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A closed form multivariate linear filter
Boadway, Robin W.; Vitek, Francis - 2018
This paper considers the problem of jointly decomposing a set of time series variables into cyclical and trend components, subject to sets of stochastic linear restrictions among these cyclical and trend components. We derive a closed form solution to an ordinary problem featuring homogeneous...
Persistent link: https://www.econbiz.de/10011978601
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Statistical Treatment of 'Build-Own-Operate-Transfer Schemes
Donaghue, Brian - 2002
The paper argues that assets produced under build-own-operate-transfer (BOOT) schemes-under which public infrastructure assets are legally owned and operated for a defined period by the private corporation that constructs them, before being transferred to the government- should be treated in...
Persistent link: https://www.econbiz.de/10014399640
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How have IMF priorities evolved? : a text mining approach
Anderson, Gareth; Galang, Paolo; Gamba, Andrea; Medina, … - 2021
This paper assess how priorities of the IMF's membership have evolved over the past two decades, by using text mining techniques on a unique dataset combining IMFC communiques and constituency statements. Our results reveal significant variation in priorities across time and constituencies....
Persistent link: https://www.econbiz.de/10012612333
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A sentiment-enhanced corruption perception index
Cao, Yongquan; Fan, Yingjie; Hlatshwayo, Sandile; … - 2021
Direct measurement of corruption is difficult due to its hidden nature, and measuring the perceptions of corruption via survey-based methods is often used as an alternative. This paper constructs a new non-survey based perceptions index for 111 countries by applying sentiment analysis to...
Persistent link: https://www.econbiz.de/10012605593
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unFEAR : unsupervised feature extraction clustering with an application to crisis regimes classification
Chan-Lau, Jorge A.; Wang, Ran - 2020
We introduce unFEAR, Unsupervised Feature Extraction Clustering, to identify economic crisis regimes. Given labeled crisis and non-crisis episodes and the corresponding features values, unFEAR uses unsupervised representation learning and a novel mode contrastive autoencoder to group episodes...
Persistent link: https://www.econbiz.de/10012392653
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The measurement and macro-relevance of corruption : a big data approach
Hlatshwayo, Sandile; Oeking, Anne; Ghazanchyan, Manuk; … - 2018
. Drawing on theory from the corporate finance and behavioral economics literature, we also test to what extent news about …
Persistent link: https://www.econbiz.de/10011905930
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Big data on vessel traffic : nowcasting trade flows in real time
Arslanalp, Serkan; Marini, Marco; Tumbarello, Patrizia - 2019
Vessel traffic data based on the Automatic Identification System (AIS) is a big data source for nowcasting trade activity in real time. Using Malta as a benchmark, we develop indicators of trade and maritime activity based on AIS-based port calls. We test the quality of these indicators by...
Persistent link: https://www.econbiz.de/10012155013
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Emerging market heterogeneity : insights from cluster and taxonomy analysis
Zhang, ZhongXiang; Gao, Yuan - 2015
This paper studies growth patterns in Emerging Market Economies (EMs) from the perspective on clusters and taxonomies. First, it documents developments over the past five decades in EMs and uses a cluster analysis to better understand convergence and the investment-growth nexus. Second, it looks...
Persistent link: https://www.econbiz.de/10011447085
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Revised System for the Classification of Exchange Rate Arrangements
Kokenyne, Annamaria - 2009
Since 1998, the staff of the International Monetary Fund has published a classification of countries'' de facto … exchange rate arrangements. Experience in operating this classification system has highlighted a need for changes. The present … consistency and objectivity of classifications across countries, expedite the classification process, conserve resources, and …
Persistent link: https://www.econbiz.de/10014403174
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A World Trade Leading Index (WTLI)
Barhoumi, Karim; Ferrara, Laurent - 2015
Persistent link: https://www.econbiz.de/10011282739