Search Results - subject:"Probabilities"

Fiscal Sustainability and the Fiscal Reaction Function for South Africa

Jooste, Charl; Cuevas, Alfredo; Stuart, Ian C.; Burger, … - International Monetary Fund (IMF) - 2011

How does the South African government react to changes in its debt position? In investigating the question, this paper estimates fiscal reaction functions using various methods (OLS, VAR, TAR, GMM, State-Space modelling and VECM). The paper finds that since 1946 the South African government has...

Persistent link: https://www.econbiz.de/10009019588

Oil Spill(over)s; Linkages in Petroleum Product Pricing Policies in West African Countries

Harrak, Mohamed El; David, Antonio; Ocampos, Lorraine; … - International Monetary Fund (IMF) - 2011

This paper addresses a number of issues regarding petroleum product pricing in Western Africaemphasizing international spillovers. We use panel unit root rests and long-run modeling based on vector error correction models to assess links and convergence in petroleum product prices across...

Persistent link: https://www.econbiz.de/10009019589

Ghana; Will it Be Gifted or Will it Be Cursed?

Aydin, Burcu - International Monetary Fund (IMF) - 2011

Will Ghanaâ€™s oil production from 2011 accelerate progress toward middle-income status, or will it retard gains in living standards through a possible "resource curse"? This paper examines the likelihood of "resource curse" effects, drawing on a dataset of 150 low and middle income...

Persistent link: https://www.econbiz.de/10009019601

United Kingdom; Vulnerabilities of Household and Corporate Balance Sheets and Risks for the Financial Sector Technical Note

International Monetary Fund (IMF); International … - 2011

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discussions with government officials, is published at the option of the member country.

Persistent link: https://www.econbiz.de/10011243689

Sweden; Financial Sector Assessment Program Update: Technical Note on Contingent Claims Analysis Approach to Measure Risk and Stress Test the Swedish Banking Sector

International Monetary Fund (IMF); International … - 2011

This paper describes the application of contingent claims analysis (CCA) and systemic CCA to the top four commercial banks in Sweden. The balance sheet stress tests for four major banks were complemented with tests based on the CCA framework, a risk-adjusted balance sheet relating bank asset...

Persistent link: https://www.econbiz.de/10011245016

Modelling the age dynamics of chronic health conditions : life-table-consistent transition probabilities and their application

Denton, Frank T.; Spencer, Byron G. - 2011

population - the probabilities of acquiring the conditions, of moving from one chronic conditions state to another, and of dying …. One can simulate the life path of a cohort under the initial probabilities, and again under altered probabilities to … explore the effects of eliminating a particular condition or reducing its mortality probabilities. We report the results of …

Persistent link: https://www.econbiz.de/10009380130

Early Warning Systems; A Survey and a Regime-Switching Approach

Abiad, Abdul - International Monetary Fund (IMF) - 2003

Previous early-warning systems (EWSs) for currency crises have relied on models that require a priori dating of crises. This paper proposes an alternative EWS, based on a Markov-switching model, which identifies and characterizes crisis periods endogenously; this also allows the model to utilize...

Persistent link: https://www.econbiz.de/10005769232

Earthquake shaking probabilities for communities on Vancouver Island, British Columbia, Canada

Seemann, Mark; Onur, Tuna; Cloutier-Fisher, Denise - In: Natural Hazards 58 (2011) 3, pp. 1253-1273

provides crustal, sub-crustal and subduction interface earthquake shaking probabilities, expressed as simple percentages for … shaking on Vancouver Island as the probabilities of exceeding each of three shaking intensity thresholds (“widely felt”; onset …

Persistent link: https://www.econbiz.de/10010996943

Asymptotically stable dynamic risk assessments

Eisele, Karl-Theodor; Kupper, Michael - In: Statistics & Risk Modeling 33 (2016) 1-2, pp. 41-50

probabilities that are supported on a finite time interval. For time-consistent risk assessments we give conditions on their …

Persistent link: https://www.econbiz.de/10014621212

Econometrics and equilibrium models

Boland, Lawrence A. - In: Review of political economy 28 (2016) 3, pp. 438-447

Persistent link: https://www.econbiz.de/10011526385