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010   $a9786612843051
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100   $a20041202d2009      uf             0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aAdding Latin America to the global projection model$b[electronic resource] /$fprepared by Jorge Canales Kriljenko ... [et. al.]
210   $a[Washington D.C.] $cInternational Monetary Fund$d2009
215   $a1 online resource (50 p.)
225 1 $aIMF working paper ;$vWP/09/85
300   $aDescription based upon print version of record.
311   $a1-4519-1667-1 
320   $aIncludes bibliographical references.
327   $aContents; 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
327   $aB.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
327   $a2. 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
330   $aThis is the fourth of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In this paper, we add Latin American economies to a previously estimated small quarterly projection model of the US, Euro Area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensib
410  0$aIMF working paper ;$vWP/09/85.
606   $aGlobalization$xEconomic aspects$zLatin America
606   $aEconometrics
608   $aElectronic books.
615  0$aGlobalization$xEconomic aspects
615  0$aEconometrics.
700   $aCanales-Kriljenko$b Jorge Ivaa?n$0999091
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910464010803321
996   $aAdding Latin America to the global projection model$92292185
997   $aUNINA