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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...

Exchange Market Pressures and Speculative Capital Flows in Selected European Countries

Exchange Market Pressures and Speculative Capital Flows in Selected European Countries »

Source: Exchange Market Pressures and Speculative Capital Flows in Selected European Countries

Volume/Issue: 1994/21

Series: IMF Working Papers

Author(s): Ceyla Pazarbasioglu , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1994

ISBN: 9781451921571

Keywords: exchange rate, probability, foreign exchange, equation, fixed exchange rate

This paper estimates a speculative attack model of currency crises in an attempt to identify the roles of macroeconomic fundamentals and speculative market pressures in the recent crisis, as well as earlier devalua...

Asset Market and Balance of Payments Characteristics

Asset Market and Balance of Payments Characteristics »

Source: Asset Market and Balance of Payments Characteristics : An Eclectic Exchange Rate Model for the Dollar, Mark, and Yen

Volume/Issue: 1995/55

Series: IMF Working Papers

Author(s): Ronald MacDonald

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1995

ISBN: 9781451847581

Keywords: exchange rate, exchange rates, equation, cointegration, real exchange rate

In this paper we use an exchange rate model that combines asset market characteristics with balance of payments interactions to examine the nominal effective exchange rates of the German mark, Japanese yen, and U.S...

Garbage In, Gospel Out? Controlling for the Underreporting of Remittances

Garbage In, Gospel Out? Controlling for the Underreporting of Remittances »

Source: Garbage In, Gospel Out? Controlling for the Underreporting of Remittances

Volume/Issue: 2008/230

Series: IMF Working Papers

Author(s): Tigran Melkonyan , David Grigorian , and J. Scott Shonkwiler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870886

Keywords: censored data, measurement error, remittances, migration, equation, remittance, survey,

Empirical studies that use self-reported data on remittances to measure the latter's impact on microeconomic incentives mostly ignore the potential errors associated with reporting/measurement issues. An econometri...

Effects of Volatile Asset Priceson Balance of Payments and International Investment Position

Effects of Volatile Asset Priceson Balance of Payments and International Investment Position »

Source: Effects of Volatile Asset Priceson Balance of Payments and International Investment Position

Volume/Issue: 2000/191

Series: IMF Working Papers

Author(s): Marco Committeri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2000

ISBN: 9781451859706

Keywords: Balance of payments, International investment position, Statistical accuracy, Errors and omissions, Volatility, Capital flight, exchange rates, statistics, equation, exchange rate

This paper aims at clarifying, with the help of a simple formal model and numerical examples, several aspects of the relationship between international investment position (IIP) and balance of payments (BOP) statis...

Altruism and Workers' Remittances

Altruism and Workers' Remittances »

Source: Altruism and Workers' Remittances : Evidence from Selected Countries in the Middle East and Central Asia

Volume/Issue: 2006/130

Series: IMF Working Papers

Author(s): Jacques Bouhga-Hagbe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

ISBN: 9781451863901

Keywords: altruism, co-integration, cointegration, equation, workers ? remittances, equations, Household Behavior: General, Macroeconomics: Consumption, Saving, Production

Workers' remittances have been playing an increasingly important role in the balance of payments of many countries and can significantly contribute to the strength of their external positions. Assessing the likely...

An Information-Based Model of Foreign Direct Investment: The Gains from Trade Revisited

An Information-Based Model of Foreign Direct Investment: The Gains from Trade Revisited »

Source: International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr.

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

ASSAF RAZIN Eitan Berglas School of Economics, Tel Aviv University, Tel Aviv 69978, Israel razin@post.tau.ac.il EFRAIM SADKA...

Export Versus FDI in Services

Export Versus FDI in Services »

Source: Export Versus FDI in Services

Volume/Issue: 2010/290

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455211715

Keywords: FDI, Heterogeneous firms, Uncertainty, statistics, equation, prediction, predictions, International Factor Movements and International Business: General, International Finance: General,

In the literature on exports and investment, most productive firms are seen to invest abroad. In the Helpman et al. (2004) model, costs of transportation play a critical role in the decision about whether to serve...

The Role of Stock Markets in Current Account Dynamics

The Role of Stock Markets in Current Account Dynamics »

Source: The Role of Stock Markets in Current Account Dynamics : Evidence from the United States

Volume/Issue: 2003/108

Series: IMF Working Papers

Author(s): Benoît Mercereau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2003

ISBN: 9781451853124

Keywords: fundamental equation, U.S. data, current account deficit, current account dynamics, current account deficits, current account surplus,

This paper tests a model of the role of stock markets in current account dynamics, developed in a companion paper. With U.S. data, the model performs better than the same model without stock markets. An insight giv...

PART IV Current Account Adjustment and the Exchange Rate

PART IV Current Account Adjustment and the Exchange Rate »

Source: The United States Economy : Performance and Issues

Series: Books

Author(s): Yusuke Horiguchi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 January 1992

ISBN: 9781557752314

Keywords: health care, exchange rates, social security, equation, unemployment

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