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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  
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
N'Diaye Papa  
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
Cashin Paul  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Razafimahefa Ivohasina  
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
Tsangarides Charalambos  
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
Rose Andrew  
Washington, D.C. : , : International Monetary Fund, , 2004
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Cashin Paul  
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
Moriyama Kenji  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
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