IMF Finances

IMF Quotas -- A Factsheet

External Review of Quota Formulas: Quantification
April 12, 2001

Report to the IMF Executive Board of the Quota Formula Review Group

Report to the IMF Executive Board of the Quota Formula Review Group - Annex

Report to the IMF Executive Board of the Quota Formula Review Group - Statistical Appendix - Part B

Staff Commentary on the External Review of the Quota Formulas

Report to the IMF Executive Board of the Quota Formula Review Group

Statistical Appendix — Part A

May 1, 2000

Download the full document (Statistical Appendix, Part A) - 1,977k pdf file

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Contents

110k
pdf file 		 I.   Existing and Alternative Data Sets for Use in Quota Formulas
  • Introduction
  • Eleventh Review of Quotas
  • Measures of Output and Population
  • Measures of Reserves and Current Account Data
  • Variability Measures, Capital Flows, and Debt
  • Qualitative and Dummy Variables
69k
pdf file 		 II.   Estimation Results of Statistical Quota Formulas
  • List of Regression Equations
163k
pdf file 		 III.   Chow and Wald Tests for the Stability of Coefficient Estimates
  • Chow Tests
  • Wald Tests: Tests of Structural Change with Unequal Variances
135k
pdf file 		 IV.   Nested Formulas with Vulnerability and Strength Variables
  • Davidson-MacKinnon J Test
  • Nested Models With Vulnerability and Strength Variables
152k
pdf file 		 V.   Hypothetical Quota Calculations for Past Quota Reviews According to the Relative Size of the Equiproportional and Selective Elements

Tables

133k
pdf file 

 I.1  Eleventh Review Quotas
165k
pdf file 

 I.2  Measures of Output
151k
pdf file 

 I.3  Measures of Output and Population
116k
pdf file 

 I.4  Measures of Reserves
153k
pdf file 

 I.5  Current Account Data
143k
pdf file 

 I.6  Variability Measures
142k
pdf file 

 I.7  Capital Flows and Debt
81k
pdf file 

 I.8  Qualitative Variables
12k
pdf file 

 I.9  Correlation of Variables
100k
pdf file 

 II.1  Summary Statistics on Equations Fitted to Actual Quotas
61k
pdf file 

 II.2  Relative Contribution of Variables to Calculated Quotas
56k
pdf file 		 II.3  Estimated Quota Shares by WEO Classification
13k
pdf file 		 III.1.1  Chow Tests (Rolling)
  III.1.2  Chow Tests (Cumulative)

20k
pdf file 		 III.2.1  Tests for Equality of Variances of Error Terms (F-test)
  III.2.2  Wald Test
  III.2.3  Chow Tests
    
19k
pdf file 		 IV.  Comparison of Coefficients from Nested Models and Ordinary Least Squares to Estimate the Relative Weights of Strength and Vulnerability Variables
    
112k
pdf file 		 V.1  Summary of Simulated Quota Shares from Sixth Through Eleventh Reviews