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Capital Account Liberalization and Inequality1

Capital Account Liberalization and Inequality1 »

Source: Capital Account Liberalization and Inequality

Volume/Issue: 2015/243

Series: IMF Working Papers

Author(s): Davide Furceri , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 November 2015

ISBN: 9781513531083

Keywords: Inequality, Capital Account Openness, Crises, Institutions, capital account, liberalization, capital account liberalization, standard deviations, Macroeconomic Analyses of Economic Development, All Countries

This paper examines the distributional impact of capital account liberalization. Using panel data for 149 countries from 1970 to 2010, we find that, on average, capital account liberalization reforms increase inequ...

Global Volatility and Forex Returns in East Asia1

Global Volatility and Forex Returns in East Asia1 »

Source: Global Volatility and Forex Returns in East Asia

Volume/Issue: 2008/208

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870664

Keywords: Forex returns, GARCH models, volatility, exchange rate, standard deviation, statistics, heteroscedasticity,

During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models sugge...

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns »

Volume/Issue: 2005/52

Series: IMF Working Papers

Author(s): Marco Del Negro , and Robin Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

DOI: http://dx.doi.org/10.5089/9781451860719.001

ISBN: 9781451860719

Keywords: Diversification, risk, stock returns, standard deviation, equation, standard deviations, correlation,

We estimate a latent factor model that decomposes international stock returns into global, country-, and industry-specific shocks and allows for stock-specific exposures to these shocks. We find that across stocks...

Capital Account Liberalization and Inequality

Capital Account Liberalization and Inequality »

Volume/Issue: 2015/243

Series: IMF Working Papers

Author(s): Davide Furceri , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 November 2015

DOI: http://dx.doi.org/10.5089/9781513531083.001

ISBN: 9781513531083

Keywords: Inequality, Capital Account Openness, Crises, Institutions, capital account, liberalization, capital account liberalization, standard deviations, Macroeconomic Analyses of Economic Development, All Countries

This paper examines the distributional impact of capital account liberalization. Using panel data for 149 countries from 1970 to 2010, we find that, on average, capital account liberalization reforms increase inequ...

Global Volatility and Forex Returns in East Asia

Global Volatility and Forex Returns in East Asia »

Volume/Issue: 2008/208

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

DOI: http://dx.doi.org/10.5089/9781451870664.001

ISBN: 9781451870664

Keywords: Forex returns, GARCH models, volatility, exchange rate, standard deviation, statistics, heteroscedasticity,

During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models sugge...

Inequality, Transfers and Growth
			: New Evidence From the Economic Transition in Poland

Inequality, Transfers and Growth : New Evidence From the Economic Transition in Poland »

Volume/Issue: 2000/117

Series: IMF Working Papers

Author(s): Eswar Prasad , and Michael Keane

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2000

DOI: http://dx.doi.org/10.5089/9781451854008.001

ISBN: 9781451854008

Keywords: Income and earnings inequality, social transfers, redistribution, political economic of reforms, survey, household income, income inequality, sampling, standard deviation

This paper challenges the conventional wisdom that inequality in Poland increased markedly during the economic transition. Income and consumption inequality actually declined in 1990-92 and rose only moderately abo...

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables »

Volume/Issue: 2007/145

Series: IMF Working Papers

Author(s): J. Polak , Joydeep Roy , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

DOI: http://dx.doi.org/10.5089/9781451867091.001

ISBN: 9781451867091

Keywords: Foreign aid, interaction variables, growth, poverty reduction, paper, surveys, equation, correlation, standard deviation, And Poverty Reduction,

Regressions in a number of recent papers written by staff members of the World Bank and the IMF rely on an interaction variable (IAV) to establish the effects of foreign aid on economic growth or the reduction of p...

The New Economy and Global Stock Returns

The New Economy and Global Stock Returns »

Volume/Issue: 2000/216

Series: IMF Working Papers

Author(s): Luis Catão , and Robin Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451875089.001

ISBN: 9781451875089

Keywords: portfolio diversification, international financial integration, new economy, stock returns, stock market, equity markets, standard deviations, standard deviation

This paper revisits the relative importance of global versus country-specific factors underlying stock returns. It constructs a new firm level data set covering emerging and developed markets and estimates a simple...

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns1

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns1 »

Source: A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

Volume/Issue: 2005/52

Series: IMF Working Papers

Author(s): Marco Del Negro , and Robin Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

ISBN: 9781451860719

Keywords: Diversification, risk, stock returns, standard deviation, equation, standard deviations, correlation,

We estimate a latent factor model that decomposes international stock returns into global, country-, and industry-specific shocks and allows for stock-specific exposures to these shocks. We find that across stocks...

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables

Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables »

Source: Measuring the Effect of Foreign Aidon Growth and Poverty Reduction or the Pitfalls of Interaction Variables

Volume/Issue: 2007/145

Series: IMF Working Papers

Author(s): J. Polak , Joydeep Roy , and Catherine Pattillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451867091

Keywords: Foreign aid, interaction variables, growth, poverty reduction, paper, surveys, equation, correlation, standard deviation, And Poverty Reduction,

Regressions in a number of recent papers written by staff members of the World Bank and the IMF rely on an interaction variable (IAV) to establish the effects of foreign aid on economic growth or the reduction of p...