconomics Depreciation Real exchange rates Exchange rates Nominal effective exchange rate Exchange rate adjustments National accounts Saving and investment |
| ISBN |
1-4623-2947-0
1-4527-9139-2 1-283-56552-8 9786613877970 1-4519-2053-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MYBURGH COMMISSION REPORT""; ""III. FRAMEWORK""; ""IV. IMPULSE RESPONSE ANALYSIS""; ""V. SOURCES OF THE DEPRECIATION OF THE RAND IN 2001""; ""VI. IDENTIFYING THE NOMINAL DISTURBANCES CAUSING THE DEPRECIATION""; ""VII. CONCLUSION""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788690703321 |
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Gottschalk Jan
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| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia
| Sources of Nominal Exchange Rate Fluctuations in South Africa / / Jan Gottschalk, Ashok Bhundia |
| Autore | Gottschalk Jan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | BhundiaAshok |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - South Africa
Monetary policy - South Africa Monetary policy - United States Interest rates - South Africa Capacity Capital Currency Depreciation Exchange rate adjustments Exchange rates Foreign Exchange Foreign exchange Intangible Capital Investment Investments: General Macroeconomics National accounts Nominal effective exchange rate Open Economy Macroeconomics Real exchange rates Saving and investment |
| ISBN |
1-4623-2947-0
1-4527-9139-2 1-283-56552-8 9786613877970 1-4519-2053-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MYBURGH COMMISSION REPORT""; ""III. FRAMEWORK""; ""IV. IMPULSE RESPONSE ANALYSIS""; ""V. SOURCES OF THE DEPRECIATION OF THE RAND IN 2001""; ""VI. IDENTIFYING THE NOMINAL DISTURBANCES CAUSING THE DEPRECIATION""; ""VII. CONCLUSION""; ""APPENDIX""; ""REFERENCES"" |
| Record Nr. | UNINA-9910815599903321 |
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Gottschalk Jan
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| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Currency (12)
- Foreign Exchange (12)
- Foreign exchange (12)
-
Nominal effective exchange rate
(12)
- Macroeconomics (6)