Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose
| Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose |
| Autore | Laxton Douglas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 65 p. : ill |
| Altri autori (Persone) |
ScottAlasdair
RoseDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Inflation targeting Inflation Macroeconomics Public Finance Forecasting Labor Economics: General General Aggregative Models: General Price Level Deflation Forecasting and Other Model Applications Taxation, Subsidies, and Revenue: General Labour income economics Economic Forecasting Public finance & taxation Labor National accounts Communications in revenue administration Labor economics National income Prices Revenue |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788338403321 |
Laxton Douglas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose
| Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT) / / Douglas Laxton, Alasdair Scott, David Rose |
| Autore | Laxton Douglas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 65 p. : ill |
| Disciplina | 338.102368 |
| Altri autori (Persone) |
ScottAlasdair
RoseDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Inflation targeting Inflation Macroeconomics Public Finance Forecasting Labor Economics: General General Aggregative Models: General Price Level Deflation Forecasting and Other Model Applications Taxation, Subsidies, and Revenue: General Labour income economics Economic Forecasting Public finance & taxation Labor National accounts Communications in revenue administration Labor economics National income Prices Revenue |
| ISBN |
1-4623-1440-6
9786612842863 1-282-84286-2 1-4518-7212-7 1-4519-9534-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- CONTENTS -- I. Introduction -- II. Developing a Decision-Making Process -- III. Benefits of a Successful IFT Regime -- IV. Critical Path For Developing A Structured FPAS -- V. The Quarterly Projection Exercise -- VI. The Core Model -- VII. The Role of Models in the FPAS -- VIII. On the Evolution and Development of the FPAS -- Text Figures -- 1. The Role of Models in the Forecast Process -- 2. From Policy Issues to Policy Recommendations -- 3. How Several Models can be Combined to Impose Consistency -- Appendix Figures -- 4. A Possible Reporting Structure -- 5. Links Between Different Databases -- 6. The Monetary Policy Transmission Mechanism -- 7. Inflation Expectations 10-Years-Ahead in the United Kingdom -- Appendix Tables -- 1. Estimation of a Model with Model-Consistent Measures of Potential GDP -- 2. Notation: Time Periods Correspond to Calendar Quarters. |
| Record Nr. | UNINA-9910812022903321 |
|
Laxton Douglas
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An Evaluation of the World Economic Outlook Forecasts / / Allan Timmermann
| An Evaluation of the World Economic Outlook Forecasts / / Allan Timmermann |
| Autore | Timmermann Allan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (108 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic development
Economic forecasting - Evaluation International economic relations Exports and Imports Inflation Macroeconomics Forecasting Current Account Adjustment Short-term Capital Movements Forecasting and Simulation: Models and Applications Price Level Deflation Forecasting and Other Model Applications International economics Economic Forecasting Current account balance Current account GDP forecasting Economic forecasting Balance of payments National income Prices |
| ISBN |
1-4623-9421-3
1-4527-1887-3 1-283-51486-9 1-4519-0855-5 9786613827319 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION AND SUMMARY""; ""II. DESCRIPTION OF WEO DATASET""; ""III. PROPERTIES OF OPTIMAL FORECASTS""; ""IV. EMPIRICAL RESULTS""; ""V. ANALYSIS OF STATISTICAL SIGNIFICANCE""; ""VI. CAN THE WEO FORECAST ERRORS BE PREDICTED?""; ""VII. DIRECTIONAL ACCURACY""; ""VIII. REVISIONS FROM BOARD TO PUBLISHED FORECASTS""; ""IX. RECENT PERFORMANCE OF WEO FORECASTS""; ""X. LONG-RUN FORECASTING PERFORMANCE FOR G-7 ECONOMIES""; ""XI. COMPARISON OF WEO AND CONSENSUS FORECASTS""; ""XII. FORECAST COMBINATIONS""; ""XIII. RECOMMENDATIONS""; ""XIV. CONCLUSION""; ""References"" |
| Record Nr. | UNINA-9910788403003321 |
|
Timmermann Allan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An Evaluation of the World Economic Outlook Forecasts / / Allan Timmermann
| An Evaluation of the World Economic Outlook Forecasts / / Allan Timmermann |
| Autore | Timmermann Allan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (108 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic development
Economic forecasting - Evaluation International economic relations Exports and Imports Inflation Macroeconomics Forecasting Current Account Adjustment Short-term Capital Movements Forecasting and Simulation: Models and Applications Price Level Deflation Forecasting and Other Model Applications International economics Economic Forecasting Current account balance Current account GDP forecasting Economic forecasting Balance of payments National income Prices |
| ISBN |
1-4623-9421-3
1-4527-1887-3 1-283-51486-9 1-4519-0855-5 9786613827319 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION AND SUMMARY""; ""II. DESCRIPTION OF WEO DATASET""; ""III. PROPERTIES OF OPTIMAL FORECASTS""; ""IV. EMPIRICAL RESULTS""; ""V. ANALYSIS OF STATISTICAL SIGNIFICANCE""; ""VI. CAN THE WEO FORECAST ERRORS BE PREDICTED?""; ""VII. DIRECTIONAL ACCURACY""; ""VIII. REVISIONS FROM BOARD TO PUBLISHED FORECASTS""; ""IX. RECENT PERFORMANCE OF WEO FORECASTS""; ""X. LONG-RUN FORECASTING PERFORMANCE FOR G-7 ECONOMIES""; ""XI. COMPARISON OF WEO AND CONSENSUS FORECASTS""; ""XII. FORECAST COMBINATIONS""; ""XIII. RECOMMENDATIONS""; ""XIV. CONCLUSION""; ""References"" |
| Record Nr. | UNINA-9910817459903321 |
|
Timmermann Allan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecast Errors and Uncertainty Shocks / / Sylwia Nowak, Pratiti Chatterjee
| Forecast Errors and Uncertainty Shocks / / Sylwia Nowak, Pratiti Chatterjee |
| Autore | Nowak Sylwia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (15 pages) : illustrations (some color), tables |
| Disciplina | 338.54430973 |
| Altri autori (Persone) | ChatterjeePratiti |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - United States
Exports and Imports Inflation Macroeconomics Forecasting Forecasting and Other Model Applications Criteria for Decision-Making under Risk and Uncertainty Business Fluctuations Cycles Current Account Adjustment Short-term Capital Movements Price Level Deflation Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) International economics Economic Forecasting Economic growth Current account balance Economic forecasting Business cycles Balance of payments Prices |
| ISBN | 1-4755-5556-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155013803321 |
|
Nowak Sylwia
|
||
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer
| Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer |
| Autore | Moriyama Kenji |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (27 p.) |
| Altri autori (Persone) | NaseerAbdul |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sudan
Economic forecasting - Sudan Inflation Macroeconomics Money and Monetary Policy Forecasting Price Level Deflation Forecasting and Other Model Applications Agriculture: Aggregate Supply and Demand Analysis Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Economic Forecasting Economic growth Monetary economics Economic forecasting Agricultural prices Cyclical indicators Monetary base Business cycles Money supply |
| ISBN |
1-4623-4063-6
1-4527-3897-1 1-4518-7279-8 9786612843464 1-282-84346-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Recent Developments; Figures; 1. Average and Standard Deviation of Inflation, 2000-08; 2. Monthly Inflation (12-Month) in Sudan, January 2000-October 2008; III. Methodology; A. Which Inflation Should Be Forecasted?; 3. Overall Inflation, 2000-08; B. Autoregressive Moving Average (ARMA) Model; 4. Cumulative Spectral Distribution of Inflation, 2000-08; C. Leading Indicators; 5. Currency Holding and Islamic Dummies, 2005-08; 6. Candidates of Leading Indicators; IV. Results; A. ARMA Model; 7. Actual and Projected Inflation Based on the Estimated ARMA Models
B. Granger Causality Tests for Leading IndicatorsV. Implications-What Can be said from the Estimated Model and the Tests?; A. Can the Estimated Model Explain the Surge of Inflation in 2007 and 2008?; 8. Forecasted Inflation, July 2007-December 2008; 9. Forecast Errors of the Model and Bread Contribution to Inflation, July 2007-October 2008; B. Forecasting Inflation for 2009 and 2010; 10. Forecasted Inflation; 11. Inflation Forecast Based on ARMA (4,5), July 2008-December 2010; C. Leading Indicators (Private Sector Credit Growth and Wheat Price Inflation) 12. Oil Price Projections, World Economic Outlook, 2000-1013. Wheat Price Projections, World Economic Outlook, 2000-10; VI. Conclusions; Tables; 1. Estimated ARMA Model of Inflation; 2. Main Statistics of Various ARMA Models, 2000-08; 3. Granger Causality Tests Between Inflation and Leading Indicators, 2000-08; Appendices; I. The Schwartz Information Criterion; II. Estimated ARMA Model for main Monetary Aggregates; Appendix Tables; A1. Estimated ARMA Model of Broad money, 2000-08; References |
| Record Nr. | UNINA-9910788332703321 |
|
Moriyama Kenji
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer
| Forecasting Inflation in Sudan / / Kenji Moriyama, Abdul Naseer |
| Autore | Moriyama Kenji |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (27 p.) |
| Disciplina | 338.9624 |
| Altri autori (Persone) | NaseerAbdul |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Sudan
Economic forecasting - Sudan Inflation Macroeconomics Money and Monetary Policy Forecasting Price Level Deflation Forecasting and Other Model Applications Agriculture: Aggregate Supply and Demand Analysis Prices Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Economic Forecasting Economic growth Monetary economics Economic forecasting Agricultural prices Cyclical indicators Monetary base Business cycles Money supply |
| ISBN |
1-4623-4063-6
1-4527-3897-1 1-4518-7279-8 9786612843464 1-282-84346-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Recent Developments; Figures; 1. Average and Standard Deviation of Inflation, 2000-08; 2. Monthly Inflation (12-Month) in Sudan, January 2000-October 2008; III. Methodology; A. Which Inflation Should Be Forecasted?; 3. Overall Inflation, 2000-08; B. Autoregressive Moving Average (ARMA) Model; 4. Cumulative Spectral Distribution of Inflation, 2000-08; C. Leading Indicators; 5. Currency Holding and Islamic Dummies, 2005-08; 6. Candidates of Leading Indicators; IV. Results; A. ARMA Model; 7. Actual and Projected Inflation Based on the Estimated ARMA Models
B. Granger Causality Tests for Leading IndicatorsV. Implications-What Can be said from the Estimated Model and the Tests?; A. Can the Estimated Model Explain the Surge of Inflation in 2007 and 2008?; 8. Forecasted Inflation, July 2007-December 2008; 9. Forecast Errors of the Model and Bread Contribution to Inflation, July 2007-October 2008; B. Forecasting Inflation for 2009 and 2010; 10. Forecasted Inflation; 11. Inflation Forecast Based on ARMA (4,5), July 2008-December 2010; C. Leading Indicators (Private Sector Credit Growth and Wheat Price Inflation) 12. Oil Price Projections, World Economic Outlook, 2000-1013. Wheat Price Projections, World Economic Outlook, 2000-10; VI. Conclusions; Tables; 1. Estimated ARMA Model of Inflation; 2. Main Statistics of Various ARMA Models, 2000-08; 3. Granger Causality Tests Between Inflation and Leading Indicators, 2000-08; Appendices; I. The Schwartz Information Criterion; II. Estimated ARMA Model for main Monetary Aggregates; Appendix Tables; A1. Estimated ARMA Model of Broad money, 2000-08; References |
| Record Nr. | UNINA-9910827476303321 |
|
Moriyama Kenji
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Incorporating Market Information into the Construction of the Fan Chart
| Incorporating Market Information into the Construction of the Fan Chart |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 336.54 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Inflation Investments: Options Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Forecasting and Simulation: Models and Applications Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Economic Forecasting Finance Oil prices Asset prices GDP forecasting Options National income Derivative securities |
| ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
| Record Nr. | UNINA-9910788228603321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Incorporating Market Information into the Construction of the Fan Chart
| Incorporating Market Information into the Construction of the Fan Chart |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 336.54 |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting - Econometric models
Time-series analysis Inflation Investments: Options Macroeconomics Energy: Demand and Supply Prices Price Level Deflation Forecasting and Simulation: Models and Applications Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Economic Forecasting Finance Oil prices Asset prices GDP forecasting Options National income Derivative securities |
| ISBN |
1-4623-6888-3
1-4527-4804-7 1-282-84389-3 9786612843891 1-4518-7325-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Outline of Theory; A. Characterizing the Distribution of Global Growth; Box; 1. The Two-Piece Normal Distribution; B. Constructing Confidence Intervals; III. Using Survey- and Market-Based Information; Figures; 1. Constructing Confidence Intervals; A. Survey-based Measures; B. Market-based Measures; IV. An Example: Forecasting Global Growth; A. Choice of Risk Factors; Tables; 1. Estimated Elasticities and Skewness Coefficients; B. Estimating the Weighting Parameters .; C. Constructing the Fan Chart; D. Interpreting the Results
2. Dispersion of Forecasts for GDP and Selected Risk FactorsV. Conclusions; 3. Fan Chart for Global Growth and Skewness of Risk Factors; 4. Fan Chart for Global Growth Based on Direct Estimates of Variance and Skew; References |
| Record Nr. | UNINA-9910817190803321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Inflation in Tajikistan : : Forecasting Analysis and Monetary Policy Challenges / / Svetlana Vtyurina, Fahad Alturki
| Inflation in Tajikistan : : Forecasting Analysis and Monetary Policy Challenges / / Svetlana Vtyurina, Fahad Alturki |
| Autore | Vtyurina Svetlana |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
| Descrizione fisica | 19 p. : ill |
| Altri autori (Persone) | AlturkiFahad |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Tajikistan
Monetary policy - Tajikistan Econometrics Foreign Exchange Inflation Money and Monetary Policy Forecasting Price Level Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Forecasting and Other Model Applications Multiple or Simultaneous Equation Models Multiple Variables: General Macroeconomics Monetary economics Currency Foreign exchange Economic Forecasting Econometrics & economic statistics Monetary base Exchange rates Economic forecasting Vector error correction models Prices Money supply Econometric models |
| ISBN |
1-4623-5777-6
1-4527-2079-7 1-282-84526-8 1-4519-6217-7 9786612845260 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788220603321 |
|
Vtyurina Svetlana
|
||
| Washington, D.C. : , : International Monetary Fund, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Economic Forecasting
(31)
- Deflation (27)
- Forecasting and Other Model Applications (27)
- Inflation (27)
- Macroeconomics (27)