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Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries
| Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (40 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Econometric models - Baltic States
Economics - Baltic States Econometrics Exports and Imports Foreign Exchange Macroeconomics Externalities Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Energy: Demand and Supply Prices Trade: General Currency Foreign exchange Econometrics & economic statistics International economics Spillovers Real effective exchange rates Vector autoregression Oil prices Exports International finance |
| ISBN |
1-4623-0330-7
1-4527-3089-X 1-4518-7272-0 1-282-84339-7 9786612843396 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The 1998 Russian Crisis; Figures; 1. The Baltic Countries: Responses of Aggregate Demand Components to 1998 Russian Crisis (year-on-year change, in percent); III. Trade and Financial Linkages; 2. The Baltics: Exports and Imports of Goods and Services (in percent of total, 1994-2007); Tables; 1. The Baltics: Sources and Destination of Foreign Direct Investment (in percent of total, 2007); 3 Baltic Countries: Business Cycle Synchronization with Major Trading Partners; IV. Econometric Analysis; A. Vector Auto regression Models
2. Variance Decomposition for Baltic Countries' Real GDP (Base VAR Models)4. Baltic Countries: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners and Real Effective Exchange Rate; B. Extended Vector Auto regression Models; 3. Variance Decomposition for Baltic Countries' Real GDP (Extended VAR Models); 5. Baltic Countries: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners, Oil Price Growth and REER; V. Measuring the Channels of Spillovers; 6. The Baltic Countries: Contributions to Spillovers from EU Countries 7. The Baltic Countries: Contributions to Spillovers from Russia 8. The Baltic Countries: Contributions to Spillovers from the Scandinavian Region; VI. Conclusions and Lessons for Policy; References; Data Description; Appendices; Tables; A1. The Baltic Countries: Direction of Imports to Major Trading Partners (in percent of total); A2. Structure of Bank Ownership in the Baltic Countries; A3. Results of Unit Root Tests Using the Ng-Perron Procedure; A4. Variance Decomposition Results (Base VAR Models, 1996-2007); A5. Variance Decomposition Results (Extended VAR Models, 1996-2007); Figures A1. The Baltic Countries: Decomposition of Exports and Imports (in percent of GDP, 1993-2007) A2. Impulse Response Results (Base VAR Models, 1996-2007); A3. Impulse Response Results (Extended VAR Models, 1996-2007); A4. The Baltics: Responses to 1 Percent Shock from the Scandinavian Region |
| Record Nr. | UNINA-9910788334003321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| 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
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Disintermediation and Monetary Transmission in Canada / / Jorge Roldos
| Disintermediation and Monetary Transmission in Canada / / Jorge Roldos |
| Autore | Roldos Jorge |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (35 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital market - Canada
Finance - Canada Monetary policy - Canada Money market - Canada Corporate Finance Econometrics Macroeconomics Money and Monetary Policy Industries: Financial Services Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Price Level Inflation Deflation Corporate Finance and Governance: General Econometrics & economic statistics Monetary economics Finance Ownership & organization of enterprises Vector autoregression Bank credit Loans Asset prices Corporate sector Credit Prices Business enterprises |
| ISBN |
1-4623-4174-8
1-4527-6427-1 1-282-54545-0 1-4519-0879-2 9786613822130 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. FINANCIAL DEREGULATION AND DISINTERMEDIATION""; ""III. CHANGES IN MONETARY TRANSMISSION: EVIDENCE FROM VAR MODELS""; ""IV. CHANGES IN MONETARY TRANSMISSION: EVIDENCE FROM STRUCTURAL MODELS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
| Record Nr. | UNINA-9910788527503321 |
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Roldos Jorge
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Do Trading Partners Still Matter for Nigeria's Growth? A Contribution to the Debateon Decoupling and Spillovers / / Kingsley Obiora
| Do Trading Partners Still Matter for Nigeria's Growth? A Contribution to the Debateon Decoupling and Spillovers / / Kingsley Obiora |
| Autore | Obiora Kingsley |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (47 pages) |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Nigeria - Econometric models Econometrics Finance: General Foreign Exchange Macroeconomics Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Business Fluctuations Cycles Economic Integration Economic Growth of Open Economies Externalities Energy: Demand and Supply Prices General Financial Markets: General (includes Measurement and Data) Currency Foreign exchange Econometrics & economic statistics Finance Spillovers Exchange rates Vector autoregression Oil prices Emerging and frontier financial markets Financial sector policy and analysis Econometric analysis Financial markets International finance Financial services industry |
| ISBN |
1-4623-9814-6
1-4527-9849-4 1-282-84422-9 9786612844225 1-4518-7365-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
I. Introduction; II. Trade and Financial Linkages; 1. Nigeria's Trade Openness (in percent of GDP, 1991-2008); 2. Nigeria: Direction of Trade in Goods and Services (in percent of total, 1990-2007); 3. Nigeria: Main Exports Markets in the EU (1990-2007); 1. Partnership Between Nigerian Banks and Foreign Asset Managers; 4. Net Foreign Direct Investment in Nigeria (in billions of US Dollars, 1980-2008); 5. Remittances to Nigeria (in millions of US Dollars, 1995-2007); 6. Business Cycle Correlations Between Nigeria and its Key Trading Partners
7. Quarterly Real GDP Growth RatesIII. Description of Data; 2. Results of Unit Root Tests Using the Ng-Perron Procedure; IV. Methodology; V. Results; A. Base Vector Autoregression Model; 3. Lag Length Selection; 4. Variance Decomposition for Nigeria's Real GDP (Base VAR Model); 5. Variance Decomposition for Nigeria's Real GDP (Extended VAR Model); 8. Nigeria: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners and PPP-implied Exchange Rate (Base VAR Model); B. Extended Vector Autoregression Model 9. Nigeria: GDP Growth Responses to 1 Percent Shocks from Major Trading Partners, Oil Price Growth, and PPP-implied Exchange Rate (Extended VAR Model)VI. Channels of Spillovers; 10. Decomposition of Spillovers from Nigeria's Key Trading Partners; VII. Conclusions and Lessons for Policy; 1. VAR Granger Causality/Block Exogeneity Wald Test; References; Footnotes |
| Record Nr. | UNINA-9910788225403321 |
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Obiora Kingsley
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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ECCU Business Cycles : : Impact of the U.S. / / Yan Sun, Wendell Samuel
| ECCU Business Cycles : : Impact of the U.S. / / Yan Sun, Wendell Samuel |
| Autore | Sun Yan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (25 p.) |
| Altri autori (Persone) | SamuelWendell |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - United States
Economics - United States Econometrics Exports and Imports Macroeconomics Business Fluctuations Cycles Economic Growth of Open Economies Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Externalities Commodity Markets Remittances Economic growth Econometrics & economic statistics International economics Business cycles Vector autoregression Spillovers Commodity prices Econometric analysis Financial sector policy and analysis Prices Balance of payments International finance |
| ISBN |
1-4623-1642-5
1-4527-3796-7 9786612842924 1-4518-7218-6 1-282-84292-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Business Cycles and Spillovers; A. Analysis of Business Cycles in the Caribbean; B. Common Trend and Cycle Analysis; C. Transmission of U.S. Shocks to the Caribbean; III. Econometric Methodology and Data; A. The Common Trends and Common Cycles Approach; B. The VAR Analysis; C. The Data; IV. Empirical Results; Tables; 1. Summary Statistics of Real GDP Growth; A. Caribbean Common Trends and Common Cycles; 2. VAR Lag Order Selection; 3. Tests for the Number of Cointegrating Vectors; 4. Growth Elasticities in the Caribbean; B. Spillovers from the U.S. to the ECCU
5. Diagnostics of Growth Elasticity ModelsV. Conclusions and Policy Implications; Figures; 1. Three Common Cycles; 2. Four Common Trends; 3. Caribbean Countries: Cyclical Components of Real GDP; 4. Caribbean Countries: Trend Components of Real GDP; 5. ECCU: Responses to One Percent U.S. Growth Shock; 6. ECCU: Country Responses to One Percent U.S. Growth Shock; 7. Antigua and Barbuda: Responses to One Percent U.S. Growth Shock; References |
| Record Nr. | UNINA-9910788338203321 |
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Sun Yan
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| 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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Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang
| Fiscal Foresight and Information Flows / / Todd Walker, Eric Leeper, Susan Yang |
| Autore | Walker Todd |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (66 p.) |
| Altri autori (Persone) |
LeeperEric
YangSusan |
| Collana | IMF Working Papers |
| Soggetto topico |
Taxation
Fiscal policy Information theory in economics Econometrics Investments: Bonds Public Finance Fiscal Policy Fiscal Policies and Behavior of Economic Agents: General General Financial Markets: General (includes Measurement and Data) Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes National Government Expenditures and Related Policies: General Personal Income and Other Nonbusiness Taxes and Subsidies Tax Law Investment & securities Econometrics & economic statistics Public finance & taxation Welfare & benefit systems Macroeconomics Taxation & duties law Municipal bonds Vector autoregression Expenditure Labor taxes Financial institutions Econometric analysis Taxes Tax law Tax policy Bonds Expenditures, Public Income tax Law and legislation |
| ISBN |
1-4755-1691-6
1-4755-5824-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Analytical Example; A. The Econometrics of Foresight; Figures; 1. Responses of Capital to Tax Increase; B. Generalizations; III. Quantitative Importance of Foresight; A. Modeling Information Flows; B. Model Descriptions; C. Information Flows and Estimation Bias; Tables; 1. Information Flow Processes; IV. Solving the Problem; 2. Output Multipliers for a Labor Tax Change; A. An Organizing Principle; B. Lines of Attack; 1. The Narrative Approach; 2. Conditioning on Asset Prices; 3. Direct Estimation of DSGE Model; V. Concluding Remarks; Appendices
I. Simulations Details II. Testing Economic Theory; III. Municipal Bonds and Fiscal Foresight: Additional Results; IV. Assessing the Ex-Ante Approach; References |
| Record Nr. | UNINA-9910779500403321 |
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Walker Todd
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| 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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The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih
| The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output / / Frederick Joutz, Yasser Abdih |
| Autore | Joutz Frederick |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina | 336.150973 |
| Altri autori (Persone) | AbdihYasser |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Public investments - United States - Econometric models
Human capital - United States - Econometric models Knowledge management - United States - Econometric models Econometrics Investments: Stocks Labor Macroeconomics Production and Operations Management Labor Economics: General Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Human Capital Skills Occupational Choice Labor Productivity Macroeconomics: Production Labour income economics Investment & securities Econometrics & economic statistics Stocks Vector autoregression Human capital Productivity Labor economics Industrial productivity |
| ISBN |
1-4623-1240-3
1-4527-7934-1 1-282-84169-6 1-4518-7076-0 9786612841699 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction and Contribution; II. Literature Review; III. The Model; IV. Data; A. Output, Private Capital, and Public Capital; B. Skill-Adjusted Labor; C. The Knowledge Stock; V. Initial Data Analysis and Reduction of the System; A. Initial Plots and Integration Tests; B. VAR Model Specification and Estimation; C. Lag length selection of the VAR; D. Residual Diagnostics from the VAR Model; E. Recursive Analysis for Model Constancy and Stability; VI. Cointegration Analysis; A. Testing for Cointegration
B. Cointegration, Weak Exogeneity, and Testing Restrictions on the Production Function C. The Final Long run Aggregate Production Function; VII. Growth Accounting for the Postwar U.S. Economy; VIII. Concluding Remarks; References; Tables; 1. The Information Set:Data Series from 1948 to 2004; 2.A. ADF Tests for Variables in Levels, Constant and Trend Included; 2.B. ADF Tests for Variables in Levels, Constant Included; 3.A. ADF Tests for Variables in First Differences, Constant and Trend Included; 3.B. ADF Tests for Variables in First Differences, Constant Included 4.A. Lag Length Analysis: Seclected Statistics 4.B. Lag Length Analysis: F-Tests for Model Reduction; 5. Individual Equation and Vector Misspecification Tests for the VAR Model of the Production Function; 6. Cointegration Analysis with Johansen's Test; 7. Hypotheses Tests on the Cointegrating Relation; 8. Growth Accounting for the Postwar U.S. Economy; Figures; 1. The Variables in Natural Logarithms; 2. Recursive System Diagnostics for VAR(3) Model; 3. Recursive Likelihood Ratio Test Statistic for Final Restrictions on the Cointegrating Space 4. Output Deviations from the Long Run Aggregate Production Function with Final Restrictions on the Cointegrating Space Imposed |
| Record Nr. | UNINA-9910788345003321 |
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Joutz Frederick
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Investment and Growth Dynamics : : An Empirical Assessment Applied to Benin / / Issouf Samaké
| Investment and Growth Dynamics : : An Empirical Assessment Applied to Benin / / Issouf Samaké |
| Autore | Samaké Issouf |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina | 338.9 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Investments - Benin - Econometric models
Economic development - Benin - Econometric models Econometrics Exports and Imports Investments: General Money and Monetary Policy Public Finance Investment Capital Intangible Capital Capacity National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Monetary Policy, Central Banking, and the Supply of Money and Credit: General Empirical Studies of Trade Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Macroeconomics Public finance & taxation Monetary economics International economics Econometrics & economic statistics Private investment Public investment and public-private partnerships (PPP) Credit Terms of trade Vector autoregression Saving and investment Public-private sector cooperation Economic policy nternational cooperation |
| ISBN |
1-4623-3663-9
1-4527-8742-5 1-282-84074-6 9786612840746 1-4518-6980-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Background and Stylized Facts; Figures; 1. Constant GDP and Private Investment, 1965-2005; 2. Selected Economic Indicators, 1965-2005; Text Tables; 1. Comparative Private Investment, 2000-05; III. The Model and Methodological Issues; A. Modeling Procedure; 2. Selected Countries: Rankings of Doing Business; B. Variable Choices and Ordering; 3. Study Objective and Econometric Methodology; C. The Model; D. Structural Model; IV. Empirical Evidence; A. Statistics Tests; B. Economic Interpretations; 4. Error Correction Model, 1965-2005
5. Forecast-Error Variance Decomposition 3. Historical Decomposition of Private Investment, 1975-2005; 4. Impulse Response to Various Types of Shock; V. Implications and Conclusions; Appendix Tables; 1. Unit Root Test, 2000-05; 2. Optimal Lag Length; 3. Residual Analysis of Unrestricted VAR(2); 4. Unrestricted Cointegration Rank Tests, 1965-2005; 5. AR, Normality, and Heteroschedasticity Tests; 6. Structural Model / Long-Run Matrix; Appendix Figures; 1. Time Series of Cointegration Vectors; 2. Cointegration Analysis: Recursive Eigenvalues; 3. Recursive Constancy Statistics 4. Residual Normality Tests5. Historical Decomposition of GDP, 1975-2005; References |
| Record Nr. | UNINA-9910789097603321 |
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Samaké Issouf
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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