Policy Analysis And Forecasting In The World Economy
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Author | : Francis Vitek |
Publisher | : International Monetary Fund |
Total Pages | : 44 |
Release | : 2009-10-01 |
Genre | : Business & Economics |
ISBN | : 1451873859 |
Download Monetary Policy Analysis and Forecasting in the World Economy Book in PDF, Epub and Kindle
This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment.
Author | : Francis Vitek |
Publisher | : International Monetary Fund |
Total Pages | : 89 |
Release | : 2013-12-19 |
Genre | : Business & Economics |
ISBN | : 1484315383 |
Download Policy Analysis and Forecasting in the World Economy Book in PDF, Epub and Kindle
This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model encompasses an approximate linear panel dynamic stochastic general equilibrium model featuring a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
Author | : Francis Vitek |
Publisher | : International Monetary Fund |
Total Pages | : 77 |
Release | : 2012-06-01 |
Genre | : Business & Economics |
ISBN | : 1475599560 |
Download Policy Analysis and Forecasting in the World Economy Book in PDF, Epub and Kindle
This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
Author | : Francis Vitek |
Publisher | : International Monetary Fund |
Total Pages | : 89 |
Release | : 2013-12-19 |
Genre | : Business & Economics |
ISBN | : 1484314603 |
Download Policy Analysis and Forecasting in the World Economy Book in PDF, Epub and Kindle
This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model encompasses an approximate linear panel dynamic stochastic general equilibrium model featuring a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
Author | : Francis Vitek |
Publisher | : |
Total Pages | : |
Release | : 2009 |
Genre | : Electronic books |
ISBN | : |
Download IMF Working Papers Book in PDF, Epub and Kindle
Author | : Francis Vitek |
Publisher | : International Monetary Fund |
Total Pages | : 95 |
Release | : 2014-10-30 |
Genre | : Business & Economics |
ISBN | : 1616355786 |
Download Policy and Spillover Analysis in the World Economy Book in PDF, Epub and Kindle
This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary and fiscal transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth.
Author | : James M. Boughton |
Publisher | : International Monetary Fund |
Total Pages | : 30 |
Release | : 1997-04 |
Genre | : Business & Economics |
ISBN | : |
Download Modeling the World Economic Outlook At the IMF Book in PDF, Epub and Kindle
The World Economic Outlook (WEO) exercise at the IMF evolved during the 1980s, partly in response to demands by policymakers in national finance ministries for objective and internationally comparable projections and policy scenarios. The exercise had begun as a staff initiative, encouraged by the Managing Director (Johannes Witteveen). Gradually, the Executive Board, the Interim Committee, the Group of Seven, and others came to view the discussion of the WEO documents as an important element in their efforts to keep abreast of world economic developments and prospects. Direct and indirect feedback from those discussions informed the staff as to how the exercise should be improved. Driven by this policy relevance, the WEO evolved from a decentralized project that was only haphazardly model-based into a more rigorous and coordinated exercise.
Author | : Francis Vitek |
Publisher | : International Monetary Fund |
Total Pages | : 49 |
Release | : 2010-06-01 |
Genre | : Business & Economics |
ISBN | : 1455201359 |
Download Monetary Policy Analysis and Forecasting in the Group of Twenty Book in PDF, Epub and Kindle
This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
Author | : N. Carnot |
Publisher | : Palgrave Macmillan |
Total Pages | : 0 |
Release | : 2011-07-26 |
Genre | : Business & Economics |
ISBN | : 9780230243217 |
Download Economic Forecasting and Policy Book in PDF, Epub and Kindle
Economic Forecasting provides a comprehensive overview of macroeconomic forecasting. The focus is first on a wide range of theories as well as empirical methods: business cycle analysis, time series methods, macroeconomic models, medium and long-run projections, fiscal and financial forecasts, and sectoral forecasting.
Author | : Walter C. Labys |
Publisher | : Routledge |
Total Pages | : 209 |
Release | : 1984 |
Genre | : Commodity exchanges |
ISBN | : 9780709916161 |
Download Commodity Models for Forecasting and Policy Analysis Book in PDF, Epub and Kindle