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  1. Robust ranking of multivariate GARCH models by problem dimension
    Published: [2012]
    Publisher:  Dept. of Economics and Finance, University of Canterbury, Christchurch, N.Z

    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    VS 92 (2012,6)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, University of Canterbury ; 2012,06
    Subjects: ARCH-Modell; Prognoseverfahren; Modellierung; Robustes Verfahren; Multivariate Analyse; GARCH model; Economic forecasting; Econometric models; Multivariate analysis; Analysis of covariance
    Scope: Online-Ressource (1 electronic document (31 p., 861,36 Kb))
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on May 22, 2012)

    "April 2012"--Added t.p

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 28-31)

  2. Information rigidity and the expectations formation process
    a simple framework and new facts
    Published: 2012
    Publisher:  Internat. Monetary Fund, Washington, DC

    We propose a new approach to test the full-information rational expectations hypothesis which can identify whether rejections of the null arise from information rigidities. This approach quantifies the economic significance of departures from the... more

    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Hochschulbibliothek Friedensau
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    We propose a new approach to test the full-information rational expectations hypothesis which can identify whether rejections of the null arise from information rigidities. This approach quantifies the economic significance of departures from the null and the underlying degree of information rigidity. Applying this approach to U.S. and international data of professional forecasters and other agents yields pervasive evidence consistent with the presence of information rigidities. These results therefore provide a set of stylized facts which can be used to calibrate imperfect information models

     

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    Volltext (lizenzpflichtig)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781475519242
    Series: IMF working paper ; 12/296
    IMF Working Papers
    Subjects: Wirtschaftsprognose; Rationale Erwartung; Unvollkommene Information; Inflationssteuerung; Economics; Economic forecasting; Economics -- Research; Electronic books
    Scope: Online-Ressource, graph. Darst.
    Notes:

    "December 2013

    "Research Department

    Includes bibliographical references

    Electronic reproduction; Available via World Wide Web

    Cover; Contents; I. Introduction; II. Forecast Errors, Forecast Revisions and Information Rigidities; A. Sticky-Information Model; B. Noisy-Information Model; C. A New Approach for Assessing the Nature of the Expectations Formation Process; D. Extensions and Alternative Interpretations; Heterogeneity in Signal-Noise Ratios; Forecast Smoothing; III. Information Rigidities across Agent Types, Macroeconomic Variables, and Countries; A. Information Rigidity across Agents; B. Information Rigidity across Variables and Horizons; C. Information Rigidity across Countries

    D. Cross-Sectional Variation and the Determinants of Information RigidityIV. State-Dependence in Information Rigidities; A. Information Rigidities and the Great Moderation; B. Information Rigidities over the Business Cycle; C. Information Rigidities after Large Visible Shocks; V. Concluding Remarks; References; Tables; 1. Tests of the Inflation Expectations Process; 2. Testing for Higher Order Dynamics; 3. Tests of Alternative Interpretations of Forecast Error Predictability; 4. Information Rigidity in Inflation Forecasts by Forecaster Types

    5. The Macroeconomic Determinants of Information Rigidities6. Forecast Revisions after the 9/11 Attacks; Figures; 1. Estimates of Information Rigidity by Horizon and Macroeconomic Variable; 2. International Evidence on Information Rigidities; 3. Information Rigidity and the Great Moderation; 4. Information Rigidity during a Business Cycle; 5. Forecasts of U.S. Production before and After the September 11[Sup(th)], 2001 Attacks; Appendices; A. Bias in OLS Estimates under Common Noise; B. Noisy-Information Model under Generalized Dynamics

    C. Noisy-Information Model with Heterogeneous Signal-Noise RatiosD. Noisy-Information Model with Heterogeneous Priors about Long-Run Means; E. Heterogeneity in Loss Aversion; F: Dynamic Forecast Smoothing; Appendix Tables; 7. Properties of Inflation Forecasts; 8. Pooled Estimates of the Expectations Formation Process; Appendix Figures; 6. Inflation Forecasts from Professional Forecasters, Consumers and Financial Markets; 7. Noise-Signal Ratios and Estimated Coefficients on Forecast Revisions

  3. Accelerating and sustaining growth
    economic and political lessons
    Published: 2012; ©2012
    Publisher:  Internat. Monetary Fund, Washington, DC

    The paper reviews and draws lessons from the experience of fast growing economies including a sub-set of these termed High Growth Economies (HGEs) with a decadal rate of over 7 per cent. It then reviews the history of the Indian growth acceleration... more

    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
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    früher: EBS Universität für Wirtschaft und Recht, Learning Center, Standort Wiesbaden, Fachbibliothek Rechtswissenschaften
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    The paper reviews and draws lessons from the experience of fast growing economies including a sub-set of these termed High Growth Economies (HGEs) with a decadal rate of over 7 per cent. It then reviews the history of the Indian growth acceleration following the reforms of the 1990s and its future prospects given the recent slowdown. It analysis the potential dangers and reasons for India's growth slowdown and proposes policy reforms for sustaining fast growth

     

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    Volltext (lizenzpflichtig)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781475505337; 9781475556292
    Series: IMF working paper ; 12/185
    IMF Working Papers
    Subjects: Wirtschaftswachstum; Wachstumspolitik; Indien; Economic development; Economic forecasting; Economic development; Economic forecasting; Electronic books
    Scope: Online-Ressource (PDF-Datei: 45 S., 1,571 KB), graph. Darst.
    Notes:

    Includes bibliographical references

    Electronic reproduction; Available via World Wide Web

    Cover; Contents; 1. Introduction; 2. Fast Growing Economies; 2.1 Definitions and Un-sustainability; 2.2 High Growth Economies (HGEs); Tables; 1. Decade Average per Capita GDP growth - Cross correlation; Charts; 1. Economies whose fast growth was due to Recovery from Past Collapse; 2. High Growth Economies (1961 to 2011); 2.3 Potential High Growth Economies (pHGEs); 3. Economies which showed Fast growth because of Recovery from Past Collapse; 4. Economies which showed High Growth Potential (1961-2011); 2.4 Catch up Growth and Middle Income Trap

    5. Ratio of country PcGdp PPP to USA at start and end of fast growth period6. Catch-up Growth-Middle Income Trap (MIT); 2.5 Sustaining Growth : Lessons; 2. Fast growth period - per Capita Gdp growth and Potential Determinants; 3. Political Economy; 3.1 Institutional Responses; 3.2 Conflict Resolution; 3.3 Fiscal Lessons from Financial Crises; 4. India : Economic Reforms and Growth Transition; 4.1 J Curve : Heuristic Theory; 4.2 Phasing of Liberalization : Competition Dynamics; 4.3 Timing of Sector Liberalization; 4.4 Public-Private Mix; 4.5 Incomplete Reforms: Threat and Opportunity

    5. Domestic Enterprenur led Growth5.1 Potential Growth; Figures; 1. Potential Growth rate of Indian Economy; 2. Post 1990 Trend and J Curve; 6. Policy Reforms for Sustaining Growth; 6.1 Oil/energy; 6.2 Food Prices and Policy; 6.3 Urban Governance : Land Market; 6.4 Human Capital : Skills; 6.5 Resource Rents and Corruption; 6.6 Macro Economics; 7. Conclusion; 8. References; A2.1 Asian HGEs rate of Growth of per capita GDP; Appendices; 1. Asian Fast Growing Economies; A2.2 Asian pHGEs rate of Growth of per capital GDP; 2. China Growth; 3. Testing the J Curve Hypothesis

    A3.1 Growth Phases II and III and J curve effect on latterA4.1 Annual Rate of Growth of GDP at Market Prices (2004-5 prices); 4. Recent Trends, Cycles and Shocks; A4.2 Rate of Growth of GDP at 2004-5 market price (quarterly)

  4. Coping with high debt and sluggish growth
    Published: 2012
    Publisher:  Internat. Monetary Fund, Washington, DC

    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    10/31
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    Z oek 2500/013-2012,2
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9781616353896
    Series: World economic outlook ; 2012, Oct.
    Subjects: Economic history; Economic forecasting; Economic history
    Scope: XIX, 228 S., graph. Darst., Kt.
  5. 2052
    a global forecast for the next forty years ; a report to the Club of Rome commemorating the 40th anniversary of The limits to growth
    Published: 2012
    Publisher:  Chelsea Green Publishing, White River Junction, Vt.

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9781603584210; 9781603584678
    RVK Categories: QC 340 ; EC 1879
    Subjects: Wirtschaftsprognose; Bevölkerungsprognose; Umweltbelastung; Prognose; Steady-State-Ökonomie; Nachhaltige Entwicklung; Klimawandel; Welt; Economic history; Economic forecasting; Sozioökonomischer Wandel; Ökosystem; Prognose; Entwicklung; Tendenz
    Scope: XVI, 392 Seiten, Illustrationen
    Notes:

    Literaturangaben

  6. 2052
    a global forecast for the next forty years ; a report to the Club of Rome commemorating the 40th anniversary of The limits to growth
    Published: 2012
    Publisher:  Chelsea Green Publishing, White River Junction, Vt.

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9781603584210; 9781603584678
    RVK Categories: QC 340 ; EC 1879
    Subjects: Wirtschaftsprognose; Bevölkerungsprognose; Umweltbelastung; Prognose; Steady-State-Ökonomie; Nachhaltige Entwicklung; Klimawandel; Welt; Economic history; Economic forecasting; Sozioökonomischer Wandel; Ökosystem; Prognose; Entwicklung; Tendenz
    Scope: XVI, 392 Seiten, Illustrationen
    Notes:

    Literaturangaben