Similar Search Results

Improving the short-term forecast of world trade during the Covid-19 pandemic using SWIFT data on letters of credit

Carton, Benjamin; Hu, Nan; Mongardini, Joannes; Moriya, Kei - 2020

An essential element of the work of the Fund is to monitor and forecast international trade. This paper uses SWIFT … (PMI), to improve the short-term forecast of international trade. A horse race between linear regressions and machine …

Persistent link: https://www.econbiz.de/10012392595

Forecasting social unrest : a machine learning approach

Redl, Chris; Hlatshwayo, Sandile - 2021

We produce a social unrest risk index for 125 countries covering a period of 1996 to 2020. The risk of social unrest is based on the probability of unrest in the following year derived from a machine learning model drawing on over 340 indicators covering a wide range of macro-financial,...

Persistent link: https://www.econbiz.de/10012796240

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

International Monetary Fund - 1990

This paper seeks to advance the discussion of monetary policy strategies in several ways. One involves a comparison of targets for nominal GNP and the price level, with emphasis on specificational robustness and implications for output variability. A second pertains to various “indicator”...

Persistent link: https://www.econbiz.de/10014396173

Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market

International Monetary Fund - 1990

This paper examines the dynamics of the foreign exchange market. The first half addresses a number of key questions regarding the forecasts of future exchange rates made by market participants, by means of updated estimates using survey data. Here we follow most of the theoretical and empirical...

Persistent link: https://www.econbiz.de/10014396182

Global Volatility and Forex Returns in East Asia

Kalra, Sanjay - 2008

During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian … increase in mature market equity volatility generated an exchange rate depreciation of up to 1⁄2 percent. This sensitivity rose …"" volatility in forex markets. Long-run forex volatility declined as Asian economies settled down with generally stronger …

Persistent link: https://www.econbiz.de/10014401382

Foreign exchange intervention : a dataset of public data and proxies

Adler, Gustavo; Chang, Kyun Suk; Mano, Rui; Shao, Yuting - 2021

Foreign exchange intervention (FXI) is a highly debated topic. Yet, comprehensive and comparable data on FXI is hard to find. This paper provides a new dataset of FXI covering a large number of countries over the period 2000-20 at monthly and quarterly frequencies. It includes publicly available...

Persistent link: https://www.econbiz.de/10012518682

Predicting fiscal crises : a machine learning approach

Hellwig, Klaus-Peter - 2021

In this paper I assess the ability of econometric and machine learning techniques to predict fiscal crises out of sample. I show that the econometric approaches used in many policy applications cannot outperform a simple heuristic rule of thumb. Machine learning techniques (elastic net, random...

Persistent link: https://www.econbiz.de/10012612343

Alternative Dual Exchange Market Regimes : Some Steady State Comparisons

Lizondo, José Saúl - 1990

This paper compares two alternative dual exchange market regimes. In one of them, the official market clears through changes in international reserves, while in the other regime, the central bank implements a rationing scheme so as to keep international reserves constant. The paper discusses the...

Persistent link: https://www.econbiz.de/10014396016

Exchange Rate Movements, Inflation Expectations, and Currency Substitution in Turkey

Scacciavillani, Fabio - 1995

This paper contains an empirical analysis of currency substitution in Turkey: a simple relationship between the share of foreign currency holdings in M2X on one side and movements in the exchange rate or inflation on the other is derived from a two-stage portfolio choice model. This relationship...

Persistent link: https://www.econbiz.de/10014397238

A Noteon Dual Foreign Exchange Markets with official Rationing : Predetermined Versus Floating official Exchange Rate

Lizondo, José Saúl - 1991

This paper examines the relationship between the long run rate of inflation and the allocation of transactions between markets in economies that operate dual exchange market regimes and ration foreign exchange in the official market. It shows that wider access of importers to the official...

Persistent link: https://www.econbiz.de/10014398641

1
2
3
4
5
6
7
8
9
10
Next
Last