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Altruism and Workers' Remittances : Evidence from Selected Countries in the Middle East and Central Asia
Bouhga-Hagbe, Jacques - 2006
Intro -- Contents -- I. INTRODUCTION -- II. DETERMINANTS OF WORKERS' REMITTANCES AND THEIR IMPLICATIONS -- III. EMPIRICAL INVESTIGATION -- IV. CONCLUSION -- REFERENCES -- APPENDIX -- A. Egypt -- B. Jordan -- C. Morocco -- D. Pakistan -- E. Tunisia.
Persistent link: https://www.econbiz.de/10012691145
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Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Souto, Marcos; Barnhill, Theodore M. - International Monetary Fund (IMF) - 2007
Using monthly data for a set of variables, we examine the out-of-sample performance of various variance/covariance models and find that no model has consistently outperformed the others. We also show that it is possible to increase the probability mass toward the tails and to match reasonably...
Persistent link: https://www.econbiz.de/10005825598
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Modeling Aggregate Use of Fund Resources; Analytical Approaches and Medium-Term Projections
Ghosh, Atish R.; Zalduendo, Juan; Goretti, Manuela; … - International Monetary Fund (IMF) - 2007
This paper presents two approaches to modeling the use of IMF resources in order to gauge whether the recent decline in credit outstanding is a temporary or a permanent phenomenon. The two approaches-the time series behavior of credit outstanding and a two-stage program selection and access...
Persistent link: https://www.econbiz.de/10005825617
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Nonlinear Exchange Rate Models; A Selective Overview
Sarno, Lucio - International Monetary Fund (IMF) - 2003
-of-sample forecasting performance. Finally, issues related to the adequateness of standard methods of evaluation of (linear and nonlinear …
Persistent link: https://www.econbiz.de/10005825647
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Post-Transition Investment Behavior in Poland; A Sectoral Panel Analysis
Murgasova, Zuzana - International Monetary Fund (IMF) - 2005
Analyzing and projecting the behavior of macroeconomic variables in new EU member states presents special challenges, owing to limited time series of the available data. This paper presents an analysis of investment in Poland based on an underexplored sectoral data set. The determinants of...
Persistent link: https://www.econbiz.de/10005825651
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A Primer for Risk Measurement of Bonded Debt From the Perspective of a Sovereign Debt Manager
Papaioannou, Michael G. - International Monetary Fund (IMF) - 2006
, convexity, M-square, skewness, kurtosis, and VaR statistics as measures of interest rate exposure; a VaR statistic as the … probability of default as the most promising measure of credit risk exposure; and an elasticity approach and a VaR statistic to … portfolio's interest rate and exchange rate risk using the VaR methodology. The integrated approach is then extended to also …
Persistent link: https://www.econbiz.de/10005825661
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Crude Oil Prices; Trends and Forecast
Krichene, Noureddine - International Monetary Fund (IMF) - 2008
. Short-term forecasting would imply persistence of observed trends, as market fundamentals and underlying monetary policies …
Persistent link: https://www.econbiz.de/10005825666
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Measuring a Roller Coaster; Evidenceon the Finnish Output Gap
Billmeier, Andreas - International Monetary Fund (IMF) - 2004
against economic history and each other by a simulated out-of-sample forecasting exercise for Finnish CPI inflation. Only two …
Persistent link: https://www.econbiz.de/10005825681
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Bayesian Vars; A Survey of the Recent Literature with An Application to the European Monetary System
Ciccarelli, Matteo; Rebucci, Alessandro - International Monetary Fund (IMF) - 2003
issues in forecasting and structural analysis. An application to the estimation of a system of time-varying reaction …
Persistent link: https://www.econbiz.de/10005825693
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Comparative Macroeconomic Dynamics in the Arab World; A Panel Var Approach
Kireyev, Alexei - International Monetary Fund (IMF) - 2000
The paper presents a comparative analysis of macroeconomic dynamics of 18 Arab countries based on a panel vector autogression estimation. Comparing growth performance, fiscal and current account developments in these countries, the study concludes that (1) in the short run, external and...
Persistent link: https://www.econbiz.de/10005825740