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1. |
Record Nr. |
UNINA990004088980403321 |
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Autore |
De Armas, Frederick Alfred |
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Titolo |
The return of Astraea : an astral-imperial myth in Calderon / Frederick A. De Armas |
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Pubbl/distr/stampa |
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Lexington (Kentucky) : The University press of Kentucky, 1986 |
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ISBN |
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Descrizione fisica |
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Collana |
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Studies in Romance languages ; 32 |
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Disciplina |
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Locazione |
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Collocazione |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA9910788336303321 |
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Titolo |
Adding Latin America to the Global Projection Model |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2009 |
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ISBN |
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1-4623-3357-5 |
1-4527-5410-1 |
1-4518-7232-1 |
1-282-84305-2 |
9786612843051 |
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Descrizione fisica |
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1 online resource (50 p.) |
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Collana |
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Soggetti |
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Globalization - Economic aspects - Latin America |
Econometrics |
Banks and Banking |
Foreign Exchange |
Inflation |
Production and Operations Management |
Macroeconomics: Production |
Price Level |
Deflation |
Interest Rates: Determination, Term Structure, and Effects |
Macroeconomics |
Currency |
Foreign exchange |
Finance |
Output gap |
Real exchange rates |
Real interest rates |
Exchange rates |
Production |
Economic theory |
Prices |
Interest rates |
United States |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents; I. Introduction; II. Benchmark Model; A. Background; B. The Specification of the Model; B.1 Observable variables and data definitions; B.2 Stochastic processes and model definitions; B.3 Behavioral equations; B.4 Cross correlations of disturbances; III. Extending the Model to Include Financial-Real Linkages; A. Background; B. Model Specification Incorporating the US Bank Lending Tightening Variable; IV. Confronting the Model with the Data; A. Bayesian Estimation; B. Results; B.1 Estimates of output gap; B.2 Estimates of coefficients |
B.3 Estimates of standard deviation of structural shocks and cross correlationsB.4 RMSEs; B.5 Impulse response functions; B.6 Historical variance decomposition; V. Concluding Remarks; References; Appendix Tables; 1. GPM Data Definitions; 2. Trade Matrix (Average 2001-2007, in percent); Figures; 1. Output Gap in LA5; Text Tables; 1. Results from Posterior Maximization; 2. Estimated Parameters in the Output Gap Equation; 3. Estimated Parameters in the Inflation Equation; 4. Estimated Parameters in the Monetary Policy Rule |
2. Results from Posterior Parameters (Standard Deviation of Structural Shocks)3. Results from Posterior Parameters (Correlation of Structural Shocks); 4. Root Mean Squared Errors; 5. Domestic Demand Shock; 6. Domestic Price Shock; 7. Demand Shock in the US; 8. BLT Shock in the US; 9. Historical Decomposition of Inflation 2004-08 |
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Sommario/riassunto |
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This is the fourth of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In this paper, we add Latin American economies to a previously estimated small quarterly projection model of the US, Euro Area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. |
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