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Energy Subsidies and Public Social Spending

Energy Subsidies and Public Social Spending »

Article

Source: Energy Subsidies and Public Social Spending : Theory and Evidence

Volume/Issue: 2015/101

Series: IMF Working Papers

Author(s): Christian Ebeke , and Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 May 2015

ISBN: 9781475580747

Keywords: Energy subsidies, Public social spending, Causality, subsidy, tax, energy subsidy, Cross-Sectional Models, Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation, Causality.,

This paper shows that high energy subsidies and low public social spending can emerge as an equilibrium outcome of a political game between the elite and the middle-class when the provision of public goods is subje...

Energy Subsidies and Public Social Spending : Theory and Evidence

Energy Subsidies and Public Social Spending : Theory and Evidence »

Journal Issue

Volume/Issue: 2015/101

Series: IMF Working Papers

Author(s): Christian Ebeke , and Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 May 2015

DOI: http://dx.doi.org/10.5089/9781475580747.001

ISBN: 9781475580747

Keywords: Energy subsidies, Public social spending, Causality, subsidy, tax, energy subsidy, Cross-Sectional Models, Single Equation Models: Single Variables: Instrumental Variables (IV) Estimation, Causality.,

This paper shows that high energy subsidies and low public social spending can emerge as an equilibrium outcome of a political game between the elite and the middle-class when the provision of public goods is subje...

Will Natural Gas Prices Decouple From Oil Prices Across the Pond?

Will Natural Gas Prices Decouple From Oil Prices Across the Pond? »

Journal Issue

Volume/Issue: 2011/143

Series: IMF Working Papers

Author(s): Reinout De Bock , and Jose Gijon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

DOI: http://dx.doi.org/10.5089/9781455266449.001

ISBN: 9781455266449

Keywords: Gas exporters, Energy economics, Vector autoregressions, gas prices, oil prices, gas exports, gas price, Multiple or Simultaneous Equation Models: Time-Series Models, International Finance Forecasting and Simulation, Open Economy Macroeconomics

We show that US natural gas prices have decoupled from oil prices following substantial institutional and technological changes. We then examine how this interrelationship has evolved in Europe using data for Alger...

Will Natural Gas Prices Decouple From Oil Prices Across the Pond?1

Will Natural Gas Prices Decouple From Oil Prices Across the Pond?1 »

Article

Source: Will Natural Gas Prices Decouple From Oil Prices Across the Pond?

Volume/Issue: 2011/143

Series: IMF Working Papers

Author(s): Reinout De Bock , and Jose Gijon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455266449

Keywords: Gas exporters, Energy economics, Vector autoregressions, gas prices, oil prices, gas exports, gas price, Multiple or Simultaneous Equation Models: Time-Series Models, International Finance Forecasting and Simulation, Open Economy Macroeconomics

We show that US natural gas prices have decoupled from oil prices following substantial institutional and technological changes. We then examine how this interrelationship has evolved in Europe using data for Alger...

Benchmark Priors Revisited

Benchmark Priors Revisited »

Article

Source: Benchmark Priors Revisited : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging

Volume/Issue: 2009/202

Series: IMF Working Papers

Author(s): Martin Feldkircher , and Stefan Zeugner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873498

Keywords: Bayesian model averaging, hyper-g prior, shrinkage factor, Zellner&;amp;#x2019;s g prior, model uncertainty, growth econometrics, noise, probabilities, statistics, bayes factor

Default prior choices fixing Zellner's g are predominant in the Bayesian Model Averaging literature, but tend to concentrate posterior mass on a tiny set of models. The paper demonstrates this supermodel effect and...

Benchmark Priors Revisited : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging

Benchmark Priors Revisited : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging »

Journal Issue

Volume/Issue: 2009/202

Series: IMF Working Papers

Author(s): Martin Feldkircher , and Stefan Zeugner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

DOI: http://dx.doi.org/10.5089/9781451873498.001

ISBN: 9781451873498

Keywords: Bayesian model averaging, hyper-g prior, shrinkage factor, Zellner&;amp;#x2019;s g prior, model uncertainty, growth econometrics, noise, probabilities, statistics, bayes factor

Default prior choices fixing Zellner's g are predominant in the Bayesian Model Averaging literature, but tend to concentrate posterior mass on a tiny set of models. The paper demonstrates this supermodel effect and...

Foreign Entanglements

Foreign Entanglements »

Article

Source: Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries

Volume/Issue: 2007/182

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Andrew Swiston

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867466

Keywords: international business cycles, vector autoregressions, correlation, equation, covariance,

VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of small industrial countries, which proxies for global shocks. U.S. and global shocks generate si...

Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries

Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries »

Journal Issue

Volume/Issue: 2007/182

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Andrew Swiston

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867466.001

ISBN: 9781451867466

Keywords: international business cycles, vector autoregressions, correlation, equation, covariance,

VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of small industrial countries, which proxies for global shocks. U.S. and global shocks generate si...

Portfolio Credit Risk and Macroeconomic Shocks : Applications to Stress Testing Under Data-Restricted Environments

Portfolio Credit Risk and Macroeconomic Shocks : Applications to Stress Testing Under Data-Restricted Environments »

Journal Issue

Volume/Issue: 2006/283

Series: IMF Working Papers

Author(s): Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865431.001

ISBN: 9781451865431

Keywords: Portfolio credit risk measurement, macroeconomic shock measurement, multivariate density estimation, entropy distribution, credit risk, probability, equation, probabilities, Econometric and Statistical Methods: Other, Model Evaluation and Selection

Portfolio credit risk measurement is greatly affected by data constraints, especially when focusing on loans given to unlisted firms. Standard methodologies adopt convenient, but not necessarily properly specified...

Mineral Taxation, Market Failure, and the Environment

Mineral Taxation, Market Failure, and the Environment »

Article

Source: IMF Staff papers : Volume 40 No. 1

Volume: 40

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1993

ISBN: 9781451956986

Keywords: employment, correlation, statistic, correlations, equation

The declines in economic activity experienced by Bulgaria, the Czech and Slovak Federal Republic, and Romania in the period since market-oriented reforms were initiated are analyzed. After reviewing developments in...