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Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner
| Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
| Autore | Feldkircher Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 39 p. : col. ill |
| Altri autori (Persone) | ZeugnerStefan |
| Collana | IMF Working Papers |
| Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Econometrics Inflation Labor Public Finance Data Processing Bayesian Analysis: General Data Collection and Data Estimation Methodology Computer Programs: General National Government Expenditures and Related Policies: Infrastructures Other Public Investment and Capital Stock Human Capital Skills Occupational Choice Labor Productivity Price Level Deflation Bayesian inference Data capture & analysis Public finance & taxation Labour income economics Macroeconomics Bayesian models Data processing Public investment and public-private partnerships (PPP) Human capital Econometric models Electronic data processing Public-private sector cooperation Prices |
| ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788226903321 |
Feldkircher Martin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner
| Benchmark Priors Revisited : : On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging / / Martin Feldkircher, Stefan Zeugner |
| Autore | Feldkircher Martin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 39 p. : col. ill |
| Disciplina | 332.015195 |
| Altri autori (Persone) | ZeugnerStefan |
| Collana | IMF Working Papers |
| Soggetto topico |
Bayesian statistical decision theory
Economic development - Mathematical models Bayesian Analysis: General Bayesian inference Bayesian models Computer Programs: General Data capture & analysis Data Collection and Data Estimation Methodology Data Processing Data processing Deflation Econometric models Econometrics Electronic data processing Human Capital Human capital Income economics Inflation Labor Productivity Labor Labour Macroeconomics National Government Expenditures and Related Policies: Infrastructures Occupational Choice Other Public Investment and Capital Stock Price Level Prices Public finance & taxation Public Finance Public investment and public-private partnerships (PPP) Public-private sector cooperation Skills |
| ISBN |
1-4623-4466-6
1-4518-7349-2 9786612844096 1-4527-6923-0 1-282-84409-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover Page -- Title Page -- Copyright Page -- Contents -- I Introduction -- II Bayesian Model Averaging under Zellner's g Prior -- II. 1 Popular Settings for Zellner's g -- III The Hyper-g Prior: A Beta Prior on the Shrinkage Factor -- IV A Simulation Study -- V Growth Determinants Revisited -- VI Concluding Remarks -- A Technical Appendix -- A. 1 Consistency of the Hyper-g Prior -- A. 2 Relationship between Hyper-g Prior and EBL -- A. 3 The Shrinkage Factor and Goodness-of-Fit -- A. 4 The Posterior Predictive Distribution and the Hyper-g Prior -- A. 5 The Beta-binomial Prior over the Model Space -- A. 6 Charts and Tables -- References -- Footnotes. |
| Record Nr. | UNINA-9910812315003321 |
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Feldkircher Martin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Determinants of Growth Spells : : Is Africa Different? / / Charalambos Tsangarides
| Determinants of Growth Spells : : Is Africa Different? / / Charalambos Tsangarides |
| Autore | Tsangarides Charalambos |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (33 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic development - Africa
Exports and Imports Foreign Exchange Labor Macroeconomics Macroeconomic Analyses of Economic Development Economic Growth and Aggregate Productivity: General Bayesian Analysis: General Personal Income, Wealth, and Their Distributions Empirical Studies of Trade Human Capital Skills Occupational Choice Labor Productivity Energy: Demand and Supply Prices International economics Labour income economics Currency Foreign exchange Personal income Terms of trade Human capital Exchange rates Oil prices National accounts International trade Income Economic policy nternational cooperation |
| ISBN |
1-4755-2485-4
1-4755-3732-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Identifying Growth Spells and Their Determinants; A. From Structural Breaks to Growth Spells; B. Determinants of Growth Spells; III. Empirical Strategy; A. Survival Models; B. BMA for survival models; C. Model Specification and Africa Interactions; IV. Results; A. Impact of Model Uncertainty; B. Robustness Analysis Using BMA; V. Conclusion; References; Tables; 1. Growth Breaks by Country Group; 2. Stylized Facts about Growth Spells; 3. Evidence for Lack of Robustness from Ad Hoc Growth Regressions
4. Posterior Coefficient Estimates for Growth Spells for Africa, Non-Africa, and World Figures; 1a. Upbreaks and Downbreaks: Hills, Cliffs, Mountains, and Plateaus; 1b. Upbreaks and Downbreaks: Hills, Cliffs, Mountains, and Plateaus in Africa; 2a. Distribution of Upbreaks; 2b. Distribution of Downbreaks; 3. Duration of Growth Spells and Explanatory Variables; Appendix |
| Record Nr. | UNINA-9910786482403321 |
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Tsangarides Charalambos
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Determinants of Growth Spells : : Is Africa Different? / / Charalambos Tsangarides
| Determinants of Growth Spells : : Is Africa Different? / / Charalambos Tsangarides |
| Autore | Tsangarides Charalambos |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (33 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic development - Africa
Bayesian Analysis: General Currency Economic Growth and Aggregate Productivity: General Economic policy Empirical Studies of Trade Energy: Demand and Supply Exchange rates Exports and Imports Foreign Exchange Foreign exchange Human Capital Human capital Income economics Income International economics International trade Labor Productivity Labor Labour Macroeconomic Analyses of Economic Development Macroeconomics National accounts Nternational cooperation Occupational Choice Oil prices Personal income Personal Income, Wealth, and Their Distributions Prices Skills Terms of trade |
| ISBN |
1-4755-2485-4
1-4755-3732-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Identifying Growth Spells and Their Determinants; A. From Structural Breaks to Growth Spells; B. Determinants of Growth Spells; III. Empirical Strategy; A. Survival Models; B. BMA for survival models; C. Model Specification and Africa Interactions; IV. Results; A. Impact of Model Uncertainty; B. Robustness Analysis Using BMA; V. Conclusion; References; Tables; 1. Growth Breaks by Country Group; 2. Stylized Facts about Growth Spells; 3. Evidence for Lack of Robustness from Ad Hoc Growth Regressions
4. Posterior Coefficient Estimates for Growth Spells for Africa, Non-Africa, and World Figures; 1a. Upbreaks and Downbreaks: Hills, Cliffs, Mountains, and Plateaus; 1b. Upbreaks and Downbreaks: Hills, Cliffs, Mountains, and Plateaus in Africa; 2a. Distribution of Upbreaks; 2b. Distribution of Downbreaks; 3. Duration of Growth Spells and Explanatory Variables; Appendix |
| Record Nr. | UNINA-9910812706003321 |
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Tsangarides Charalambos
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal
| Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal |
| Autore | Tuesta Vicente |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models Foreign exchange rates - European Union countries - Econometric models Finance: General Foreign Exchange Inflation Macroeconomics Open Economy Macroeconomics Bayesian Analysis: General General Financial Markets: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Price Level Deflation Currency Foreign exchange Finance Real exchange rates Securities markets Consumption Exchange rates National accounts Financial markets Prices Capital market Economics |
| ISBN |
1-4623-4879-3
1-4527-4408-4 1-283-51766-3 9786613830111 1-4519-8792-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788692203321 |
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Tuesta Vicente
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal
| Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal |
| Autore | Tuesta Vicente |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | RabanalPau |
| Collana | IMF Working Papers |
| Soggetto topico |
Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models Foreign exchange rates - European Union countries - Econometric models Bayesian Analysis: General Capital market Consumption Currency Deflation Economics Exchange rates Finance Finance: General Financial markets Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Inflation Macroeconomics Macroeconomics: Consumption National accounts Open Economy Macroeconomics Price Level Prices Real exchange rates Saving Securities markets Wealth |
| ISBN |
1-4623-4879-3
1-4527-4408-4 1-283-51766-3 9786613830111 1-4519-8792-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES"" |
| Record Nr. | UNINA-9910821802903321 |
|
Tuesta Vicente
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||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen
| Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen |
| Autore | Mirestean Alin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (45 p.) |
| Altri autori (Persone) |
TsangaridesCharalambos
ChenHuigang |
| Collana | IMF Working Papers |
| Soggetto topico |
Panel analysis
Bayesian statistical decision theory Econometrics Data Processing Bayesian Analysis: General Estimation Data Collection and Data Estimation Methodology Computer Programs: General Bayesian inference Econometrics & economic statistics Data capture & analysis Bayesian models Estimation techniques Data processing Econometric models Electronic data processing |
| ISBN |
1-4623-7192-2
1-4527-1274-3 9786612842955 1-4518-7221-6 1-282-84295-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Model Uncertainty in the Bayesian Context; A. Model Selection and Hypothesis Testing; B. Bayesian Model Averaging; C. Choice of Priors; III. Limited Information Bayesian Model Averaging; A. A Dynamic Panel Data Model with Endogenous Regressors; B. Estimation and Moment Conditions; C. The Limited Information Criterion; IV. Monte Carlo Simualtions and Results; A. The Data Generating Process; B. Simulation Results; V. Conclusion; References; Tables; 1. Posterior Probability of the True Model; 2. Posterior Probability Ratio of True Model/Best among the Other Models
3. Probability of Retrieving the True Model4. Model Recovery: Medians and Variances of Posterior Inclusi; 5. Model Recovery: Medians and Variances of Estimated Paramet; 6. Posterior Probability of the True Model (Non-Gaussian Case); 7. Posterior Probability Ratio: True Model/best among the Other Models (Non-Gaussian Case); 8. Probability of Retrieving the True Model (Non-Gaussian Case); 9. Model Recovery: Medians and Variances of Posterior Inclusion Probability for Each Variable (Non-Gaussian Case); 10. Model Recovery: Medians and Variances of Estimated Parameter Values (Non- Gaussian Case) Appendix A Figures1. Posterior Densities for the Probabilities in Table 1; 2. Posterior Densities for the Probabilities in Table 2; 3. Box Plots for Parameters in Table 5; 4. Posterior Densities for the Probabilities in Table 6; 5. Posterior Densities for the Probabilities in Table 7; 6. Box Plots for Parameters in Table 10 |
| Record Nr. | UNINA-9910788337703321 |
|
Mirestean Alin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen
| Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods / / Alin Mirestean, Charalambos Tsangarides, Huigang Chen |
| Autore | Mirestean Alin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (45 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) |
ChenHuigang
TsangaridesCharalambos |
| Collana | IMF Working Papers |
| Soggetto topico |
Panel analysis
Bayesian statistical decision theory Bayesian Analysis: General Bayesian inference Bayesian models Computer Programs: General Data capture & analysis Data Collection and Data Estimation Methodology Data Processing Data processing Econometric models Econometrics & economic statistics Econometrics Electronic data processing Estimation techniques Estimation |
| ISBN |
1-4623-7192-2
1-4527-1274-3 9786612842955 1-4518-7221-6 1-282-84295-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Model Uncertainty in the Bayesian Context; A. Model Selection and Hypothesis Testing; B. Bayesian Model Averaging; C. Choice of Priors; III. Limited Information Bayesian Model Averaging; A. A Dynamic Panel Data Model with Endogenous Regressors; B. Estimation and Moment Conditions; C. The Limited Information Criterion; IV. Monte Carlo Simualtions and Results; A. The Data Generating Process; B. Simulation Results; V. Conclusion; References; Tables; 1. Posterior Probability of the True Model; 2. Posterior Probability Ratio of True Model/Best among the Other Models
3. Probability of Retrieving the True Model4. Model Recovery: Medians and Variances of Posterior Inclusi; 5. Model Recovery: Medians and Variances of Estimated Paramet; 6. Posterior Probability of the True Model (Non-Gaussian Case); 7. Posterior Probability Ratio: True Model/best among the Other Models (Non-Gaussian Case); 8. Probability of Retrieving the True Model (Non-Gaussian Case); 9. Model Recovery: Medians and Variances of Posterior Inclusion Probability for Each Variable (Non-Gaussian Case); 10. Model Recovery: Medians and Variances of Estimated Parameter Values (Non- Gaussian Case) Appendix A Figures1. Posterior Densities for the Probabilities in Table 1; 2. Posterior Densities for the Probabilities in Table 2; 3. Box Plots for Parameters in Table 5; 4. Posterior Densities for the Probabilities in Table 6; 5. Posterior Densities for the Probabilities in Table 7; 6. Box Plots for Parameters in Table 10 |
| Record Nr. | UNINA-9910812320003321 |
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Mirestean Alin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek
| Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (113 pages) |
| Collana | IMF Working Papers |
| Soggetto topico |
Macroeconomics - Econometric models
Monetary policy - Econometric models Bank loans - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Inflation Econometrics Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Price Level Deflation Computable and Other Applied General Equilibrium Models Banking Finance Monetary economics Econometrics & economic statistics Market interest rates Bank credit Central bank policy rate Consumption Financial services National accounts Prices Dynamic stochastic general equilibrium models Econometric analysis Interest rates Banks and banking Credit Economics Econometric models |
| ISBN |
1-5135-2511-5
1-5135-5114-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910796332503321 |
|
Vitek Francis
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| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek
| Macrofinancial Analysis in the World Economy : : A Panel Dynamic Stochastic General Equilibrium Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (113 pages) |
| Collana | IMF Working Papers |
| Soggetto topico |
Macroeconomics - Econometric models
Monetary policy - Econometric models Bank loans - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Inflation Econometrics Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Financial Markets and the Macroeconomy Monetary Policy Fiscal Policy Open Economy Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth Price Level Deflation Computable and Other Applied General Equilibrium Models Banking Finance Monetary economics Econometrics & economic statistics Market interest rates Bank credit Central bank policy rate Consumption Financial services National accounts Prices Dynamic stochastic general equilibrium models Econometric analysis Interest rates Banks and banking Credit Economics Econometric models |
| ISBN |
1-5135-4498-5
1-5135-2511-5 1-5135-5114-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- Contents -- I. Introduction -- II. The Theoretical Framework -- A. The Household Sector -- Consumption and Saving -- Labor Supply -- B. The Production Sector -- Output Demand -- Labor Demand and Investment -- Output Supply -- C. The Banking Sector -- Credit Demand -- Funding Demand and Provisioning -- Credit Supply -- D. The Trade Sector -- The Export Sector -- The Import Sector -- E. Monetary, Fiscal, and Macroprudential Policy -- The Monetary Authority -- The Fiscal Authority -- The Macroprudential Authority -- F. Market Clearing Conditions -- III. The Empirical Framework -- A. Endogenous Variables -- B. Exogenous Variables -- IV. Estimation -- A. Transformation of the Data Set -- B. Prior and Posterior Parameter Distributions -- V. Policy Analysis -- A. Impulse Response Functions -- B. Historical Decompositions -- VI. Spillover Analysis -- A. Simulated Conditional Betas -- B. Impulse Response Functions -- VII. Forecasting -- VIII. Conclusion -- Appendix A. Description of the Data Set -- Appendix B. Tables and Figures -- Table 1. Parameter Estimation Results -- Figure 1. IRFs of Macro Variables to a Domestic Productivity Shock -- Figure 2. IRFs of Financial Variables to a Domestic Productivity Shock -- Figure 3. IRFs of Macro Variables to a Domestic Labor Supply Shock -- Figure 4. IRFs of Financial Variables to a Domestic Labor Supply Shock -- Figure 5. IRFs of Macro Variables to a Domestic Consumption Demand Shock -- Figure 6. IRFs of Financial Variables to a Domestic Consumption Demand Shock -- Figure 7. IRFs of Macro Variables to a Domestic Investment Demand Shock -- Figure 8. IRFs of Financial Variables to a Domestic Investment Demand Shock -- Figure 9. IRFs of Macro Variables to a Domestic Monetary Policy Shock -- Figure 10. IRFs of Financial Variables to a Domestic Monetary Policy Shock.
Figure 11. IRFs of Macro Variables to a Domestic Credit Risk Premium Shock -- Figure 12. IRFs of Financial Variables to a Domestic Credit Risk Premium Shock -- Figure 13. IRFs of Macro Variables to a Domestic Duration Risk Premium Shock -- Figure 14. IRFs of Financial Variables to a Domestic Duration Risk Premium Shock -- Figure 15. IRFs of Macro Variables to a Domestic Equity Risk Premium Shock -- Figure 16. IRFs of Financial Variables to a Domestic Equity Risk Premium Shock -- Figure 17. IRFs of Macro Variables to a Domestic Fiscal Expenditure Shock -- Figure 18. IRFs of Financial Variables to a Domestic Fiscal Expenditure Shock -- Figure 19. IRFs of Macro Variables to a Domestic Fiscal Revenue Shock -- Figure 20. IRFs of Financial Variables to a Domestic Fiscal Revenue Shock -- Figure 21. IRFs of Macro Variables to a Domestic Lending Rate Markup Shock -- Figure 22. IRFs of Financial Variables to a Domestic Lending Rate Markup Shock -- Figure 23. IRFs of Macro Variables to a Domestic Capital Requirement Shock -- Figure 24. IRFs of Financial Variables to a Domestic Capital Requirement Shock -- Figure 25. IRFs of Macro Variables to a Domestic Loan Default Shock -- Figure 26. IRFs of Financial Variables to a Domestic Loan Default Shock -- Figure 27. IRFs of Macro Variables to an Energy Commodity Price Markup Shock -- Figure 28. IRFs of Financial Variables to an Energy Commodity Price Markup Shock -- Figure 29. IRFs of Macro Variables to a Nonenergy Commodity Price Markup Shock -- Figure 30. IRFs of Financial Variables to a Nonenergy Commodity Price Markup Shock -- Figure 31. Historical Decompositions of Consumption Price Inflation -- Figure 32. Historical Decompositions of Output Growth -- Figure 33. Simulated Conditional Betas of Output -- Figure 34. Peak IRFs to Foreign Productivity Shocks -- Figure 35. Peak IRFs to Foreign Labor Supply Shocks. Figure 36. Peak IRFs to Foreign Consumption Demand Shocks -- Figure 37. Peak IRFs to Foreign Investment Demand Shocks -- Figure 38. Peak IRFs to Foreign Monetary Policy Shocks -- Figure 39. Peak IRFs to Foreign Credit Risk Premium Shocks -- Figure 40. Peak IRFs to Foreign Duration Risk Premium Shocks -- Figure 41. Peak IRFs to Foreign Equity Risk Premium Shocks -- Figure 42. Peak IRFs to Foreign Fiscal Expenditure Shocks -- Figure 43. Peak IRFs to Foreign Fiscal Revenue Shocks -- Figure 44. Peak IRFs to Foreign Lending Rate Markup Shocks -- Figure 45. Peak IRFs to Foreign Capital Requirement Shocks -- Figure 46. Peak IRFs to Foreign Loan Default Shocks -- Figure 47. Forecast Performance Evaluation Statistics -- Figure 48. Sequential Unconditional Forecasts of Consumption Price Inflation -- Figure 49. Sequential Unconditional Forecasts of Output Growth -- References. |
| Record Nr. | UNINA-9910822100003321 |
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Vitek Francis
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| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Bayesian Analysis: General
(17)
- Macroeconomics (15)
- Prices (14)
- Deflation (12)
- Inflation (12)