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This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term … structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms … for this purpose. This software makes it possible to estimate the term structure using at least nine models, while opening …
Persistent link: https://www.econbiz.de/10008727797
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 asset allocation (SAA) strategies with regard to the government budget, monetary...
Persistent link: https://www.econbiz.de/10008561093
The report provides the IMF's projections and estimates of Cape Verde on selected economic and financial indicators, 2001–05; social and demographic indicators, 2001–04; consumer prices; gross domestic product sources and uses of resources; gross domestic product by industry at current...
Persistent link: https://www.econbiz.de/10011244151
Like most Sub-Saharan African countries, Kenya’s economic growth appears to have been primarily driven by factor accumulation. The Selected Issues paper and Statistical Appendix for Kenya examines economic developments and policies. During the last two decades, Kenya has been plagued by...
Persistent link: https://www.econbiz.de/10011244155
€™s macroeconomic statistics against the recommendations of the General Data Dissemination System (GDDS) complemented by an assessment … statistics (GFS), and balance of payments (BOP). It also provides an overview of the dissemination practices compared with the …
Persistent link: https://www.econbiz.de/10011244214
This report focuses on the Monetary Statistics Component of the Regional Data Module Report on the Observance of … reported data. However, the ECCB’s responsibility for compiling and disseminating monetary statistics to the public is not … clearly specified in the law. Regarding resources, the number of staff allocated to the compilation of monetary statistics is …
Persistent link: https://www.econbiz.de/10011244232
€™s macroeconomic statistics against the Special Data Dissemination Standard (SDDS) complemented by an assessment of data quality based …
Persistent link: https://www.econbiz.de/10011244240
Although Armenia itself has a population of only about 3 million, an estimated 8 million Armenians live abroad. In this paper, the size and the sources of remittances to Armenia are first discussed. Then, the appropriate definition of remittances and subsequently present estimates of the...
Persistent link: https://www.econbiz.de/10011244293
marks in assurances of integrity. Macroeconomic statistics are compiled in accordance with strict technical considerations … and reliability of macroeconomic statistics are generally sound, although source data are limited in all datasets, except … for the Monetary and Financial Statistics. …
Persistent link: https://www.econbiz.de/10011244297
€™s macroeconomic statistics against the Special Data Dissemination Standard (SDDS) complemented by an assessment of data quality based …), the producer price index (PPI), and the government finance statistics (GFS). The report reveals that in comparison with … the situation in 2002, Istat has the primary responsibility for the dissemination of general government statistics to the …
Persistent link: https://www.econbiz.de/10011244334