Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan
| Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan |
| Autore | Garcia-Saltos Roberto |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 57 p. : ill |
| Altri autori (Persone) |
LaxtonDouglas
AndrleMichal MunandarHaris FreedmanCharles HermawanDanny |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Indonesia - Econometric models
Economic forecasting - United States - Econometric models Economic forecasting - Europe - Econometric models Economic forecasting - Japan - Econometric models Inflation (Finance) - Indonesia - Econometric models Inflation (Finance) - United States - Econometric models Inflation (Finance) - Europe - Econometric models Inflation (Finance) - Japan - Econometric models Monetary policy - Indonesia - Econometric models Monetary policy - United States - Econometric models Monetary policy - Europe - Econometric models Monetary policy - Japan - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Price Level Deflation Macroeconomics: Production Interest Rates: Determination, Term Structure, and Effects Macroeconomics Currency Foreign exchange Finance Real exchange rates Output gap Real interest rates Short term interest rates Prices Production Economic theory Interest rates |
| ISBN |
1-4623-8703-9
1-4527-5207-9 1-282-84491-1 9786612844911 1-4519-4171-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788228703321 |
Garcia-Saltos Roberto
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan
| Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan |
| Autore | Garcia-Saltos Roberto |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 57 p. : ill |
| Disciplina | 339.53091724 |
| Altri autori (Persone) |
AndrleMichal
FreedmanCharles HermawanDanny LaxtonDouglas MunandarHaris |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Indonesia - Econometric models
Economic forecasting - United States - Econometric models Economic forecasting - Europe - Econometric models Economic forecasting - Japan - Econometric models Inflation (Finance) - Indonesia - Econometric models Inflation (Finance) - United States - Econometric models Inflation (Finance) - Europe - Econometric models Inflation (Finance) - Japan - Econometric models Monetary policy - Indonesia - Econometric models Monetary policy - United States - Econometric models Monetary policy - Europe - Econometric models Monetary policy - Japan - Econometric models Banks and Banking Currency Deflation Economic theory Finance Foreign Exchange Foreign exchange Inflation Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Macroeconomics: Production Output gap Price Level Prices Production and Operations Management Production Real exchange rates Real interest rates Short term interest rates |
| ISBN |
9786612844911
9781462387038 1462387039 9781452752075 1452752079 9781282844919 1282844911 9781451941715 1451941714 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- A. Background -- B. A Brief Outline of Indonesian Economic Developments Over The Sample Period -- 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 Behavorial equations -- B.4 Cross correlations of disturbances -- III. Extending the Model to Include Financial-Real Linkages -- A. Background -- B. Model Specication Incorporating the US Bank Lending TighteningVariable -- V. Confronting the Model with the Data -- A. Bayesian Estimation -- B. Results -- B.1 Estimates of coeficients -- B.2 Estimates of standard deviation of structural shocks and cross correlations -- B.3 RMSEs -- B.4 Impulse response functions -- VI. Concluding Remarks -- IV. Modifications of the Model for the Indonesian Economy -- References -- Appendix: GPM Data Definitions -- Figures -- 1. Indonesia - Historical Data [1] -- 2. Indonesia - Historical Data [2] -- 3. Indonesia - Historical Data [3] -- 4. Comparison CDS Emerging Countries -- 5. Indonesia Historical Inflation Graph -- 6. Domestic Demand Shock -- 7. Domestic Price Shock -- 8. Domestic Interest Rate Shock -- 9. Domestic Real Exchange Rate Shock -- 10. Shock to the Domestic Target Rate of Inflation -- 11. Demand Shock in the US -- 12. BLT Shock in the US -- Tables -- 1. Results from Posterior Maximization -- 2. Results from Posterior Parameters (standard deviation of structural shocks) -- 3. Results from Posterior Parameters (correlation of structural shocks) -- 4. Root Mean Squared Errors. |
| Record Nr. | UNINA-9910961803103321 |
Garcia-Saltos Roberto
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Chile's structural fiscal surplus rule [[electronic resource] ] : a model-based evaluation / / prepared by Michael Kumhof and Douglas Laxton
| Chile's structural fiscal surplus rule [[electronic resource] ] : a model-based evaluation / / prepared by Michael Kumhof and Douglas Laxton |
| Autore | Kumhof Michael |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) | LaxtonDouglas |
| Collana | IMF working paper |
| Soggetto topico |
Fiscal policy - Chile
Finance, Public - Chile |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4770-3
1-4527-2585-3 9786612843082 1-282-84308-7 1-4518-7235-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; Figures; 1. Goods and Factor Flows in GIMF; A. Overlapping Generations Households; B. Liquidity Constrained Households; C. Manufacturers; D. Copper Producers; E. Unions; F. Import Agents; G. Distributors; H. Retailers; I. Government; J. Equilibrium and Balance of Payments; III. Calibration; IV. Choice of Countercyclical Coefficients; Tables; 1. Fiscal Policy Rules and Macroeconomic Volatility; 2. Policy Efficiency Frontiers; V. Choice of Surplus Target; 3. SFS Rule - Survey; 4. SFS Rule - Fiscal Accounts; 5. Balanced Budget Rule - Survey
6. Balanced Budget Rule - Fiscal Accounts7. Aggressive Countercyclical Rule - Survey; 8. Aggressive Countercyclical Rule - Fiscal Accounts; 9. Surplus Target Shock - Survey; 10. Surplus Target Shock - Fiscal; VI. Summary; References; Appendices; 1. Population Growth; 2. Optimality Conditions for OLG Households; 3. Consumption and Wealth; 4. Optimality for Manufacturing Firms |
| Record Nr. | UNINA-9910464068503321 |
Kumhof Michael
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Chile’s Structural Fiscal Surplus Rule : : A Model-Based Evaluation / / Michael Kumhof, Douglas Laxton
| Chile’s Structural Fiscal Surplus Rule : : A Model-Based Evaluation / / Michael Kumhof, Douglas Laxton |
| Autore | Kumhof Michael |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Altri autori (Persone) | LaxtonDouglas |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Chile
Finance, Public - Chile Investments: Metals Inflation Macroeconomics Public Finance Metals and Metal Products Cement Glass Ceramics Macroeconomics: Consumption Saving Wealth Labor Economics: General Price Level Deflation Taxation, Subsidies, and Revenue: General Investment & securities Labour income economics Public finance & taxation Copper Consumption Labor Revenue administration Economics Labor economics Prices Revenue |
| ISBN |
1-4623-4770-3
1-4527-2585-3 9786612843082 1-282-84308-7 1-4518-7235-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; Figures; 1. Goods and Factor Flows in GIMF; A. Overlapping Generations Households; B. Liquidity Constrained Households; C. Manufacturers; D. Copper Producers; E. Unions; F. Import Agents; G. Distributors; H. Retailers; I. Government; J. Equilibrium and Balance of Payments; III. Calibration; IV. Choice of Countercyclical Coefficients; Tables; 1. Fiscal Policy Rules and Macroeconomic Volatility; 2. Policy Efficiency Frontiers; V. Choice of Surplus Target; 3. SFS Rule - Survey; 4. SFS Rule - Fiscal Accounts; 5. Balanced Budget Rule - Survey
6. Balanced Budget Rule - Fiscal Accounts7. Aggressive Countercyclical Rule - Survey; 8. Aggressive Countercyclical Rule - Fiscal Accounts; 9. Surplus Target Shock - Survey; 10. Surplus Target Shock - Fiscal; VI. Summary; References; Appendices; 1. Population Growth; 2. Optimality Conditions for OLG Households; 3. Consumption and Wealth; 4. Optimality for Manufacturing Firms |
| Record Nr. | UNINA-9910788338103321 |
Kumhof Michael
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Chile’s Structural Fiscal Surplus Rule : : A Model-Based Evaluation / / Michael Kumhof, Douglas Laxton
| Chile’s Structural Fiscal Surplus Rule : : A Model-Based Evaluation / / Michael Kumhof, Douglas Laxton |
| Autore | Kumhof Michael |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | LaxtonDouglas |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Chile
Finance, Public - Chile Cement Ceramics Consumption Copper Deflation Economics Glass Income economics Inflation Investment & securities Investments: Metals Labor economics Labor Economics: General Labor Labour Macroeconomics Macroeconomics: Consumption Metals and Metal Products Price Level Prices Public finance & taxation Public Finance Revenue administration Revenue Saving Taxation, Subsidies, and Revenue: General Wealth |
| ISBN |
9786612843082
9781462347704 1462347703 9781452725857 1452725853 9781282843080 1282843087 9781451872354 1451872356 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Model; Figures; 1. Goods and Factor Flows in GIMF; A. Overlapping Generations Households; B. Liquidity Constrained Households; C. Manufacturers; D. Copper Producers; E. Unions; F. Import Agents; G. Distributors; H. Retailers; I. Government; J. Equilibrium and Balance of Payments; III. Calibration; IV. Choice of Countercyclical Coefficients; Tables; 1. Fiscal Policy Rules and Macroeconomic Volatility; 2. Policy Efficiency Frontiers; V. Choice of Surplus Target; 3. SFS Rule - Survey; 4. SFS Rule - Fiscal Accounts; 5. Balanced Budget Rule - Survey
6. Balanced Budget Rule - Fiscal Accounts7. Aggressive Countercyclical Rule - Survey; 8. Aggressive Countercyclical Rule - Fiscal Accounts; 9. Surplus Target Shock - Survey; 10. Surplus Target Shock - Fiscal; VI. Summary; References; Appendices; 1. Population Growth; 2. Optimality Conditions for OLG Households; 3. Consumption and Wealth; 4. Optimality for Manufacturing Firms |
| Record Nr. | UNINA-9910961807303321 |
Kumhof Michael
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal deficits and current account deficits [[electronic resource] /] / prepared by Michael Kumhof and Douglas Laxton
| Fiscal deficits and current account deficits [[electronic resource] /] / prepared by Michael Kumhof and Douglas Laxton |
| Autore | Kumhof Michael |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | LaxtonDouglas |
| Collana | IMF working paper |
| Soggetto topico |
Finance, Public - Econometric models
Debts, Public Accounts current Fiscal policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1641-7
9786612844386 1-4527-0667-0 1-4518-7384-0 1-282-84438-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463693203321 |
Kumhof Michael
|
||
| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal Deficits and Current Account Deficits / / Michael Kumhof, Douglas Laxton
| Fiscal Deficits and Current Account Deficits / / Michael Kumhof, Douglas Laxton |
| Autore | Kumhof Michael |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | LaxtonDouglas |
| Collana | IMF Working Papers |
| Soggetto topico |
Finance, Public - Econometric models
Debts, Public Accounts current Fiscal policy Banks and Banking Exports and Imports Public Finance Interest Rates: Determination, Term Structure, and Effects Debt Debt Management Sovereign Debt Current Account Adjustment Short-term Capital Movements Finance Public finance & taxation International economics Real interest rates Government debt management Public debt Current account Current account deficits Interest rates Balance of payments |
| ISBN |
1-4623-1641-7
9786612844386 1-4527-0667-0 1-4518-7384-0 1-282-84438-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788224003321 |
Kumhof Michael
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal Deficits and Current Account Deficits / / Michael Kumhof, Douglas Laxton
| Fiscal Deficits and Current Account Deficits / / Michael Kumhof, Douglas Laxton |
| Autore | Kumhof Michael |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Disciplina | 338.973 |
| Altri autori (Persone) | LaxtonDouglas |
| Collana | IMF Working Papers |
| Soggetto topico |
Finance, Public - Econometric models
Debts, Public Accounts current Fiscal policy Balance of payments Banks and Banking Current Account Adjustment Current account deficits Current account Debt Management Debt Exports and Imports Finance Government debt management Interest rates Interest Rates: Determination, Term Structure, and Effects International economics Public debt Public finance & taxation Public Finance Real interest rates Short-term Capital Movements Sovereign Debt |
| ISBN |
9786612844386
9781462316410 1462316417 9781452706672 1452706670 9781451873849 1451873840 9781282844384 1282844385 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I. Introduction -- 1. IMF WEO and CBO Baseline Deficit and Debt Projections for the United States -- 2. CBO Long-Term Projections for U.S. Fiscal Deficits and Debt -- II. The Model -- A. Households -- 3. Dissaving and the Role of the Planning Horizon -- B. Firms -- 1. Manufacturers -- 2. Distributors -- 3. Retailers -- C. Government -- 1. Budget Constraint -- 2. Fiscal Policy -- 3. Monetary Policy -- D. Equilibrium and Balance of Payments -- III. Calibration -- IV. Permanent Increases in Fiscal Deficits -- A. U.S. Fiscal Deficits -- 4. One Percentage Point Deficit Shock, Instrument = Taxation, Part I -- 5. One Percentage Point Deficit Shock, Instrument = Taxation, Part II -- 6. One Percentage Point Deficit Shock, Instrument = Taxation, Part III -- 7. Current Account Deficit and the Planning Horizon -- 8. Real Interest Rate and the Planning Horizon -- B. Sensitivity Analysis -- C. Small Open Economies -- 9. One Percentage Point Deficit Shock in a Small Open Economy -- 10. Large Open Economy Dissaving -- 11. Small Open Economy Dissaving -- V. Conclusion -- References -- Footnotes. |
| Record Nr. | UNINA-9910971217203321 |
Kumhof Michael
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||