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Technology of development and implementation of realistic (country-specific) models of intertemporal equilibrium
Khokhlov, M. A.; Pospelov, Igorʹ G.; Pospelova, L. Ya. - In: International journal of computational economics and … 4 (2014) 1/2, pp. 234-253
Persistent link: https://www.econbiz.de/10010411198
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Exploration of the Brazilian Term Structure in a Hidden Markov Framework
Munclinger, Richard - International Monetary Fund (IMF) - 2011
produces consistent standard errors and a reliable method for testing the differences between the model parameters. …
Persistent link: https://www.econbiz.de/10008839349
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On the existence and computation of an equilibrium in an economy with constant returns to scale production
Talman, Dolf; van der Laan, G.; Kremers, J.A.W.M. - Tilburg University, School of Economics and Management - 1992
Persistent link: https://www.econbiz.de/10011086854
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Considerations on the stochastic approach in economics
Smeureanu, Ion; Ruxanda, Gheorghe - In: Amfiteatru economic : an economic and business research … 15 (2013) 34, pp. 401-416
Persistent link: https://www.econbiz.de/10010343769
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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
/covariance models and find that no model has consistently outperformed the others. We also show that it is possible to increase the … Brazilian banks and show that this methodology has the potential to improve simulated transition probabilities as compared to … the constant volatility case. In particular, it can shift CTM probabilities towards lower credit risk categories. …
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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An Unbiased Appraisal of Purchasing Power Parity
McDermott, C. John; Cashin, Paul - International Monetary Fund (IMF) - 2001
Univariate studies of the hypothesis of unit roots in real exchange rates have yielded consensus point estimates of the half-life of deviations from purchasing power parity of between three to five years. However, least squares-based estimates of half-lives are biased downward. Accordingly, we...
Persistent link: https://www.econbiz.de/10005825679
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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
This paper reviews recent advances in the specification and estimation of Bayesian Vector Autoregressive models (BVARs …
Persistent link: https://www.econbiz.de/10005825693
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Targeting Social Transfers to the Poor in Mexico
Coady, David; Parker, Susan - International Monetary Fund (IMF) - 2009
Mexico’s main social support program, Oportunidades, combines two methods to target cash to poor households: an initial self-selection by households who acquire knowledge about the program and apply for benefits, followed by an administrative determination of eligibility based on a means...
Persistent link: https://www.econbiz.de/10005825872
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Flight to Quality o+L1964r to Captivity? Information and Credit Allocation
Dell'Ariccia, Giovanni; Marquez, Robert - International Monetary Fund (IMF) - 2001
Superior information exchanged over the course of lending relationships generates bank-client specificities to the extent that such information cannot be communicated credibly to outsiders. Consequently, banks obtain higher profits from more captured borrowers than from borrowers with financing...
Persistent link: https://www.econbiz.de/10005825962