06473oam 22015614 450 991082210000332120230807220407.01-5135-2511-51-5135-5114-0(CKB)3820000000019230(MiAaPQ)EBC4395622(Au-PeEL)EBL4395622(CaPaEBR)ebr11187395(CaONFJC)MIL881152(OCoLC)933443468(IMF)WPIEA2015227(EXLCZ)99382000000001923020020129d2015 uf 0engurcnu||||||||rdacontentrdamediardacarrierMacrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach /Francis VitekWashington, D.C. :International Monetary Fund,2015.1 online resource (113 pages)IMF Working Papers"IMF working papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF working papers are those of the author(s) and do not necessarily represent the views of the IMF, its executive board, or IMF management."1-5135-3742-3 Includes bibliographical references.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, macroprudential policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary, fiscal and macroprudential transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth.IMF Working Papers; Working Paper ;No. 2015/227MacroeconomicsEconometric modelsMonetary policyEconometric modelsBank loansEconometric modelsBanks and BankingimfMacroeconomicsimfMoney and Monetary PolicyimfInflationimfEconometricsimfBayesian Analysis: GeneralimfMultiple or Simultaneous Equation Models: Models with Panel DataimfModel Construction and EstimationimfPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data)imfFinancial Markets and the MacroeconomyimfMonetary PolicyimfFiscal PolicyimfOpen Economy MacroeconomicsimfBanksimfDepository InstitutionsimfMicro Finance InstitutionsimfMortgagesimfFinancial Institutions and Services: Government Policy and RegulationimfInterest Rates: Determination, Term Structure, and EffectsimfMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralimfMacroeconomics: ConsumptionimfSavingimfWealthimfPrice LevelimfDeflationimfComputable and Other Applied General Equilibrium ModelsimfBankingimfFinanceimfMonetary economicsimfEconometrics & economic statisticsimfMarket interest ratesimfBank creditimfCentral bank policy rateimfConsumptionimfFinancial servicesimfNational accountsimfPricesimfDynamic stochastic general equilibrium modelsimfEconometric analysisimfInterest ratesimfBanks and bankingimfCreditimfEconomicsimfEconometric modelsimfUnited KingdomimfMacroeconomicsEconometric models.Monetary policyEconometric models.Bank loansEconometric models.Banks and BankingMacroeconomicsMoney and Monetary PolicyInflationEconometricsBayesian Analysis: GeneralMultiple or Simultaneous Equation Models: Models with Panel DataModel Construction and EstimationPrices, Business Fluctuations, and Cycles: General (includes Measurement and Data)Financial Markets and the MacroeconomyMonetary PolicyFiscal PolicyOpen Economy MacroeconomicsBanksDepository InstitutionsMicro Finance InstitutionsMortgagesFinancial Institutions and Services: Government Policy and RegulationInterest Rates: Determination, Term Structure, and EffectsMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralMacroeconomics: ConsumptionSavingWealthPrice LevelDeflationComputable and Other Applied General Equilibrium ModelsBankingFinanceMonetary economicsEconometrics & economic statisticsMarket interest ratesBank creditCentral bank policy rateConsumptionFinancial servicesNational accountsPricesDynamic stochastic general equilibrium modelsEconometric analysisInterest ratesBanks and bankingCreditEconomicsEconometric modelsVitek Francis1631308DcWaIMFBOOK9910822100003321Macrofinancial Analysis in the World Economy4002603UNINA