Search Results

You are looking at 1 - 10 of 11 items

  • Keyword: correlation x
Clear All Modify Search
Do Remittances to Latin America Depend on the U.S. Business Cycle?

Do Remittances to Latin America Depend on the U.S. Business Cycle? »

Source: Do Remittances to Latin America Depend on the U.S. Business Cycle?

Volume/Issue: 2007/273

Series: IMF Working Papers

Author(s): Ewa Gradzka , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868364

Keywords: remittance, remittance flows, correlations, cointegration

We use a range of methods and remittance data from 1990 to 2007 to assess the strength and significance of linkages between remittance flows to Latin America and the U.S. business cycle. All of the evidence suggest...

An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls

An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls »

Source: An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls

Volume/Issue: 1990/11

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1990

ISBN: 9781451925869

Keywords: capital mobility, equation, equations, statistics, correlation

A small macroeconomic model based on familiar theoretical considerations is developed and estimated using data from 31 developing countries. Efficient estimation techniques are used to control for country heterogen...

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds »

Source: Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Volume/Issue: 2010/9

Series: IMF Working Papers

Author(s): Aaron Howard Clifford Brown , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451961904

Keywords: Macrofinancial Linkages, bonds, government bonds, correlation, covariance, standard deviation,

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic ass...

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies »

Source: A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

Volume/Issue: 1992/14

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1992

ISBN: 9781451924121

Keywords: terms of trade, correlation, elasticity of substitution, standard deviation, import prices

This paper provides a numerical analysis of an intertemporal equilibrium model of a small open, barter economy that is subject to random shocks affecting endowments, the terms of trade, and the real interest rate....

Challenging the Empirical Evidence From Present Value Models of the Current Account

Challenging the Empirical Evidence From Present Value Models of the Current Account »

Source: Challenging the Empirical Evidence From Present Value Models of the Current Account

Volume/Issue: 2004/106

Series: IMF Working Papers

Author(s): Jacques Miniane , and Benoît Mercereau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

ISBN: 9781451852929

Keywords: present value model, model evaluation, correlation, probability, covariance, statistic, Bayesian Analysis, Model Evaluation and Selection, Open Economy Macroeconomics,

Under near-singularity conditions typically generated by persistence in current account data the predictions of present value models become extremely sensitive to small sample estimation error. Moreover, traditiona...

Are Immigrant Remittance Flows a Source of Capital for Development?

Are Immigrant Remittance Flows a Source of Capital for Development? »

Source: IMF Staff Papers, Volume 52, No. 1

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 April 2005

ISBN: 9781589064195

Keywords: recessions, recession, asian crisis, probability, probabilities, Capital Stock, Convergence (economics), Correlation (statistics), Decomposition Method, Economic Development. Econometric Models

This first issue of IMF Staff Papers for 2005 contains 7 papers that discuss: whether output recovered after the Asian crisis; the value of a country's trading partners to its own economic growth; whether interdepe...

Do Remittances to Latin America Depend on the U.S. Business Cycle?

Do Remittances to Latin America Depend on the U.S. Business Cycle? »

Volume/Issue: 2007/273

Series: IMF Working Papers

Author(s): Ewa Gradzka , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868364.001

ISBN: 9781451868364

Keywords: remittance, remittance flows, correlations, cointegration

We use a range of methods and remittance data from 1990 to 2007 to assess the strength and significance of linkages between remittance flows to Latin America and the U.S. business cycle. All of the evidence suggest...

An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls

An Econometric Rational Expectations Macroeconomic Model for Developing Countries with Capital Controls »

Volume/Issue: 1990/11

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1990

DOI: http://dx.doi.org/10.5089/9781451925869.001

ISBN: 9781451925869

Keywords: capital mobility, equation, equations, statistics, correlation

A small macroeconomic model based on familiar theoretical considerations is developed and estimated using data from 31 developing countries. Efficient estimation techniques are used to control for country heterogen...

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds

Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds »

Volume/Issue: 2010/9

Series: IMF Working Papers

Author(s): Aaron Howard Clifford Brown , Michael Papaioannou , and Iva Petrova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451961904.001

ISBN: 9781451961904

Keywords: Macrofinancial Linkages, bonds, government bonds, correlation, covariance, standard deviation,

This paper analyses the links between the investment strategies of a commodity-based SWF and the macroeconomic framework of the owner country. We examine some basic macrofinancial linkages of an SWF's strategic ass...

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies

A Quantitative Examination of Current Account Dynamics in Equilibrium Models of Barter Economies »

Volume/Issue: 1992/14

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1992

DOI: http://dx.doi.org/10.5089/9781451924121.001

ISBN: 9781451924121

Keywords: terms of trade, correlation, elasticity of substitution, standard deviation, import prices

This paper provides a numerical analysis of an intertemporal equilibrium model of a small open, barter economy that is subject to random shocks affecting endowments, the terms of trade, and the real interest rate....