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
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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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) |
RoseDavid
ScottAlasdair |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Inflation targeting Communications in revenue administration Deflation Economic Forecasting Forecasting and Other Model Applications Forecasting General Aggregative Models: General Income economics Inflation Labor economics Labor Economics: General Labor Labour Macroeconomics National accounts National income Price Level Prices Public finance & taxation Public Finance Revenue Taxation, Subsidies, and Revenue: General |
| ISBN |
9786612842863
9781462314409 1462314406 9781282842861 1282842862 9781451872125 1451872127 9781451995343 1451995342 |
| 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-9910957188403321 |
Laxton Douglas
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
| Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes |
| Autore | Berger Helge |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 24 p. : ill |
| Altri autori (Persone) | HarjesThomas |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Monetary policy - Europe Finance: General Inflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Forecasting and Other Model Applications Price Level Deflation Monetary Policy International Policy Coordination and Transmission Portfolio Choice Investment Decisions Finance Macroeconomics Excess liquidity International liquidity Liquidity Liquidity indicators Asset and liability management Prices Liquidity management Economics International finance |
| ISBN |
1-4623-9109-5
1-4518-7164-3 1-282-84239-0 9786612842399 1-4527-4402-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788348403321 |
Berger Helge
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
| Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes |
| Autore | Berger Helge |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 24 p. : ill |
| Altri autori (Persone) | HarjesThomas |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Monetary policy - Europe Asset and liability management Deflation Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Economics Excess liquidity Finance Finance: General Forecasting and Other Model Applications Inflation International finance International liquidity International Policy Coordination and Transmission Investment Decisions Liquidity indicators Liquidity management Liquidity Macroeconomics Monetary Policy Portfolio Choice Price Level Prices Time-Series Models |
| ISBN |
9786612842399
9781462391097 1462391095 9781451871647 1451871643 9781282842397 1282842390 9781452744025 1452744025 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. How to Identify Movements in Liquidity Relevant for Monetary Policy? -- III. Some Stylized Facts -- IV. Global Excess Liquidity and EA Inflation -- A. Within Sample -- B. Out-of Sample -- V. A Glimpse at the Link between Global Liquidity and Monetary Policy Effectiveness -- VI. Conclusion -- References -- Table 1. The Impact of EA, US, and JP Excess Liquidity on Future Inflation -- Figures -- 1. Excess Liquidity, 1970Q1-2008Q2 -- 2. Dynamic Correlation Coefficients of Excess Liquidity -- 3. RMSEs for Alternative Models of Euro Area Inflation for the Forecasting Period 1991Q1 to 2007 Q1 -- 4. Results from an Uncionditioanl VAR for th Euro Area 1991Q1 to 2007Q1 -- 5. Results from a VAR for the Euro Area 1991Q1 to 2007Q1, Conditional on the US Excess Liquidity Regime -- Appendix. |
| Record Nr. | UNINA-9910957410703321 |
Berger Helge
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
| 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 Balance of payments Current Account Adjustment Current account balance Current account Deflation Economic Forecasting Economic forecasting Exports and Imports Forecasting and Other Model Applications Forecasting and Simulation: Models and Applications Forecasting Gdp forecasting Inflation International economics Macroeconomics National income Price Level Prices Short-term Capital Movements |
| ISBN |
9786613827319
9781462394210 1462394213 9781452718873 1452718873 9781283514866 1283514869 9781451908558 1451908555 |
| 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-9910972474603321 |
Timmermann Allan
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
| FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih |
| Autore | Tsangarides Charalambos |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | AbdihYasser |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - French franc area
Franc, CFA Monetary unions - Africa, French-speaking Econometrics Foreign Exchange Macroeconomics Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Forecasting and Other Model Applications Open Economy Macroeconomics Macroeconomics: Consumption Saving Wealth Currency Foreign exchange Econometrics & economic statistics Real effective exchange rates Real exchange rates Exchange rates Vector autoregression Government consumption Econometric analysis National accounts Consumption Economics |
| ISBN |
1-4623-9318-7
1-4527-7838-8 1-282-44791-2 1-4519-0949-7 9786613821119 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788523603321 |
Tsangarides Charalambos
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||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih
| FEER for the CFA Franc / / Charalambos Tsangarides, Yasser Abdih |
| Autore | Tsangarides Charalambos |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) | AbdihYasser |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - French franc area
Franc, CFA Monetary unions - Africa, French-speaking Consumption Currency Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometric analysis Econometrics & economic statistics Econometrics Economics Exchange rates Forecasting and Other Model Applications Foreign Exchange Foreign exchange Government consumption Macroeconomics Macroeconomics: Consumption National accounts Open Economy Macroeconomics Real effective exchange rates Real exchange rates Saving State Space Models Time-Series Models Vector autoregression Wealth |
| ISBN |
9786613821119
9781462393183 1462393187 9781452778389 1452778388 9781282447912 1282447912 9781451909494 1451909497 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BACKGROUND""; ""III. METHODOLOGY AND DATA""; ""IV. EMPIRICAL RESULTS""; ""V. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910973347203321 |
Tsangarides Charalambos
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Information and Macroeconomic Forecasts / / Sophia Chen, Romain Ranciere
| Financial Information and Macroeconomic Forecasts / / Sophia Chen, Romain Ranciere |
| Autore | Chen Sophia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (34 pages) : illustrations, tables |
| Disciplina | 330.0112 |
| Altri autori (Persone) | RanciereRomain |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic forecasting
Economic indicators Credit Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Investments: Bonds Forecasting and Other Model Applications Financial Markets and the Macroeconomy Money and Interest Rates: Forecasting and Simulation Price Level Inflation Deflation Housing Supply and Markets Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Macroeconomics: Consumption Saving Wealth General Financial Markets: General (includes Measurement and Data) Property & real estate Finance Monetary economics Investment & securities Asset prices Housing prices Yield curve Government consumption Prices Bond yields Financial institutions Money National accounts Housing Interest rates Consumption Economics Bonds |
| ISBN |
9781475567687
1475567685 9781475567700 1475567707 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162944303321 |
Chen Sophia
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
9781475555530
1475555539 9781475555561 1475555563 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155013803321 |
Nowak Sylwia
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Lo trovi qui: Univ. Federico II | ||
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