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Urban and Rural Household Savings in China

Urban and Rural Household Savings in China »

Source: Urban and Rural Household Savings in China

Volume/Issue: 1988/25

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 March 1988

ISBN: 9781451920703

Keywords: permanent income, equation, equations, time series, current income

Household savings behavior in China during the past 30 years has been studied by using econometric models with the time-varying-parameter technique. The rural sector and the urban sector are investigated separately...

Monetary Policy and the Price Behavior in Emerging Stock Markets

Monetary Policy and the Price Behavior in Emerging Stock Markets »

Source: Monetary Policy and the Price Behavior in Emerging Stock Markets

Volume/Issue: 1991/27

Series: IMF Working Papers

Author(s): Peter Cornelius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1991

ISBN: 9781451844429

Keywords: stock prices, stock markets, emerging stock markets, time series, stock market

This paper examines whether the six largest and most active emerging stock markets are informationally efficient with respect to changes in the money supply. To investigate if stock prices fully reflect the informa...

Testing the Prebisch-Singer Hypothesis since 1650

Testing the Prebisch-Singer Hypothesis since 1650 »

Source: Testing the Prebisch-Singer Hypothesis since 1650 : Evidence from Panel Techniques that Allow for Multiple Breaks

Volume/Issue: 2013/180

Series: IMF Working Papers

Author(s): Rabah Arezki , Kaddour Hadri , Prakash Loungani , and Yao Rao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 August 2013

ISBN: 9781484341155

Keywords: Primary, commodities, Unit, root tests, Multiple, Structural breaks, Volatility, commodity markets, price fluctuations, transport costs

In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting a...

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy*

The Differential Effects of Oil Demand and Supply Shocks on the Global Economy* »

Source: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy

Volume/Issue: 2012/253

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , Mehdi Raissi , and Maziar Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2012

ISBN: 9781475597158

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, international business cycle, oil-demand and oil-supply shocks, oil exporters, exporters, oil prices, exporting countries, Time-Series Models

We employ a set of sign restrictions on the generalized impulse responses of a Global VAR model, estimated for 38 countries/regions over the period 1979Q2-2011Q2, to discriminate between supply-driven and demand-dr...

Measuring Oil-Price Shocks Using Market-Based Information1

Measuring Oil-Price Shocks Using Market-Based Information1 »

Source: Measuring Oil-Price Shocks Using Market-Based Information

Volume/Issue: 2012/19

Series: IMF Working Papers

Author(s): Tao Wu , and Michele Cavallo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931810

Keywords: Oil Shocks, Market-Based Information, VAR Identification, oil market, opec, equation, oil demand, Multiple or Simultaneous Equation Models: Time-Series Models, Methodology for Collecting, Estimating

We study the effects of oil-price shocks on the U.S. economy combining narrative and quantitative approaches. After examining daily oil-related events since 1984, we classify them into various event types. We then...

After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean

After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean »

Source: After the Boom-Commodity Prices and Economic Growth in Latin America and the Caribbean

Volume/Issue: 2014/154

Series: IMF Working Papers

Author(s): Bertrand Gruss

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 August 2014

ISBN: 9781498363518

Keywords: Global VAR (GVAR), commodity prices, output growth, Latin America, commodity exporters, exporters, commodity exports, Time-Series Models, Open Economy Macroeconomics, Economic Growth of Open Economies

After skyrocketing over the past decade, commodity prices have remained stable or eased somewhat since mid-2011-and most projections suggest they are not likely to resume the upward trend observed in the last decad...

China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?1

China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?1 »

Source: China's Slowdown and Global Financial Market Volatility : Is World Growth Losing Out?

Volume/Issue: 2016/63

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2016

ISBN: 9781513590455

Keywords: China&;amp;#x2019;s slowdown, global financial market volatility, international business cycle, Global VAR, volatility, market volatility, financial market, trade, global financial market, Time-Series Models

China's GDP growth slowdown and a surge in global financial market volatility could both adversely affect an already weak global economic recovery. To quantify the global macroeconomic consequences of these shocks,...

Peaks, Spikes, and Barrels

Peaks, Spikes, and Barrels »

Source: Peaks, Spikes, and Barrels : Modeling Sharp Movements in Oil Prices

Volume/Issue: 2010/186

Series: IMF Working Papers

Author(s): Malika Pant , Martin Mühleisen , and Alun Thomas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2010

ISBN: 9781455202201

Keywords: oil price, consumption demand, asset demand, speculation, oil prices, opec, oil imports, oil supply, crude oil, Prices

Global oil markets were roiled by sharp price swings in 2008, and economists are still divided over the reasons for the unusual volatility. Those emphasizing fundamentals point to inelastic supply and demand curves...

What Drives Credit Growth in Emerging Asia?

What Drives Credit Growth in Emerging Asia? »

Source: What Drives Credit Growth in Emerging Asia?

Volume/Issue: 2012/43

Series: IMF Working Papers

Author(s): Fei Han , and Selim Elekdag

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781463936440

Keywords: rapid credit growth, emerging Asia, SVAR, Bayesian estimation, sign restrictions, aggregate demand, domestic monetary policy, inflation, financial stability, What Drives Credit Growth in Emerging Asia?

This paper seeks to uncover the main drivers of credit growth in emerging Asia using a multi-country structural vector autoregressive (SVAR) model. Taking a novel approach, we developed a two-block SVAR whereby sho...

The Global Impact of the Systemic Economies and MENA Business Cycles*

The Global Impact of the Systemic Economies and MENA Business Cycles* »

Source: The Global Impact of the Systemic Economies and MENA Business Cycles

Volume/Issue: 2012/255

Series: IMF Working Papers

Author(s): Paul Cashin , Kamiar Mohaddes , and Mehdi Raissi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 October 2012

ISBN: 9781475581645

Keywords: Global VAR (GVAR), global macroeconomic modeling, impulse responses, macroeconomic shocks, international business cycle, oil exporters, exporters, oil prices, oil exports, reer

This paper analyzes spillovers from macroeconomic shocks in systemic economies (China, the Euro Area, and the United States) to the Middle East and North Africa (MENA) region as well as outward spillovers from a GD...