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Public sector debt statistics : guide for compilers and users
2011
"Provides guidance on (1) the concepts, definitions, and classification of public sector debt statistics; (2) the … sources and techniques for compiling these data; and (3) some analytical tools that may be used to analyze these statistics"--Pref …
Persistent link: https://www.econbiz.de/10009491477
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International financial statistics
Internationaler Währungsfonds - Washington, DC : IMF - 1.1948-volume 71, no. 12 (December 2018)
Persistent link: https://www.econbiz.de/10000355042
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Government finance statistics yearbook : GFSY
Internationaler Währungsfonds - Washington, DC : IMF - 1.1977 - 37.2013(2014); 2014(2015)-2017
Persistent link: https://www.econbiz.de/10000358896
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International financial statistics / Supplement series
Internationaler Währungsfonds - Washington, DC : IMF - Nr. 1.1981 - 16.1993; 17.2006/09; damit Ersch. eingest.
Persistent link: https://www.econbiz.de/10000366770
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Balance of payments statistics / Yearbook
Internationaler Währungsfonds - Washington, DC : Fund - 32.1981 - 69.2018
Persistent link: https://www.econbiz.de/10000366800
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The Fund's International Banking Statistics
Landell-Mills, Joslin - 1986
Persistent link: https://www.econbiz.de/10000087971
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The IMF's data dissemination initiative after ten years
Alexander, William E. (ed.) - Internationaler Währungsfonds - 2008
Persistent link: https://www.econbiz.de/10003677790
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The special data dissemination standard : guide for subscribers and users
2007
comprehensive international statistics, and therefore to contribute to countries' pursuit of sound macroeconomic policies and to the …
Persistent link: https://www.econbiz.de/10003385125
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Nonparametric estimation and testing of interaction in additive models
Sperlich, Stefan; Tjostheim, Dag; Yang, Lijian - 1998
statistics for testing the presence of interactions are proposed. Asymptotics for the test functions are obtained, but in this …
Persistent link: https://www.econbiz.de/10009574875
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Functional coefficient autoregressive models : estimation and tests of hypotheses
Chen, Rong - 1998
In this paper we study nonparametric estimation and hypothesis testing procedures for the functional coefficient AR (FAR) models of the form Xt = f1(Xt-d)Xt-1 +…+ fp(Xt-d)Xt-p +εt, first proposed by Chen and Tsay (1993). As a direct generalization of the linear AR model, the FAR model is a...
Persistent link: https://www.econbiz.de/10009574879