The information content of money in forecasting euro area inflation / / Helge Berger and Emil Stavrev ; authorized for distribution by Jörg Decressin |
Autore | Berger Helge |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (31 p.) |
Disciplina | 332.46 |
Altri autori (Persone) |
StavrevEmil
DecressinJörg |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-1341-8
1-4527-4908-6 1-4518-7024-8 1-282-84117-3 9786612841170 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. Bayesian Priors |
Record Nr. | UNINA-9910463618503321 |
Berger Helge | ||
[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Integrating Europe's financial markets [[electronic resource] /] / edited by Jörg Decressin, Hamid Faruqee, and Wim Fonteyne |
Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, c2007 |
Descrizione fisica | 1 online resource (510 p.) |
Altri autori (Persone) |
DecressinJörg
FaruqeeHamid FonteyneWim |
Soggetto topico |
Finance - Europe
Capital market - Europe Financial institutions - Europe |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8857-4
1-4527-9474-X 1-283-53464-9 9786613847096 1-4519-3175-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Toward a single financial market / Wim Fonteyne -- ; Pt. 1. Financial integration -- Key concepts, benefits, and risks / Hamid Faruqee -- Current state of play / François Haas -- Comparing Europe and the United States / Jörg Decressin and Beata Kudela -- Equity market integration / Hamid Faruqee -- ; Pt. 2. Financial stability -- Risk profiles of financial institutions / Alexander Tieman, Gianni De Nicolò, and Robert Corker -- Internationally active large banking groups / Alexander Tieman and Martin Čihák -- Bank business correlations / Jörg Decressin -- Assessing current prudential arrangements / Martin Čihák and Alexander Tieman -- Financial integration and stability / Wim Fonteyne and Jan-Willem van der Vossen. |
Record Nr. | UNINA-9910456341603321 |
Washington, D.C., : International Monetary Fund, c2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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