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Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China

Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China »

Source: Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China

Volume/Issue: 2012/81

Series: IMF Working Papers

Author(s): Papa N'Diaye , and Ashvin Ahuja

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502336

Keywords: Macroeconomic Interdependence, Growth, Global VAR, Applied General Equilibrium Model, Simulation, financial system, lending, portfolio, financial distress, Multiple or Simultaneous Equation Models: Time-Series Models

Hong Kong SAR was hit hard by the global financial crisis, which started out in the U.S. and spilled over to the rest of the world. Three years later, vulnerabilities in the euro area's financial system and concern...

Policy Analysis and Forecasting in the  World Economy

Policy Analysis and Forecasting in the World Economy »

Source: Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...

Monetary Policy Analysis and Forecasting in the Group of Twenty

Monetary Policy Analysis and Forecasting in the Group of Twenty »

Source: Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach

Volume/Issue: 2010/152

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201358

Keywords: Monetary policy analysis, Panel unobserved components model, Bayesian conditioning on judgment, inflation, monetary conditions, nominal interest rate, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation, Forecasting and Other Model Applications

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structu...

Low-Income Countries' BRIC Linkage

Low-Income Countries' BRIC Linkage »

Source: Low-Income Countries' BRIC Linkage : Are there Growth Spillovers?

Volume/Issue: 2011/267

Series: IMF Working Papers

Author(s): Issouf Samaké , and Yongzheng Yang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2011

ISBN: 9781463924669

Keywords: low-income countries, BRICs, Global VAR, Structural VAR, exporters, commodity prices, oil exporters, commodity exporters, oil prices, Multiple or Simultaneous Equation Models: Time-Series Models

Trade and financial ties between low-income countries (LICs) and Brazil, Russia, India, and China (BRICs) have expanded rapidly in recent years. This gives rise to the potential for growth to spill over from the la...

Real Effective Exchange Rate and the Constant Elasticity of Substitution Assumption

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

DOI: http://dx.doi.org/10.5089/9781451855043.001

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...

Urban and Rural Household Savings in China

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

DOI: http://dx.doi.org/10.5089/9781451920703.001

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...

Saving Trends in Southeast Asia
			: A Cross-Country Analysis

Saving Trends in Southeast Asia : A Cross-Country Analysis »

Volume/Issue: 1995/39

Series: IMF Working Papers

Author(s): Hamid Faruqee , and Aasim Husain

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1995

DOI: http://dx.doi.org/10.5089/9781451845778.001

ISBN: 9781451845778

Keywords: cointegration, private saving, provident fund, statistic, equation

This paper investigates the long-run pattern of private saving in Indonesia, Malaysia, Singapore, and Thailand. These countries have not only maintained saving levels that are currently among the highest in the wor...

What Happened to Asian Exports During the Crisis?

What Happened to Asian Exports During the Crisis? »

Volume/Issue: 2000/200

Series: IMF Working Papers

Author(s): Antonio Spilimbergo , and Rupa Duttagupta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451860153.001

ISBN: 9781451860153

Keywords: Cointegration, Competitive Depreciation, Export Demand and Supply, East Asia, export prices, equations, equation, asian exports

After the large exchange rate depreciations following the 1997 East Asian crisis, export volumes from East Asian countries responded with a notable lag. Two main explanations for this lag have been proposed: that t...

China's Changing Trade Elasticities

China's Changing Trade Elasticities »

Volume/Issue: 2007/266

Series: IMF Working Papers

Author(s): Jahangir Aziz , and Xiangming Li

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

DOI: http://dx.doi.org/10.5089/9781451868296.001

ISBN: 9781451868296

Keywords: elasticity, exchange rate, trade balance, standard error, equation, equations, statistic, probability,

China's sectoral trade composition, product quality mix, and import content of processing exports have all changed substantially during the past decade. This has rendered trade elasticities estimated using aggregat...

Broad Money Demand and Asset Substitution in China

Broad Money Demand and Asset Substitution in China »

Volume/Issue: 2009/131

Series: IMF Working Papers

Author(s): Ge Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

DOI: http://dx.doi.org/10.5089/9781451872781.001

ISBN: 9781451872781

Keywords: asset substitution, exchange rate, interest rate, equation, statistics, cointegration, inflation,

Recent changes to China's financial system, in particular ongoing interest rate liberalization, gradual movement toward a more flexible exchange rate regime, and rapid development of capital markets, have changed s...