Euro Area Monetary Policy in Uncharted Waters / / Emil Stavrev, Thomas Harjes, Martin Cihak |
Autore | Stavrev Emil |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 34 p. : ill |
Altri autori (Persone) |
HarjesThomas
CihakMartin |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - European Union countries - Econometric models
Global Financial Crisis, 2008-2009 Financial crises - European Union countries - Econometric models Banks and banking, Central - European Union countries - Econometric models Banks and Banking Financial Risk Management Investments: Bonds Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Banking Finance Investment & securities Economic & financial crises & disasters Yield curve Central bank policy rate Bond yields Financial crises Interest rates Bonds Banks and banking |
ISBN |
1-4623-1540-2
1-4518-7332-8 9786612843952 1-4527-5208-7 1-282-84395-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788228103321 |
Stavrev Emil
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Forces driving inflation in the new EU10 members [[electronic resource] /] / prepared by Emil Stavrev |
Autore | Stavrev Emil |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, European Dept., 2009 |
Descrizione fisica | 1 online resource (18 p.) |
Collana | IMF working paper |
Soggetto topico |
Inflation (Finance) - Europe, Eastern
Fiscal policy - Europe, Eastern |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-9815-4
1-4527-8841-3 1-4518-7199-6 9786612842733 1-282-84273-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Inflation Dynamics in MNS: Background; Tables; 1. NMS and Euro Area: Energy and Food Intensity; Figures; 1. Euro Area: Contribution of Energy and Food to Headline Inflation; 2. NMS: Contribution of Energy and Food to Headline Inflation; IV. Methods and Data; A. Generalized Dynamic Factor Model; 3. NMS: Price level, Inflation, and Exchange Rate Regime; B. Modeling Common and Country-specific Components; C. Data Description; V. Discussion of the Results; A. GDFM Results; 4. Cumulative Share of Data Variance Explained by Common Factors
5. NMS: Headline and One Common Factor InflationB. Determinants of Common and Country-specific Inflation; 2. NMS: Determinants of Common Component; VI. Concluding Remarks; 3. NMS: Determinants of Country-specific Component; References |
Record Nr. | UNINA-9910464245103321 |
Stavrev Emil
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[Washington, D.C.], : International Monetary Fund, European Dept., 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Forces Driving Inflation in the New EU10 Members / / Emil Stavrev |
Autore | Stavrev Emil |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (18 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - Europe, Eastern
Fiscal policy - Europe, Eastern Banks and Banking Foreign Exchange Inflation Macroeconomics Estimation Multiple or Simultaneous Equation Models: Models with Panel Data Price Level Deflation Economic Integration Energy: Demand and Supply Prices Interest Rates: Determination, Term Structure, and Effects Currency Foreign exchange Finance Nominal effective exchange rate Energy prices Exchange rate arrangements Real interest rates Financial services Interest rates |
ISBN |
1-4623-9815-4
1-4527-8841-3 1-4518-7199-6 9786612842733 1-282-84273-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Inflation Dynamics in MNS: Background; Tables; 1. NMS and Euro Area: Energy and Food Intensity; Figures; 1. Euro Area: Contribution of Energy and Food to Headline Inflation; 2. NMS: Contribution of Energy and Food to Headline Inflation; IV. Methods and Data; A. Generalized Dynamic Factor Model; 3. NMS: Price level, Inflation, and Exchange Rate Regime; B. Modeling Common and Country-specific Components; C. Data Description; V. Discussion of the Results; A. GDFM Results; 4. Cumulative Share of Data Variance Explained by Common Factors
5. NMS: Headline and One Common Factor InflationB. Determinants of Common and Country-specific Inflation; 2. NMS: Determinants of Common Component; VI. Concluding Remarks; 3. NMS: Determinants of Country-specific Component; References |
Record Nr. | UNINA-9910788339603321 |
Stavrev Emil
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger |
Autore | Stavrev Emil |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (31 p.) |
Disciplina | 332.46 |
Altri autori (Persone) | BergerHelge |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models Econometrics Inflation Money and Monetary Policy Forecasting Forecasting and Other Model Applications Price Level Deflation Computable and Other Applied General Equilibrium Models Classification Methods Cluster Analysis Principal Components Factor Models Demand for Money Economic Forecasting Macroeconomics Econometrics & economic statistics Monetary economics Economic forecasting Dynamic stochastic general equilibrium models Factor models Demand for money Prices Econometric models Money |
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-9910788233803321 |
Stavrev Emil
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||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Measures of underlying inflation in the Euro area [[electronic resource] ] : assessment and role for informing monetary policy / / prepared by Emil Stavrev |
Autore | Stavrev Emil |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., c2006 |
Descrizione fisica | 1 online resource (37 p.) |
Collana | IMF working paper |
Soggetto topico |
Inflation (Finance) - Europe
Monetary policy - Europe |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-6190-0
1-4527-1583-1 1-283-51769-8 9786613830142 1-4519-9202-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TAXONOMY OF UNDERLYING INFLATION INDICATORS""; ""III. FEATURES OF THE INDICATORS""; ""IV. FORECASTING METHODOLOGY AND ASSESSMENT OF FORECASTING PERFORMANCE""; ""V. CONCLUDING REMARKS""; ""References"" |
Record Nr. | UNINA-9910464357003321 |
Stavrev Emil
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[Washington, D.C.], : International Monetary Fund, Research Dept., c2006 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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Measures of Underlying Inflation in the Euro Area : : Assessment and Role for Informing Monetary Policy / / Emil Stavrev |
Autore | Stavrev Emil |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (37 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Inflation (Finance) - Europe
Monetary policy - Europe Foreign Exchange Inflation Macroeconomics Money and Monetary Policy Forecasting Model Construction and Estimation Model Evaluation and Selection Forecasting and Other Model Applications Price Level Deflation Energy: Demand and Supply Prices Monetary Policy, Central Banking, and the Supply of Money and Credit: General Economic Forecasting Currency Foreign exchange Monetary economics Economic forecasting Oil prices Exchange rates Monetary aggregates Money supply |
ISBN |
1-4623-6190-0
1-4527-1583-1 1-283-51769-8 9786613830142 1-4519-9202-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. TAXONOMY OF UNDERLYING INFLATION INDICATORS""; ""III. FEATURES OF THE INDICATORS""; ""IV. FORECASTING METHODOLOGY AND ASSESSMENT OF FORECASTING PERFORMANCE""; ""V. CONCLUDING REMARKS""; ""References"" |
Record Nr. | UNINA-9910788692403321 |
Stavrev Emil
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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