Search Results - subject:"Descriptive statistics"

Optimal designs for 3D shape analysis with spherical harmonic descriptors

Dette, Holger (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002141307

The Spatial Distribution of Economic Activities in the European Union

Combes, Pierre-Philippe; Overman, Henry - Centre for Economic Performance, LSE - 2003

occurred in the past decade, but that much work re mains to be done. Keywords: Location, European Union, descriptive … statistics, empirical studies JEL: F14, F15, R12 This paper was produced as part of the Centre’s Globalisation Programme … little, if anything, about how any of these measures should change with trade and integration so these descriptive …

Persistent link: https://www.econbiz.de/10004967718

The spatial distribution of economic activities in the European Union

Combes, Pierre-Philippe; Overman, Henry G. - London School of Economics (LSE) - 2003

This paper considers the spatial distribution of economic activities in the European Union. It has three main aims. (i) To describe the data that is available in the EU and give some idea of the rich spatial data sets that are fast becoming available at the national level. (ii) To present...

Persistent link: https://www.econbiz.de/10010745199

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

González-Hermosillo, Brenda; Martin, Vance; Dungey, Mardi - International Monetary Fund (IMF) - 2003

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also studied individually. A historical decomposition of bond spreads is used to...

Persistent link: https://www.econbiz.de/10005768985

An Intraday Pricing Model of Foreign Exchange Markets

Romeu, Rafael - International Monetary Fund (IMF) - 2003

Market makers learn about asset values as they set intraday prices and absorb portfolio flows. Absorbing these flows causes inventory imbalances. Previous work has argued that market makers change prices to manage incoming flows and offset inventory imbalances. This study argues that they have...

Persistent link: https://www.econbiz.de/10005769015

Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates

Leon, H. L.; Najarian, Serineh - International Monetary Fund (IMF) - 2003

This paper examines whether deviations from PPP are stationary in the presence of nonlinearity, and whether the adjustment toward PPP is symmetric from above and below. Using alternative nonlinear models, our results support mean reversion and asymmetric adjustment dynamics. We find differences...

Persistent link: https://www.econbiz.de/10005769039

Trade, Finance, Specialization, and Synchronization

Imbs, Jean - International Monetary Fund (IMF) - 2003

The paper investigates the determinants of business cycles synchronization across regions. It uses both international and intranational data to evaluate the linkages between trade in goods, trade in financial assets, specialization and business cycles synchronization using a system of...

Persistent link: https://www.econbiz.de/10005599637

What Determines the Implementation of IMF-Supported Programs?

Mourmouras, Alex; Ivanova, Anna; Anayotos, George C.; … - International Monetary Fund (IMF) - 2003

This paper assesses the implementation of IMF-supported programs using measures of program interruptions, compliance with conditionality, and the share of committed funds disbursed. The econometric model allows an evaluation of the importance for program implementation of political conditions in...

Persistent link: https://www.econbiz.de/10005605139

Estimating Indexes of Coincident and Leading Indicators; An Application to Jordan

Mongardini, Joannes; Saadi-Sedik, Tahsin - International Monetary Fund (IMF) - 2003

The analysis of coincident and leading indicators can help policymakers gauge the short-term direction of economic activity. While such analysis is well established in advanced economies, it has received relatively little attention in many emerging market and developing economies, reflecting in...

Persistent link: https://www.econbiz.de/10005605176

Country and Industry Dynamics in Stock Returns

Catão, Luis; Timmermann, Allan - International Monetary Fund (IMF) - 2003

A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking "pure" country and industry factors are...

Persistent link: https://www.econbiz.de/10005825967