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Constructing forecast confidence bands during the financial crisis [[electronic resource] /] / Huigang Chen ... [et al.]
| Constructing forecast confidence bands during the financial crisis [[electronic resource] /] / Huigang Chen ... [et al.] |
| Autore | Chen Huigang |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
| Descrizione fisica | 23 p. : ill |
| Collana | IMF working paper |
| 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 |
| Soggetto genere / forma | Electronic books. |
| 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-9910463716203321 |
Chen Huigang
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| [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 | ||
| ||
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) |
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 |
| 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-9910817621303321 |
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Clinton Kevin
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||