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Consensus Forecasts and Inefficient Information Aggregation

Consensus Forecasts and Inefficient Information Aggregation »

Source: Consensus Forecasts and Inefficient Information Aggregation

Volume/Issue: 2010/178

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201891

Keywords: Consensus Forecasts, Information Aggregation, Forecast Efficiency, efficiency, forecast horizons, forecast errors, forecast horizon, forecast error, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

Consensus forecasts are inefficient, over-weighting older information already in the public domain at the expense of new private information, when individual forecasters have different information sets. Using a cro...

Regional Economic Outlook, October 2017, Middle East and Central Asia

Regional Economic Outlook, October 2017, Middle East and Central Asia »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 October 2017

DOI: http://dx.doi.org/10.5089/9781484312520.086

ISBN: 9781484312520

Keywords: Oil, Oil exports, economic outlook, economic forecasting, Middle East and Central Asia

Oil exporters in the Middle East and North Africa, Afghanistan, and Pakistan region (MENAP) are continuing to adjust to lower oil prices, which have dampened growth and contributed to large fiscal and external defi...

Growth

Growth »

Source: Growth : Now and Forever?

Volume/Issue: 2014/117

Series: IMF Working Papers

Author(s): Giang Ho , and Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 July 2014

ISBN: 9781498309820

Keywords: growth forecast, optimism bias, forecast horizon, economic growth, growth forecasts, growth rates, growth rate, economic growth forecasts,

Forecasters often predict continued rapid economic growth into the medium and long term for countries that have recently experienced strong growth. Using long-term forecasts of economic growth from the IMF/World Ba...

Information Rigidity in Growth Forecasts

Information Rigidity in Growth Forecasts »

Source: Information Rigidity in Growth Forecasts : Some Cross-Country Evidence

Volume/Issue: 2011/125

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Prakash Loungani , and Herman Stekler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455263424

Keywords: Information rigidity, forecasts, crises, banking crises, recession, impulse responses, number of observations, forecast errors, Forecasting and Other Model Applications, Prices

We document information rigidity in forecasts for real GDP growth in 46 countries over the past two decades. We investigate: (i) if rigidities are lower around turning points in the economy, such as in times of rec...

Regional Economic Outlook, October 2011, Middle East and Central Asia

Regional Economic Outlook, October 2011, Middle East and Central Asia »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 October 2011

DOI: http://dx.doi.org/10.5089/9781616351298.086

ISBN: 9781616351298

Keywords: Economic recovery, Energy prices, Commodity prices, Economic forecasting, Economic conditions, Spillovers, South Sudan, Regional Economic Outlook, Foreign direct investment, Monetary policy

The Arab Spring holds the promise of improved living standards and a more prosperous future for the peoples of the Middle East and North Africa region. At the same time, the region is witnessing uncertainty and eco...

Regional Economic Outlook, October 2014, Middle East and Central Asia,

Regional Economic Outlook, October 2014, Middle East and Central Asia, »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 October 2014

DOI: http://dx.doi.org/10.5089/9781498343732.086

ISBN: 9781498343732

Keywords: Cross country analysis, Economic forecasting, Economic cooperation, Economic growth, Economic conditions, Afghanistan, Economic integration, Middle East and Central Asia, North Africa, Oil exporting countries

This issue discusses economic developments in the Middle East, North Africa, Afghanistan, and Pakistan (MENAP), which continue to reflect the diversity of conditions prevailing across the region. Most high-income o...

Real Effective Exchange Rate and the Constant Elasticity of Substitution Assumption

Real Effective Exchange Rate and the Constant Elasticity of Substitution Assumption »

Source: Real Effective Exchange Rate and the Constant Elasticity of Substitution Assumption

Volume/Issue: 2000/128

Series: IMF Working Papers

Author(s): Antonio Spilimbergo , and Athanasios Vamvakidis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2000

ISBN: 9781451855043

Keywords: trade forecasting and simulation, reer, equation, equations, statistics, cointegration

The real effective exchange rate is an aggregation of several bilateral real exchange rates with respect to other countries. The aggregation is usually done under the assumption of constant elasticity of substituti...

Assessing Default Risks for Chinese Firms

Assessing Default Risks for Chinese Firms »

Source: Assessing Default Risks for Chinese Firms : A Lost Cause?

Volume/Issue: 2015/140

Series: IMF Working Papers

Author(s): Daniel Law , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2015

ISBN: 9781513597584

Keywords: default probabilities, equity, market, Asset Pricing, Financial Forecasting and Simulation,

Assessing default risks for Chinese firms is hard. Standard measures of risk using market indicators may be unreliable because of implicit guarantees, the large role played by less-informed investors, and other mar...

China'S Imports

China'S Imports »

Source: China'S Imports : An Empirical Analysis Using Johansen'S Cointegration Approach

Volume/Issue: 1994/145

Series: IMF Working Papers

Author(s): Mingwei Yuan , and Kalpana Kochhar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1994

ISBN: 9781451856484

Keywords: China, Imports, foreign exchange, cointegration, foreign exchange reserves, statistics, forecasting

In this paper, the behavior of China's imports during the period 1980-92 is studied. The estimation of cointegration and error correction mechanisms enables the separation of the long-run and short-run determinants...

Spillovers from China onto Sub-Saharan Africa

Spillovers from China onto Sub-Saharan Africa »

Source: Spillovers from China onto Sub-Saharan Africa : Insights from the Flexible System of Global Models (FSGM)

Volume/Issue: 2015/221

Series: IMF Working Papers

Author(s): Derek Anderson , Jorge Canales Kriljenko , Paulo Drummond , Pedro Espaillat , and Dirk Muir

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 October 2015

ISBN: 9781513557885

Keywords: macroeconomic interdepedence, trade, investment, exports, economy, Forecasting and Simulation, Monetary Policy (Targets, Instruments, and Effects), Open Economy Macroeconomics

What is the impact of economic spillovers from China on sub-Saharan Africa (SSA)? This is an increasingly important question because of China's growing economic role as a partner of SSA countriesfor both trade and...