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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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
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
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
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui