top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
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
Opac: Controlla la disponibilità qui
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
Investigating Inflation Dynamics in Sudan / / Kenji Moriyama
Autore Moriyama Kenji
Edizione [1st ed.]
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
Currency
Deflation
Diffusion Processes
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Econometric models
Econometrics & economic statistics
Econometrics
Exchange rates
Foreign Exchange
Foreign exchange
Inflation
Macroeconomics
Monetary base
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money and Monetary Policy
Money supply
Multiple or Simultaneous Equation Models
Multiple Variables: General
Price Level
Prices
State Space Models
Structural vector autoregression
Time-Series Models
Vector error correction models
ISBN 9786612841408
9781462377992
1462377998
9781452708720
145270872X
9781451870473
1451870477
9781282841406
1282841408
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-9910957405503321
Moriyama Kenji  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
Autore Cevik Serhan
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (36 p.)
Altri autori (Persone) TeksozKaterina
Collana IMF Working Papers
IMF working paper
Soggetto topico Transmission mechanism (Monetary policy)
Econometrics
Foreign Exchange
Money and Monetary Policy
Model Construction and Estimation
Price Level
Inflation
Deflation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money Supply
Credit
Money Multipliers
Monetary Policy
Economywide Country Studies: Asia including Middle East
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Currency
Foreign exchange
Monetary economics
Econometrics & economic statistics
Exchange rates
Bank credit
Exchange rate arrangements
Structural vector autoregression
Monetary transmission mechanism
Money
Econometric analysis
Monetary policy
ISBN 1-4755-4120-1
1-4755-2218-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. An Overview of The Channels of Monetary Policy Transmission; III. A Brief Overview of Economic Developments; Figures; 1. GCC: Real Non-hydrocarbon GDP Growth and Inflation, 1991-2010; 2. GCC and U.S. Nominal Short-Term Interest Rates, 2004-2010; IV. Empirical Methodology; A. The Benchmark SVAR Specification; B. Data Overview; Tables; 1. Unit Root Tests Results for GCC Countries; V. Estimation Results; 2. Specification tests of the GCC SVAR; VI. Analyzing the Robustness of the Results; 3. Estimated Contemporaneous SVAR Coefficients, 1900-2010
4. GCC: Variance Decomposition (Percent of Total Variance)VII. Conclusion; Appendix Figures; 1. GCC: Impulse Responses with Bootstrapped Confidence Intervals; 2. Bahrain: Impulse Responses with Bootstrapped Confidence Intervals; 3. Kuwait: Impulse Responses with Bootstrapped Confidence Intervals; 4. Oman: Impulse Responses with Bootstrapped Confidence Intervals; 5. Qatar: Impulse Responses with Bootstrapped Confidence Intervals; 6. Saudi Arabia: Impulse Responses with Bootstrapped Confidence Intervals; 7. U.A.E.: Impulse Responses with Bootstrapped Confidence Intervals
8. GCC: Variance Decomposition with Bootstrapped Confidence Intervals9. Bahrain: Variance Decomposition with Bootstrapped Confidence Intervals; 10. Kuwait: Variance Decomposition with Bootstrapped Confidence Intervals; 11. Oman: Variance Decomposition with Bootstrapped Confidence Intervals; 12. Qatar: Variance Decomposition with Bootstrapped Confidence Intervals; 13. Saudi Arabia: Variance Decomposition with Bootstrapped Confidence Intervals; 14. U.A.E.: Variance Decomposition with Bootstrapped Confidence Intervals; References
Record Nr. UNINA-9910786484503321
Cevik Serhan  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries / / Serhan Cevik, Katerina Teksoz
Autore Cevik Serhan
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.152
Altri autori (Persone) TeksozKaterina
Collana IMF Working Papers
IMF working paper
Soggetto topico Transmission mechanism (Monetary policy)
Bank credit
Credit
Currency
Deflation
Diffusion Processes
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Econometric analysis
Econometrics & economic statistics
Econometrics
Economywide Country Studies: Asia including Middle East
Exchange rate arrangements
Exchange rates
Foreign Exchange
Foreign exchange
Inflation
Model Construction and Estimation
Monetary economics
Monetary Policy
Monetary policy
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Monetary transmission mechanism
Money and Monetary Policy
Money Multipliers
Money Supply
Money
Price Level
State Space Models
Structural vector autoregression
Time-Series Models
ISBN 9781475541205
1475541201
9781475522181
1475522185
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; II. An Overview of The Channels of Monetary Policy Transmission; III. A Brief Overview of Economic Developments; Figures; 1. GCC: Real Non-hydrocarbon GDP Growth and Inflation, 1991-2010; 2. GCC and U.S. Nominal Short-Term Interest Rates, 2004-2010; IV. Empirical Methodology; A. The Benchmark SVAR Specification; B. Data Overview; Tables; 1. Unit Root Tests Results for GCC Countries; V. Estimation Results; 2. Specification tests of the GCC SVAR; VI. Analyzing the Robustness of the Results; 3. Estimated Contemporaneous SVAR Coefficients, 1900-2010
4. GCC: Variance Decomposition (Percent of Total Variance)VII. Conclusion; Appendix Figures; 1. GCC: Impulse Responses with Bootstrapped Confidence Intervals; 2. Bahrain: Impulse Responses with Bootstrapped Confidence Intervals; 3. Kuwait: Impulse Responses with Bootstrapped Confidence Intervals; 4. Oman: Impulse Responses with Bootstrapped Confidence Intervals; 5. Qatar: Impulse Responses with Bootstrapped Confidence Intervals; 6. Saudi Arabia: Impulse Responses with Bootstrapped Confidence Intervals; 7. U.A.E.: Impulse Responses with Bootstrapped Confidence Intervals
8. GCC: Variance Decomposition with Bootstrapped Confidence Intervals9. Bahrain: Variance Decomposition with Bootstrapped Confidence Intervals; 10. Kuwait: Variance Decomposition with Bootstrapped Confidence Intervals; 11. Oman: Variance Decomposition with Bootstrapped Confidence Intervals; 12. Qatar: Variance Decomposition with Bootstrapped Confidence Intervals; 13. Saudi Arabia: Variance Decomposition with Bootstrapped Confidence Intervals; 14. U.A.E.: Variance Decomposition with Bootstrapped Confidence Intervals; References
Record Nr. UNINA-9910960604503321
Cevik Serhan  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
Autore Eskesen Leif
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (18 p.)
Collana IMF Working Papers
Soggetto topico Fiscal policy - Singapore
Economic policy
Econometrics
Macroeconomics
Public Finance
Fiscal Policy
Fiscal Policies and Behavior of Economic Agents: General
National Government Expenditures and Related Policies: General
Taxation, Subsidies, and Revenue: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Public finance & taxation
Econometrics & economic statistics
Fiscal policy
Expenditure
Fiscal stimulus
Revenue administration
Structural vector autoregression
Econometric analysis
Expenditures, Public
Revenue
ISBN 1-4623-0836-8
1-4527-9548-7
9786612842306
1-282-84230-7
1-4518-7155-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Cross-Country Evidence on the Counter-cyclical Role of Fiscal Policy; Figures; 1. Fiscal Multipliers from SVAR and Macroeconometric Models- Cross-Country Evidence; III. The Counter-cyclical Role of Fiscal Policy in Singapore; A. Empirical Approach; B. Empirical Results; 2. Fiscal Multipliers-SVAR Results; 3. Fiscal Multipliers-SVAR Results; IV. The Role for Fiscal Policy in the Current Downturn; V. Concluding Remarks; References
Record Nr. UNINA-9910788348103321
Eskesen Leif  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
The Role for Counter-Cyclical Fiscal Policy in Singapore / / Leif Eskesen
Autore Eskesen Leif
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (18 p.)
Disciplina 339.015195
Collana IMF Working Papers
Soggetto topico Fiscal policy - Singapore
Economic policy
Diffusion Processes
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Econometric analysis
Econometrics & economic statistics
Econometrics
Expenditure
Expenditures, Public
Fiscal Policies and Behavior of Economic Agents: General
Fiscal Policy
Fiscal policy
Fiscal stimulus
Macroeconomics
National Government Expenditures and Related Policies: General
Public finance & taxation
Public Finance
Revenue administration
Revenue
State Space Models
Structural vector autoregression
Taxation, Subsidies, and Revenue: General
Time-Series Models
ISBN 9786612842306
9781462308361
1462308368
9781452795485
1452795487
9781282842304
1282842307
9781451871555
1451871554
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Cross-Country Evidence on the Counter-cyclical Role of Fiscal Policy; Figures; 1. Fiscal Multipliers from SVAR and Macroeconometric Models- Cross-Country Evidence; III. The Counter-cyclical Role of Fiscal Policy in Singapore; A. Empirical Approach; B. Empirical Results; 2. Fiscal Multipliers-SVAR Results; 3. Fiscal Multipliers-SVAR Results; IV. The Role for Fiscal Policy in the Current Downturn; V. Concluding Remarks; References
Record Nr. UNINA-9910961922303321
Eskesen Leif  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei
What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei
Autore Rebei Nooman
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (42 p.)
Collana IMF Working Papers
Soggetto topico Labor supply - Effect of technological innovations on - Mathematical models
Hours of labor - Effect of technological innovations on - Econometric models
Econometrics
Labor
Macroeconomics
Innovation
Research and Development
Technological Change
Intellectual Property Rights: General
Labor Economics: General
Wages, Compensation, and Labor Costs: General
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Price Level
Inflation
Deflation
Labour
income economics
Technology
general issues
Econometrics & economic statistics
Real wages
Structural vector autoregression
Sticky prices
Econometric analysis
Prices
Labor economics
Wages
ISBN 1-4755-2415-3
1-4755-5236-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Stylized facts and the RBC model; A. Stylized facts; Figures; 1. SVAR IRFs following a technology shock; B. The benchmark RBC model; 1. Representative household's and firm's problems; 2. Impulse-response functions; III. Alternative models; A. The sticky price (SP) model; 2. Impulse-response functions: SVAR versus the standard RBC model; B. The entry-exit (EE) model; 3. Impulse-response functions: SVAR versus the SP model; C. The habit in consumption (HC) model; 4. Impulse-response functions: SVAR versus the EE model
5. Impulse-response functions: SVAR versus the HC modelD. The persistent technology shock (PT) model; E. The labor friction (LF) model; 6. Impulse-response functions: SVAR versus the PT model; F. The Leontief production (LP) model; 7. Impulse-response functions: SVAR versus the LF model; IV. Full information estimation and model comparison; 8. Impulse-response functions: SVAR versus the LP model; A. Priors and data; Tables; 1. Prior distributions of parameters; B. Estimation results and model comparison; 2. Parameter Estimation Results; C. Impulse-response functions
9. IRFs of the Alternative Estimated ModelsD. Autocorrelation functions; 10. Autocorrelations of the Alternative Models; 3. Autocorrelation statistics; V. Robustness; 4. Estimation results with sticky wages; 11. Autocorrelations: SP versus HC model; VI. Conclusion; References
Record Nr. UNINA-9910786482103321
Rebei Nooman  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei
What (Really) Accounts for the Fall in Hours After a Technology Shock? / / Nooman Rebei
Autore Rebei Nooman
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (42 p.)
Disciplina 332.152
Collana IMF Working Papers
Soggetto topico Labor supply - Effect of technological innovations on - Mathematical models
Hours of labor - Effect of technological innovations on - Econometric models
Deflation
Diffusion Processes
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Econometric analysis
Econometrics & economic statistics
Econometrics
General issues
Income economics
Inflation
Innovation
Intellectual Property Rights: General
Labor economics
Labor Economics: General
Labor
Labour
Macroeconomics
Price Level
Prices
Real wages
Research and Development
State Space Models
Sticky prices
Structural vector autoregression
Technological Change
Technology
Time-Series Models
Wages
Wages, Compensation, and Labor Costs: General
ISBN 9781475524154
1475524153
9781475552362
147555236X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Stylized facts and the RBC model; A. Stylized facts; Figures; 1. SVAR IRFs following a technology shock; B. The benchmark RBC model; 1. Representative household's and firm's problems; 2. Impulse-response functions; III. Alternative models; A. The sticky price (SP) model; 2. Impulse-response functions: SVAR versus the standard RBC model; B. The entry-exit (EE) model; 3. Impulse-response functions: SVAR versus the SP model; C. The habit in consumption (HC) model; 4. Impulse-response functions: SVAR versus the EE model
5. Impulse-response functions: SVAR versus the HC modelD. The persistent technology shock (PT) model; E. The labor friction (LF) model; 6. Impulse-response functions: SVAR versus the PT model; F. The Leontief production (LP) model; 7. Impulse-response functions: SVAR versus the LF model; IV. Full information estimation and model comparison; 8. Impulse-response functions: SVAR versus the LP model; A. Priors and data; Tables; 1. Prior distributions of parameters; B. Estimation results and model comparison; 2. Parameter Estimation Results; C. Impulse-response functions
9. IRFs of the Alternative Estimated ModelsD. Autocorrelation functions; 10. Autocorrelations of the Alternative Models; 3. Autocorrelation statistics; V. Robustness; 4. Estimation results with sticky wages; 11. Autocorrelations: SP versus HC model; VI. Conclusion; References
Record Nr. UNINA-9910957395503321
Rebei Nooman  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui