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Developing a structured forecasting and policy analysis system to support inflation-forecast targeting (IFT) [[electronic resource] /] / Douglas Laxton, David Rose, and Alasdair Scott
| Developing a structured forecasting and policy analysis system to support inflation-forecast targeting (IFT) [[electronic resource] /] / Douglas Laxton, David Rose, and Alasdair Scott |
| Autore | Laxton Douglas |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 65 p. : ill |
| Altri autori (Persone) |
RoseDavid
ScottAlasdair |
| Collana | IMF working paper |
| Soggetto topico |
Economic forecasting
Inflation targeting |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464066103321 |
Laxton Douglas
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||
| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose
| Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose |
| Autore | Laxton Douglas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 65 p. : ill |
| Altri autori (Persone) |
ScottAlasdair
RoseDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Inflation targeting Inflation Macroeconomics Public Finance Forecasting Labor Economics: General General Aggregative Models: General Price Level Deflation Forecasting and Other Model Applications Taxation, Subsidies, and Revenue: General Labour income economics Economic Forecasting Public finance & taxation Labor National accounts Communications in revenue administration Labor economics National income Prices Revenue |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788338403321 |
|
Laxton Douglas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developing a structured forecasting and policy analysis system to support inflation-forecast targeting (IFT) / / Douglas Laxton, David Rose, and Alasdair Scott
| Developing a structured forecasting and policy analysis system to support inflation-forecast targeting (IFT) / / Douglas Laxton, David Rose, and Alasdair Scott |
| Autore | Laxton Douglas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 65 p. : ill |
| Disciplina | 338.102368 |
| Altri autori (Persone) |
RoseDavid
ScottAlasdair |
| Collana | IMF working paper |
| Soggetto topico |
Economic forecasting
Inflation targeting |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- CONTENTS -- I. Introduction -- II. Developing a Decision-Making Process -- III. Benefits of a Successful IFT Regime -- IV. Critical Path For Developing A Structured FPAS -- V. The Quarterly Projection Exercise -- VI. The Core Model -- VII. The Role of Models in the FPAS -- VIII. On the Evolution and Development of the FPAS -- Text Figures -- 1. The Role of Models in the Forecast Process -- 2. From Policy Issues to Policy Recommendations -- 3. How Several Models can be Combined to Impose Consistency -- Appendix Figures -- 4. A Possible Reporting Structure -- 5. Links Between Different Databases -- 6. The Monetary Policy Transmission Mechanism -- 7. Inflation Expectations 10-Years-Ahead in the United Kingdom -- Appendix Tables -- 1. Estimation of a Model with Model-Consistent Measures of Potential GDP -- 2. Notation: Time Periods Correspond to Calendar Quarters. |
| Record Nr. | UNINA-9910812022903321 |
|
Laxton Douglas
|
||
| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macroeconomic patterns and monetary policy in the run-up to asset price busts [[electronic resource] /] / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott
| Macroeconomic patterns and monetary policy in the run-up to asset price busts [[electronic resource] /] / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott |
| Autore | Kannan Prakash |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 39 p. : ill |
| Altri autori (Persone) |
RabanalPau
ScottAlasdair |
| Collana | IMF working paper |
| Soggetto topico |
Assets (Accounting) - Prices
Macroeconomics Monetary policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1741-3
9786612844492 1-4518-7399-9 1-282-84449-0 1-4527-5409-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463704203321 |
|
Kannan Prakash
|
||
| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macroeconomic patterns and monetary policy in the run-up to asset price busts / / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott
| Macroeconomic patterns and monetary policy in the run-up to asset price busts / / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott |
| Autore | Kannan Prakash |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 39 p. : ill |
| Disciplina | 339.53091724 |
| Altri autori (Persone) |
RabanalPau
ScottAlasdair |
| Collana | IMF working paper |
| Soggetto topico |
Assets (Accounting) - Prices
Macroeconomics Monetary policy |
| ISBN |
1-4623-1741-3
9786612844492 1-4518-7399-9 1-282-84449-0 1-4527-5409-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Asset Price Busts in the Modern Era -- A. Defining Asset Price Busts -- B. Patterns in macroeconomic Variables in the Run-Up to a Bust -- III. How Good are These Variables as Indicators of Asset Price Busts? -- IV. Macroeconomic Patterns Ahead of the Current Crisis -- A. The Role of Monetary Policy -- V. Conclusion -- References -- Data Appendix -- Tables -- 1. House Price and Stock Price Busts from 1970 to 2008 -- 2. Classification of Observations Based on variable Thresholds -- 3. Percentiles Used as Thresholds for Alarms -- 4. Marginal Probabilities Based on Probit Regressions -- Figures -- 1. Asset Price Busts -- 2. Selected Macroeconomic Variables Before and During House Price Busts -- 3. Selected Macroeconomic Variables Before and During Stock Price Busts -- 4. Selected Macroeconomic Variables Before and During High-Cost and Other House Price Busts, 1985-2008 -- 5. The Probability of an Asset Price Bust -- 6. The Failure of the Indicators to Predict an Asset Price Bust -- 7. Recent Developments in House and Stock Prices -- 8. Warning Signs for Recent House Price Busts -- 9. Macroeconomic Patterns Underlying Recent House Price Booms -- 10. Recent House Price Booms and Household Balance Sheets -- 11. Monetary Conditions Leading up to the Current Crisis -- 12. Inflation and Output for Advnaced Economies in Recent Years -- 13. House Prices and Monetary Conditions -- 14. Stock Prices and Monetary Conditions -- 15. Growth Rate of Nominal Credit Relative to GDP and Real Policy Rates -- 16. Selected Macroeconomic Variables Before and During House Price Busts -- 17. Selected Macroeconomic Variables Before and During Stock Price Busts. |
| Record Nr. | UNINA-9910812447203321 |
|
Kannan Prakash
|
||
| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary and macroprudential policy rules in a model with house price booms [[electronic resource] /] / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott
| Monetary and macroprudential policy rules in a model with house price booms [[electronic resource] /] / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott |
| Autore | Kannan Prakash |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 36 p. : ill |
| Altri autori (Persone) |
RabanalPau
ScottAlasdair |
| Collana | IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Inflation (Finance) Assets (Accounting) - Prices Macroeconomics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-8905-8
1-282-84448-2 1-4518-7398-0 9786612844485 1-4527-6620-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463703703321 |
|
Kannan Prakash
|
||
| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary and macroprudential policy rules in a model with house price booms / / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott
| Monetary and macroprudential policy rules in a model with house price booms / / prepared by Prakash Kannan, Pau Rabanal, and Alasdair Scott |
| Autore | Kannan Prakash |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 36 p. : ill |
| Disciplina | 338.2934 |
| Altri autori (Persone) |
RabanalPau
ScottAlasdair |
| Collana | IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Inflation (Finance) Assets (Accounting) - Prices Macroeconomics |
| ISBN |
1-4623-8905-8
1-282-84448-2 1-4518-7398-0 9786612844485 1-4527-6620-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I. Introduction -- II. A Model for Analyzing House Price Booms -- A. Households -- A.1 Savers -- A.2 Borrowers -- B. Financial Intermediaries -- C. Producers -- C.1 Final goods producers -- C.2 Intermediate goods producers -- D. Closing the Model: Market Clearing Conditions -- III. Policy Regimes -- IV. Calibration -- 1. Parameter Values -- V. Simulation Results -- A. The Performance of Policy Rules in Reaction to Financial Shocks -- 1. Effect of a Financial Shock -- 2. Parameters of Policy Rules in Reaction to Financial Shocks -- 3. Performance of Policy Rules in Reaction to Financial Shocks -- B. The Performance of Policy Rules in Reaction to Productivity Shocks -- 2. Effect of a Productivity Shock -- 4. Parameters of Policy Rules in Reaction to Productivity Shocks -- 5. Performance of Policy Rules in Reaction to Productivity Shocks -- C. Policy Rules with Multiple Shocks -- 3. Optimal Weight on Nominal Credit in the Macroprudential Rule -- VI. Robustness of the Results -- 6. Sensitivity of Parameters of Policy Rules Optimized to Financial Shocks to Changes in Key Parameters -- 7. Sensitivity of Parameters of Policy Rules Optimized to Productivity Shocks to Changes in Key Parameters Figures -- VII. Conclusions -- Appendix: Linearized Conditions -- References -- Footnotes. |
| Record Nr. | UNINA-9910818985803321 |
|
Kannan Prakash
|
||
| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||