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Commodity Price Volatility, Cyclical Fluctuations, and Convergence : : What is Ahead for Inflation in Emerging Europe? / / Edda Zoli
| Commodity Price Volatility, Cyclical Fluctuations, and Convergence : : What is Ahead for Inflation in Emerging Europe? / / Edda Zoli |
| Autore | Zoli Edda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (21 p.) |
| Disciplina | 338.278 |
| Collana | IMF Working Papers |
| Soggetto topico |
Primary commodities - Prices - Europe
Inflation (Finance) - Europe Inflation Macroeconomics 'Panel Data Models Spatio-temporal Models' Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Price Level Deflation Agriculture: Aggregate Supply and Demand Analysis Prices Energy: Demand and Supply Commodity Markets Food prices Commodity price shocks Fuel prices Oil prices |
| ISBN |
1-4623-8100-6
1-4527-4906-X 9786612842634 1-282-84263-3 1-4518-7189-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; Figures; 1. Headline Inflation; II. VAR analysis; 2. Variance Decomposition of Headline Inflation; Tables; 1: Response of Domestic Energy Inflation to International Oil Price Inflation Shocks; 2. Response of Domestic Food Inflation to International Food Price Inflation Shocks; III. Panel Estimation; 3. Response of Core Inflation to Shocks to Domestic Food and Energy Price Inflation; 4. Panel Regression Results; IV. Conclusion: What is Ahead for Inflation in Emerging Europe?; Appendixes; 1. Variable Definition and Data Sources; 2. Other Panel Results; References |
| Record Nr. | UNINA-9910788340103321 |
Zoli Edda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye
| Determinants of Deflation in Hong Kong SAR / / Papa N'Diaye |
| Autore | N'Diaye Papa |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2003 |
| Descrizione fisica | 1 online resource (28 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Deflation (Finance) - China - Hong Kong - Econometric models
Business cycles Macroeconomics Money and Monetary Policy Production and Operations Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Money Supply Credit Money Multipliers Monetary Policy Central Banks and Their Policies Price Level Inflation Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Production Monetary economics Monetary base Productivity Consumer price indexes Asset prices Money Prices Production Money supply Industrial productivity Price indexes |
| ISBN |
1-4623-2341-3
1-4527-0966-1 1-283-56982-5 1-4519-2051-2 9786613882271 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. OVERVIEW""; ""II. THE FRAMEWORK""; ""III. RESULTS""; ""IV. INTERPRETING THE RESULTS""; ""V. CONCLUSION""; ""APPENDIX""; ""References"" |
| Record Nr. | UNINA-9910788691703321 |
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N'Diaye Papa
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| Washington, D.C. : , : International Monetary Fund, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Differential Effects of Oil Demand and Supply Shocks on the Global Economy / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi, Maziar Raissi
| The Differential Effects of Oil Demand and Supply Shocks on the Global Economy / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi, Maziar Raissi |
| Autore | Cashin Paul |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi RaissiMaziar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum reserves - Economic aspects
Economics Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Petroleum, oil & gas industries Currency Foreign exchange Oil Oil prices Vector autoregression Oil production Real effective exchange rates Commodities Econometric analysis Production Petroleum industry and trade |
| ISBN |
1-4755-2461-7
1-4755-9607-3 1-283-86688-9 1-4755-4455-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including Major Oil Exporters; Tables; 1. Countries and Regions in the GVAR Model with Major Oil Exporters; A. Variables; Domestic Variables; Foreign Variables; Global Variables; 2. Oil Consumption by Oil Importers, averages over 1979-2010; B. Model Specification; 3. Oil Reserves, Production and Exports of Major Oil Exporters, averages over 2008-2010; C. Country-Specific Estimates and Tests; 4. Variables Specification of the Country-Specific VARX* Models
Lag Order Selection, Cointegrating Relations, and Persistence Profiles5. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r); Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing the Weak Exogeneity Assumption; 6. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; Testing for Structural Breaks; IV. Identification of Oil Shocks 7. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level8. Identification of Structural Shocks; A. Oil-Supply Shocks; 2. Impact of Oil-Supply Shocks on Major Oil Importers; 3. Impact of Oil-Supply Shocks on OPEC Countries; 4. Impact of Oil-Supply Shocks on OECD Oil Exporters; B. Oil-Demand Shocks; 5. Impact of Oil-Demand Shocks on Major Oil Importers; 6. Impact of Oil-Demand Shocks on OPEC Countries; 7. Impact of Oil-Demand Shocks on OECD Oil Exporters; V. Concluding Remarks; References; Data Appendix 9. Fixed Trade Weights based on the years 2006-2008 |
| Record Nr. | UNINA-9910779331403321 |
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Cashin Paul
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants / / Ivohasina Razafimahefa
| Exchange Rate Pass-Through in Sub-Saharan African Economies and its Determinants / / Ivohasina Razafimahefa |
| Autore | Razafimahefa Ivohasina |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (25 p.) |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - Africa, Sub-Saharan
Economic policy Foreign Exchange Inflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Price Level Deflation Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General Currency Foreign exchange Macroeconomics Exchange rate arrangements Exchange rate pass-through Exchange rate adjustments Exchange rates Prices |
| ISBN |
1-4755-8250-1
1-4755-3002-1 1-283-86662-5 1-4755-2674-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature Review; III. Analysis; A. Stylized Facts; B. Zero vs. Complete Pass-Through; C. Estimates of Pass-Through Elasticities; D. Determinants of Pass-Through Elasticities; E. Shift in Pass-Through Elasticities; IV. Conclusions; Tables; 1. Panel Unit Root Test; 2. Panel Cointegration Test; 3. Zero vs. Complete Pass-Through Tests (Panel AR-EC); 4. Appreciation vs. Depreciation Pass-Through; 5. Dynamic Pass-Through Elasticities; 6. Pass-Through Elasticities in Fixed vs. Flexible Regimes; 7. Pass-Through Shift in 1997; Figures
1. NEER Developments in SSA (Quarterly)2. NEER Percentage Changes in SSA (Quarterly); 3. CPI Percentage Changes in SSA (Quarterly); 4. NEER and CPI in Fixed Exchange Rate Regimes; 5. NEER and CPI in Flexible Exchange Rate Regimes; 6. Income and Pass-Through Elasticities; 7. Inflation Environment and Pass-Through Elasticities; 8. Broad Money and Pass-Through Elasticities; 9. Fiscal Balance and Pass-Through Elasticities; 10. CPIA Macro and Pass-Through Elasticities; 11. Macroeconomic and Political Developments in SSA; References |
| Record Nr. | UNINA-9910779329403321 |
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Razafimahefa Ivohasina
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
| FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih |
| Autore | Tsangarides Charalambos |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | AbdihYasser |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - French franc area
Franc, CFA Monetary unions - Africa, French-speaking Econometrics Foreign Exchange Macroeconomics Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Forecasting and Other Model Applications Open Economy Macroeconomics Macroeconomics: Consumption Saving Wealth Currency Foreign exchange Econometrics & economic statistics Real effective exchange rates Real exchange rates Exchange rates Vector autoregression Government consumption Econometric analysis National accounts Consumption Economics |
| ISBN |
1-4623-9318-7
1-4527-7838-8 1-282-44791-2 1-4519-0949-7 9786613821119 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788523603321 |
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Tsangarides Charalambos
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
| Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood |
| Autore | Rose Andrew |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.6322 |
| Altri autori (Persone) | FloodRobert |
| Collana | IMF Working Papers |
| Soggetto topico |
Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models Econometrics Finance: General Investments: Stocks Macroeconomics Information and Market Efficiency Event Studies Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Classification Methods Cluster Analysis Principal Components Factor Models Price Level Inflation Deflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Econometrics & economic statistics Investment & securities Finance Stocks Stock markets Factor models Asset prices Time series analysis Financial institutions Financial markets Econometric analysis Prices Stock exchanges Econometric models |
| ISBN |
1-4623-4387-2
1-4527-2097-5 1-282-05112-1 9786613798572 1-4518-9890-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788521803321 |
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Rose Andrew
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| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Sector Debt Bias / / Oana Luca, Alexander Tieman
| Financial Sector Debt Bias / / Oana Luca, Alexander Tieman |
| Autore | Luca Oana |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (29 pages) |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and Banking
Investments: Energy Investments: Stocks Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Economywide Country Studies: U.S Canada Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Investment & securities Petroleum, oil & gas industries Finance Oil prices Oil Oil production Stocks Long term interest rates Commodities Production Financial institutions Financial services Petroleum industry and trade Interest rates |
| ISBN |
1-4755-5413-3
1-4755-5420-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- I. Introduction -- II. Analyzing the oil market using a multi-country model -- A. The GVAR-Oil model -- B. Effects of a fall in oil prices -- III. Analyzing oil price changes using monthly data -- A. Has the relationship between real oil and equity prices been stable over time? -- B. Are lower oil prices beneficial for the U.S. and the world economy? -- IV. How do global oil supplies respond to lower oil prices? -- V. Concluding Remarks -- References -- Figures -- 1. Nominal and Real (2015 U.S. dollars) WTI Oil Prices -- 2. Effects of Lower Oil Prices on Global Real Equity Prices, Long-Term Interest Rates, and Real GDP -- 3. Effects of Lower Oil Prices on Long-Term Interest Rates in Various Countries -- 4. Effects of Lower Oil Prices on Inflation in Various Countries -- 5. Effects of Lower Oil Prices on Real GDP in Various Countries -- 6. U.S. Oil Production (1000 barrels/day) -- 7. Real Oil Prices and Real US Equity Prices (S& -- P 500), 1946M1-2016M3 -- 8. Rolling Estimates of the Effects of Changes in Oil Prices on Equity Prices -- 9. Real Oil Prices and Real Dividends (S& -- P 500), 1946M1-2016M3 -- 10. Rolling Estimates of the Effects of Changes in Oil Prices on Real Dividends -- 11. Monthly Oil Production for Iran, Iraq, Russia, Saudi Arabia, and the US (1000 barrels/day) -- Tables -- 1. Countries and Regions in the GVAR-Oil Model -- 2. Correlations between Changes in Real Oil Prices, Equity Prices and Dividends -- 3. Estimates of the Long-run Coefficients of Real Oil Prices based on Various ARDL Regressions and Sub-samples, 1970M1-2016M4. |
| Record Nr. | UNINA-9910155013703321 |
| Luca Oana | ||
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
| Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse |
| Autore | Frank Nathaniel |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises
Global Financial Crisis, 2008-2009 Banks and Banking Finance: General Financial Risk Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Financial Markets and the Macroeconomy General Financial Markets: General (includes Measurement and Data) Financial Crises Interest Rates: Determination, Term Structure, and Effects Finance Economic & financial crises & disasters Stock markets Emerging and frontier financial markets Securities markets Yield curve Financial markets Financial services Stock exchanges Financial services industry Capital market Interest rates |
| ISBN |
1-4623-1339-6
1-4527-9951-2 1-282-84319-2 1-4518-7251-8 9786612843198 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References |
| Record Nr. | UNINA-9910788335203321 |
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Frank Nathaniel
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi
| The Global Impact of the Systemic Economies and MENA Business Cycles / / Paul Cashin, Kamiar Mohaddes, Mehdi Raissi |
| Autore | Cashin Paul |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (41 p.) |
| Altri autori (Persone) |
MohaddesKamiar
RaissiMehdi |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - China - Econometric models
Business cycles - United Stated - Econometric models Business cycles - Middle East - Econometric models Business cycles - Africa, North - Econometric models Investments: Energy Econometrics Foreign Exchange Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Economywide Country Studies: Asia including Middle East Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Investment & securities Econometrics & economic statistics Currency Foreign exchange Petroleum, oil & gas industries Oil Oil prices Vector autoregression Real effective exchange rates Oil production Commodities Econometric analysis Production Petroleum industry and trade |
| ISBN |
1-4755-3230-X
1-4755-9666-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Global VAR (GVAR) Methodology; III. A Global VAR Model Including the MENA Region; Tables; 1. Countries and Regions in the GVAR Model Including MENA; A. Variables; Domestic Variables; Foreign Variables; Global Variables; B. MENA Trade Weights; 2. MENA Trade Weights; C. Model Specification; 3. Variables Specification of the Country-Specific VARX* Models; D. Country-Specific Estimates and Tests; Lag Order Selection, Cointegrating Relations, and Persistence Profiles
4. Lag Orders of the Country-Specific VARX*(s,s*) Models Together with the Number of Cointegrating Relations (r)Testing the Weak Exogeneity Assumption; Figures; 1. Persistence Profiles of the Effect of a System-wide Shock to the Cointegrating Relations; Testing for Structural Breaks; 5. F-Statistics for Testing the Weak Exogeneity of the Country-Specific Foreign Variables, Oil Prices, and Oil Production; 6. Number of Rejections of the Null of Parameter Constancy per Variable Across the Country-specific Models at the 5 Percent Significance Level; IV. Inward Spillovers; A. Shock to U.S. GDP 2. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the United States (Relative to the U.S.)3. Four Quarters Cumulated Impulse Responses of Oil Prices and Supply; B. Shock to Euro Area GDP; 4. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in the Euro Area (Relative to the Euro Area); 5. Impulse Responses of a Negative Unit Shock to Euro Area Output; C. Shock to Chinese GDP; 6. Four Quarters Cumulated Impulse Responses of Output to a Negative GDP Shock in China (Relative to China); V. Outward Spillovers 7. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the GCC Region (Relative to the GCC)8. Four Quarters Cumulated Impulse Responses of Output to a Positive GDP Shock in the MENA Oil Exporters (Relative to the MENAEX); VI. Concluding Remarks; References; Data Appendix; 7. Trade Weights, Averages over 2006-2008; 8. Trade Weights, Averages over 1986-1988 |
| Record Nr. | UNINA-9910779643103321 |
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Cashin Paul
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
| Investigating Inflation Dynamics in Sudan / / Kenji Moriyama |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.41 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation (Finance) - Sudan - Econometric models
Monetary policy - Sudan - Econometric models Econometrics Foreign Exchange Inflation Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Deflation Multiple or Simultaneous Equation Models Multiple Variables: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Monetary economics Macroeconomics Currency Foreign exchange Econometrics & economic statistics Monetary base Exchange rates Vector error correction models Structural vector autoregression Money supply Prices Econometric models |
| ISBN |
1-4623-7799-8
1-4527-0872-X 9786612841408 1-4518-7047-7 1-282-84140-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Background; III. Model; IV. Data Issues and Results; A. Single-Equation Model; B. Structural Vector Auto Regression Model (SVAR); C. Vector Error Correction Model (VECM); V. Policy Implications and Conclusions; Appendixes; I. Data Issues; II. Structural Model Assumptions; Tables; 1. Unit Root Tests; 2. Estimated Regressions; 3. Elasticities of Inflation to Money Supply and Nominal Exchange Rate; 4. Schwartz Information Criterion (SIC) and Akaike Information Criterion (AIC); 5. Johansen Co-Integration Tests; References |
| Record Nr. | UNINA-9910788232303321 |
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Moriyama Kenji
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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