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1. |
Title:
Capital Market Integration: Progress Ahead of the East African Community Monetary Union
Author/Editor: Yabara, Masafumi
Series: Working Paper No. 12/18
Published: January 1, 2012
Subject(s): Bond markets | Capital account liberalization | Capital markets | East Africa | Economic integration | Monetary unions | Stock markets
Author's keyword(s):
East African Community
| regional integration
| monetary union
| capital market
| equity
| stock
| debt
| bond
| beta convergence
| sigma convergence
| cointegration
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2. |
Title:
Can International Macroeconomic Models Explain Low-Frequency Movements of Real Exchange Rates?
Author/Editor: Rabanal, Pau ; Rubio-Ramirez, Juan F.
Series: Working Paper No. 12/13
Published: January 1, 2012
Subject(s): Business cycles | Economic models | Real effective exchange rates
Author's keyword(s):
International Business Cycles
| Spectrum
| Real Exchange Rates
| Cointegration.
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3. |
Title:
Modeling Inflation in Chad
Author/Editor: Kinda, Tidiane
Series: Working Paper No. 11/57
Published: March 1, 2011
Subject(s): Chad | Consumer price indexes | Demand | Demand for money | Economic models | Government expenditures | Inflation
Author's keyword(s):
Inflation
| Rainfall
| External shocks
| Public spending
| Cointegration
| Single-equation model
| Structural VAR.
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4. |
Title:
What Drives House Prices in Australia? A Cross-Country Approach
Author/Editor: Tumbarello, Patrizia ; Wang, Shengzu
Series: Working Paper No. 10/291
Published: December 1, 2010
Subject(s): Australia | Capital inflows | Cross country analysis | Economic models | Housing prices | Terms of trade
Author's keyword(s):
House prices
| cointegration
| VECM
| event analysis
| capital inflows
| terms of trade
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5. |
Title:
Investment - Specific Technology Shocks and International Business Cycles: An Empirical Assessment
Author/Editor: Rabanal, Pau ; Mandelman, Federico ; Rubio-Ramirez, Juan F. ; Vilan, Diego
Series: Working Paper No. 10/207
Published: September 1, 2010
Subject(s): Business cycles | Consumption | Cross country analysis | Demand | Economic models | External shocks | International trade | Investment | Productivity | United States
Author's keyword(s):
International Business Cycles
| Cointegration
| Investment-Specific Technology Shocks
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6. |
Title:
Cross-country Consumption Risk Sharing, a Long-run Perspective
Author/Editor: Qiao, Zhaogang
Series: Working Paper No. 10/64
Published: March 1, 2010
Subject(s): Consumption | Cross country analysis | Economic integration | Economic models | Emerging markets | Financial risk | OECD | Time series
Author's keyword(s):
Consumption risk sharing; Intertemporal smoothing; Nonstationary panel analysis; Cointegration
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7. |
Title:
Inflation in Tajikistan: Forecasting Analysis and Monetary Policy Challenges
Author/Editor: Alturki, Fahad ; Vtyurina, Svetlana
Series: Working Paper No. 10/17
Published: January 1, 2010
Subject(s): Banking sector | Credit | Demand for money | Dollarization | Economic forecasting | Economic models | Exchange rates | Inflation | Interest rates | Monetary policy | Money supply | Reserve requirements | Tajikistan
Author's keyword(s):
monetary policy
| money demand
| inflation
| dollarization
| cointegration
| error correction model
| forecasting
| autoregressive moving average model
| Tajikistan
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8. |
Title:
Cointegrated TFP Processes and International Business Cycles
Author/Editor: Rabanal, Pau ; Rubio-Ramirez, Juan F. ; Tuesta, Vicente
Series: Working Paper No. 09/212
Published: September 1, 2009
Subject(s): Business cycles | Consumer goods | Demand | Economic models | Exchange rates | External shocks | Industrial production | International trade | Price elasticity | Prices | Private consumption | Productivity | Real effective exchange rates | Spillovers
Author's keyword(s):
International Business Cycles
| Real Exchange Rates
| Cointegration
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9. |
Title:
Frugality: Are We Fretting Too Much? Household Saving and Assets in the United States
Author/Editor: Abdih, Yasser ; Tanner, Evan
Series: Working Paper No. 09/197
Published: September 1, 2009
Subject(s): Asset prices | Economic models | Financial crisis | Household credit | Income | Investment | Private investment | Private savings | Private sector | Savings | Time series | United States
Author's keyword(s):
Saving
| net worth
| cointegration
| transversality
| paradox of thrift
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10. |
Title:
The Gambia: Demand for Broad Money and Implications for Monetary Policy Conduct
Author/Editor: Sriram, Subramanian S.
Series: Working Paper No. 09/192
Published: September 1, 2009
Subject(s): Central bank policy | Commercial banks | Demand for money | Economic growth | Economic models | Financial sector | Gambia, The | Inflation targeting | Interest rates on deposits | Liquidity | Monetary policy | Price stabilization | Sub-Saharan Africa | Time series
Author's keyword(s):
Broad money
| cointegration
| error-correction
| inflation targeter lite
| inflation tergeting
| M2
| monetary policy
| money demand
| sub-Saharan Africa
| The Gambia
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11. |
Title:
The Impact of Public Capital, Human Capital, and Knowledge on Aggregate Output
Author/Editor: Abdih, Yasser ; Joutz, Frederick L.
Series: Working Paper No. 08/218
Published: September 1, 2008
Subject(s): Human capital | Public finance | Private sector | Capital | Labor productivity | Economic growth | Economic models | Economic policy
Author's keyword(s):
Public capital
| human capital
| knowledge
| economic growth
| cointegration.
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12. |
Title:
Modeling Inflation for Mali
Author/Editor: Diouf, Mame Astou
Series: Working Paper No. 07/295
Published: December 1, 2007
Subject(s): Inflation | Mali | Real effective exchange rates | Demand for money
Author's keyword(s):
Mali
| inflation
| money demand
| real exchange rate
| food supply
| cointegration
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13. |
Title:
Testing for Purchasing Power Parity in Cointegrated Panels
Author/Editor: Carlsson, Mikael ; Lyhagen, Johan ; Österholm, Pär
Series: Working Paper No. 07/287
Published: December 1, 2007
Subject(s): Purchasing power parity
Author's keyword(s):
Panel cointegration
| maximum likelihood
| fully modified OLS
| dynamic OLS
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14. |
Title:
Estimation of Equilibrium Exchange Rates in the WAEMU: A Robustness Approach
Author/Editor: Roudet, Stéphane ; Saxegaard, Magnus ; Tsangarides, Charalambos G.
Series: Working Paper No. 07/194
Published: August 1, 2007
Subject(s): West African Economic and Monetary Union | Exchange rates | Real effective exchange rates
Author's keyword(s):
Equilibrium real exghange rate
| FEER
| cointegration
| panel
| WAEMU.
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15. |
Title:
Go Long or Short in Pyramids? News from the Egyptian Stock Market
Author/Editor: Billmeier, Andreas ; Massa, Isabella
Series: Working Paper No. 07/179
Published: July 1, 2007
Subject(s): Stock markets | Egypt | Financial integration | Stock prices
Author's keyword(s):
Egypt
| stock market
| CASE
| integration
| cointegration
| market capitalization
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16. |
Title:
Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
Author/Editor: Hjalmarsson, Erik ; Österholm, Pär
Series: Working Paper No. 07/141
Published: June 1, 2007
Subject(s): Financial integration | Economic models
Author's keyword(s):
Cointegration
| Near-unit-roots
| Spurious rejection
| Monte Carlo simulations
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17. |
Title:
Sources of Inflation in Sub-Saharan Africa
Author/Editor: Barnichon, Régis ; Peiris, Shanaka J.
Series: Working Paper No. 07/32
Published: February 1, 2007
Subject(s): Inflation | Sub-Saharan Africa | Demand for money | Production | Accounting | Economic models
Author's keyword(s):
Inflation
| Phillips curve
| money demand
| panel cointegration
| growth accounting
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18. |
Title:
FEER for the CFA Franc
Author/Editor: Abdih, Yasser ; Tsangarides, Charalambos G.
Series: Working Paper No. 06/236
Published: October 1, 2006
Subject(s): Exchange rates | Africa | Monetary unions | Economic models
Author's keyword(s):
Equilibrium real exchange rate
| FEER
| cointegration
| WAEMU
| CEMAC
|
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19. |
Title:
Barriers to Retail Competition and Prices: Evidence from Spain
Author/Editor: Hoffmaister, Alexander W.
Series: Working Paper No. 06/231
Published: October 1, 2006
Subject(s): Competition | Spain | Prices | Markets | Economic models
Author's keyword(s):
Barriers to entry
| Cournot-Nash model
| regulation in goods markets
| and panel cointegration
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20. |
Title:
Economic Growth and Total Factor Productivity in Niger
Author/Editor: Nachega, Jean-Claude ; Fontaine, Thomson
Series: Working Paper No. 06/208
Published: September 1, 2006
Subject(s): Economic growth | Niger
Author's keyword(s):
Niger
| sources of growth
| total factor productivity
| cointegration
|
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