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Biblioteca

MARC Lista (tabellare)
Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton
Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton
Autore Clinton Kevin
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 23 p. : ill
Altri autori (Persone) JohnsonMarianne
ChenHuigang
KamenikOndrej
LaxtonDouglas
Collana IMF Working Papers
Soggetto topico Global Financial Crisis, 2008-2009
Financial crises - United States - Econometric models
Financial crises - European Union countries - Econometric models
Financial crises - Japan - Econometric models
Petroleum products - Prices - United States - Econometric models
Petroleum products - Prices - European Union countries - Econometric models
Petroleum products - Prices - Japan - Econometric models
Interest rates - United States - Econometric models
Interest rates - European Union countries - Econometric models
Interest rates - Japan - Econometric models
Bank loans - United States - Econometric models
Bank loans - European Union countries - Econometric models
Bank loans - Japan - Econometric models
Foreign Exchange
Inflation
Macroeconomics
Production and Operations Management
Macroeconomics: Production
Energy: Demand and Supply
Prices
Price Level
Deflation
Currency
Foreign exchange
Oil prices
Output gap
Potential output
Real exchange rates
Production
Economic theory
ISBN 1-4623-7594-4
1-282-84420-2
1-4527-2887-9
1-4518-7361-1
9786612844201
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788225703321
Clinton Kevin  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton
Constructing Forecast Confidence Bands During the Financial Crisis / / Kevin Clinton, Marianne Johnson, Huigang Chen, Ondrej Kamenik, Douglas Laxton
Autore Clinton Kevin
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 23 p. : ill
Disciplina 330.9;330.90511
Altri autori (Persone) ChenHuigang
JohnsonMarianne
KamenikOndrej
LaxtonDouglas
Collana IMF Working Papers
Soggetto topico Global Financial Crisis, 2008-2009
Financial crises - United States - Econometric models
Financial crises - European Union countries - Econometric models
Financial crises - Japan - Econometric models
Petroleum products - Prices - United States - Econometric models
Petroleum products - Prices - European Union countries - Econometric models
Petroleum products - Prices - Japan - Econometric models
Interest rates - United States - Econometric models
Interest rates - European Union countries - Econometric models
Interest rates - Japan - Econometric models
Bank loans - United States - Econometric models
Bank loans - European Union countries - Econometric models
Bank loans - Japan - Econometric models
Currency
Deflation
Economic theory
Energy: Demand and Supply
Foreign Exchange
Foreign exchange
Inflation
Macroeconomics
Macroeconomics: Production
Oil prices
Output gap
Potential output
Price Level
Prices
Production and Operations Management
Production
Real exchange rates
ISBN 9786612844201
9781462375943
1462375944
9781282844209
1282844202
9781452728872
1452728879
9781451873610
1451873611
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. Model Structure -- 2.1 Overview -- 2.2 Model components -- 2.2.1 Variable definitions -- 2.2.2 Underlying equilibrium values and stochastic processes -- 2.2.3 Bank lending tightening -- 2.2.4 Output gap -- 2.2.5 Unemployment -- 2.2.6 Inflation -- 2.2.7 Policy rule for the interest rate -- 2.2.8 Exchange rate -- 2.2.9 Variance and coviariance of disturbances -- III. GPM-Generated Confidence Bands -- 3.1 Construction -- 3.2 U.S. inflation -- 3.3 U.S. interest rate -- 3.4 U.S. output gap -- 3.5 Bank lending tightening -- IV. Conclusions -- References -- Figures -- 1. U.S. Year-on Year CPI Inflation -- 2. U.S. Interest Rate -- 3. U.S. Output Gap -- 4. Bank Lending Tightening -- 5. Oil Price.
Record Nr. UNINA-9910973991103321
Clinton Kevin  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev
GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev
Autore Carabenciov Ioan
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (80 p.)
Altri autori (Persone) FreedmanCharles
Garcia-SaltosRoberto
LaxtonDouglas
KamenikOndrej
ManchevPetar
Collana IMF Working Papers
Soggetto topico Economic policy - Mathematical models
Economics - Mathematical models
Banks and Banking
Foreign Exchange
Inflation
Production and Operations Management
Model Construction and Estimation
Price Level
Deflation
Monetary Policy
Interest Rates: Determination, Term Structure, and Effects
Macroeconomics: Production
Macroeconomics
Currency
Foreign exchange
Finance
Banking
Real exchange rates
Output gap
Real interest rates
Central bank policy rate
Production
Financial services
Prices
Interest rates
Economic theory
ISBN 1-4843-9170-5
1-4843-0277-X
1-4843-2538-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Background to the Model Specification; III. The specification of the model; A. Data definitions; B. Stochastic processes; 1. Potential Output; 2. NAIRU; 3. Equilibrium real interest rate; 4. Real exchange rate; C. Behavioral equations for the G3 economies; 1. Output Gap; 2. Inflation; 3. Policy Interest Rate; 4. Medium-term Interest Rate; 5. Uncovered Interest Parity; 6. Unemployment Rate; D. Differences in specification of behavioral equations for the emerging economies; 1. Output Gap; 2. Uncovered Interest Parity; 3. Unemployment Rate
IV. Confronting the Model with the DataA. Bayesian estimation; 1. General approach; 2. Calibration and estimation in the GPM6 model; B. Results; 1. Estimated and calibrated coefficients; 2. Root Mean Squared Errors; 3. Variance decompositions; 4. Impulse response functions; 5. A global demand shock; V. Concluding Remarks; References; Appendix 1: GPM6 Data Definitions; Tables; 1. GPM6 Parameters Table; 2. Results from estimation of parameters in GPM6 (sample 1994Q1-2007Q4); 3. GPM6 Trade and Spillovers Table; 4. GPM6 Trade and Spillovers Table[2]
5. Results from estimation - standard deviation of structural shocks[1]6. Results from estimation - standard deviation of structural shocks[2]; 7. Root Mean Squared Errors 1999Q1-2007Q4 .; 8. Variance Decomposition[1]; 9. Variance Decomposition[2]; Figures; 1. Shock to (Omitted); 2. Shock to (Omitted); 3. Shock to (Omitted); 4. Shock to (Omitted); 5. Shock to (Omitted); 6. Shock to (Omitted); 7. Shock to (Omitted); 8. Shock to (Omitted); 9. Shock to (Omitted); 10. Shock to (Omitted); 11. Shock to (Omitted); 12. Shock to (Omitted); 13. Shock to (Omitted); 14. Shock to (Omitted)
15. Shock to (Omitted)16. Shock to (Omitted); 17. Shock to (Omitted); 18. Shock to (Omitted); 19. Shock to (Omitted); 20. Shock to (Omitted); 21. Shock to (Omitted); 22. Shock to (Omitted); 23. Global Demand Shock
Record Nr. UNINA-9910787671403321
Carabenciov Ioan  
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev
GPM6 : : The Global Projection Model with 6 Regions / / Ioan Carabenciov, Charles Freedman, Roberto Garcia-Saltos, Douglas Laxton, Ondrej Kamenik, Petar Manchev
Autore Carabenciov Ioan
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2013
Descrizione fisica 1 online resource (80 p.)
Disciplina 332.152
Altri autori (Persone) FreedmanCharles
Garcia-SaltosRoberto
KamenikOndrej
LaxtonDouglas
ManchevPetar
Collana IMF Working Papers
Soggetto topico Economic policy - Mathematical models
Economics - Mathematical models
Banking
Banks and Banking
Central bank policy rate
Currency
Deflation
Economic theory
Finance
Financial services
Foreign Exchange
Foreign exchange
Inflation
Interest rates
Interest Rates: Determination, Term Structure, and Effects
Macroeconomics
Macroeconomics: Production
Model Construction and Estimation
Monetary Policy
Output gap
Price Level
Prices
Production and Operations Management
Production
Real exchange rates
Real interest rates
ISBN 9781484391709
1484391705
9781484302774
148430277X
9781484325384
1484325389
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Introduction; II. Background to the Model Specification; III. The specification of the model; A. Data definitions; B. Stochastic processes; 1. Potential Output; 2. NAIRU; 3. Equilibrium real interest rate; 4. Real exchange rate; C. Behavioral equations for the G3 economies; 1. Output Gap; 2. Inflation; 3. Policy Interest Rate; 4. Medium-term Interest Rate; 5. Uncovered Interest Parity; 6. Unemployment Rate; D. Differences in specification of behavioral equations for the emerging economies; 1. Output Gap; 2. Uncovered Interest Parity; 3. Unemployment Rate
IV. Confronting the Model with the DataA. Bayesian estimation; 1. General approach; 2. Calibration and estimation in the GPM6 model; B. Results; 1. Estimated and calibrated coefficients; 2. Root Mean Squared Errors; 3. Variance decompositions; 4. Impulse response functions; 5. A global demand shock; V. Concluding Remarks; References; Appendix 1: GPM6 Data Definitions; Tables; 1. GPM6 Parameters Table; 2. Results from estimation of parameters in GPM6 (sample 1994Q1-2007Q4); 3. GPM6 Trade and Spillovers Table; 4. GPM6 Trade and Spillovers Table[2]
5. Results from estimation - standard deviation of structural shocks[1]6. Results from estimation - standard deviation of structural shocks[2]; 7. Root Mean Squared Errors 1999Q1-2007Q4 .; 8. Variance Decomposition[1]; 9. Variance Decomposition[2]; Figures; 1. Shock to (Omitted); 2. Shock to (Omitted); 3. Shock to (Omitted); 4. Shock to (Omitted); 5. Shock to (Omitted); 6. Shock to (Omitted); 7. Shock to (Omitted); 8. Shock to (Omitted); 9. Shock to (Omitted); 10. Shock to (Omitted); 11. Shock to (Omitted); 12. Shock to (Omitted); 13. Shock to (Omitted); 14. Shock to (Omitted)
15. Shock to (Omitted)16. Shock to (Omitted); 17. Shock to (Omitted); 18. Shock to (Omitted); 19. Shock to (Omitted); 20. Shock to (Omitted); 21. Shock to (Omitted); 22. Shock to (Omitted); 23. Global Demand Shock
Record Nr. UNINA-9910971234603321
Carabenciov Ioan  
Washington, D.C. : , : International Monetary Fund, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui