Search Results

You are looking at 1 - 10 of 11 items for :

  • "estimation type" x
Clear All
International Monetary Fund

Abstract

Ce manuel a été publié par le FMI pour aider les utilisateurs de la base de données « Direction of Trade Statistics » du FMI. Le guide contient des recommandations sur lesquelles se fondent les déclarations au sujet de la répartition géographique des échanges régulièrement publiées par le FMI dans ses principales publications statistiques : Direction of Trade Statistics et International Financial Statistics .

International Monetary Fund

Abstract

This handbook issued by the IMF is primarily intended for users of the IMF's direction of trade database. The guide describes the collection, compilation, and dessemination of statistics on exports and imports by partner country. National compilers of statistics on trade by country may also derive some benefit from the Guide.

International Monetary Fund

Abstract

Statistics on exports and imports by partner country are maintained in the data base and disseminated through publications and magnetic tapes. The Guide describes the collection, compilation, and dissemination of these statistics; discusses the concepts, methodology, coverage, and reliability of data for trade by partner countries; and provides information for accessing the data base.

International Monetary Fund

Abstract

Customs documents and the foreign exchange control record (exchange record) are the two principal sources of external trade statistics. Most countries use only customs documents, required from importers and exporters when clearing merchandise, as the principal source of external trade statistics. A country’s customs administration, sometimes partly in collaboration with the central statistical office, compiles these data.

International Monetary Fund

Abstract

The collected reported data are then processed in the data base for the direction of trade statistics. In turn, the availability of current trade data, supplemented with estimates for individual countries, facilitates the continuous data base update of world and area table aggregates. Section 3.1 explains how the data base reformats reported data to impart uniformity before data are stored, section 3.2 outlines estimation procedures, and section 3.3 reviews data base compilation of aggregates for world and area tables.

International Monetary Fund

Abstract

Direction of trade statistics are published in quarterly and yearbook issues of DOTS and in monthly magnetic tapes;1 a CD-ROM is planned. All data published in DOTS and tapes are drawn from the direction of trade statistics data base, the content of which has been outlined in section 3 of this guide.

International Monetary Fund

Abstract

The direction of trade statistics data base is a subsystem of the Economic Information System (EIS) of the Fund’s Statistics Department. This section provides information for internal access to the data base.

Andreas Jobst

as a binding convergence criterion of extreme observations to asymptotic tail behavior based on a given threshold choice. We distinguish between four major estimation types: (i) the moment estimator ( Dekkers et al., 1989 ), (ii) the maximum likelihood estimator, (iii) the Pickands ( Pickands, 1975 and 1981 ) estimator, (iv) the Drees-Pickands ( Drees, 1995 ) estimator, and the Hill ( Hill, 1975 ; Drees et al., 1998 ) estimator. 62. The bivariate extreme value distribution of G ( x) can be expressed as G ( x 1 , x 2

Andreas Jobst
Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the current regulatory framework of operational risk under the New Basel Capital Accord with a view to inform a critical debate about the influence of varying loss profiles and different methods of data collection, loss reporting, and model specification on the reliability of operational risk estimates and the consistency of risk-sensitive capital rules. The presented findings offer guidance on enhanced market practice and more effective prudential standards for operational risk measurement.
Andreas Jobst

method on its ability to align sample mean excess values to the analytical mean excess values of GPD as a binding convergence criterion of extreme observations to asymptotic tail behavior based on a given threshold choice. We distinguish between four major estimation types: (I) the moment estimator ( Dekkers, Einmal and de Haan, 1989) , (ii) the maximum likelihood estimator, (iii) the Pickands (1975) estimator, (iv) the Drees-Pickands ( Drees, 1995 ) estimator, and the Hill (1975) estimator, which are all predicated on the calibration of the shape parameter