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Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan
Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan
Autore Garcia-Saltos Roberto
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 57 p. : ill
Altri autori (Persone) LaxtonDouglas
AndrleMichal
MunandarHaris
FreedmanCharles
HermawanDanny
Collana IMF Working Papers
Soggetto topico Economic forecasting - Indonesia - Econometric models
Economic forecasting - United States - Econometric models
Economic forecasting - Europe - Econometric models
Economic forecasting - Japan - Econometric models
Inflation (Finance) - Indonesia - Econometric models
Inflation (Finance) - United States - Econometric models
Inflation (Finance) - Europe - Econometric models
Inflation (Finance) - Japan - Econometric models
Monetary policy - Indonesia - Econometric models
Monetary policy - United States - Econometric models
Monetary policy - Europe - Econometric models
Monetary policy - Japan - Econometric models
Banks and Banking
Foreign Exchange
Inflation
Production and Operations Management
Price Level
Deflation
Macroeconomics: Production
Interest Rates: Determination, Term Structure, and Effects
Macroeconomics
Currency
Foreign exchange
Finance
Real exchange rates
Output gap
Real interest rates
Short term interest rates
Prices
Production
Economic theory
Interest rates
ISBN 1-4623-8703-9
1-4527-5207-9
1-282-84491-1
9786612844911
1-4519-4171-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788228703321
Garcia-Saltos Roberto  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan
Adding Indonesia to the Global Projection Model / / Roberto Garcia-Saltos, Douglas Laxton, Michal Andrle, Haris Munandar, Charles Freedman, Danny Hermawan
Autore Garcia-Saltos Roberto
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 57 p. : ill
Disciplina 339.53091724
Altri autori (Persone) AndrleMichal
FreedmanCharles
HermawanDanny
LaxtonDouglas
MunandarHaris
Collana IMF Working Papers
Soggetto topico Economic forecasting - Indonesia - Econometric models
Economic forecasting - United States - Econometric models
Economic forecasting - Europe - Econometric models
Economic forecasting - Japan - Econometric models
Inflation (Finance) - Indonesia - Econometric models
Inflation (Finance) - United States - Econometric models
Inflation (Finance) - Europe - Econometric models
Inflation (Finance) - Japan - Econometric models
Monetary policy - Indonesia - Econometric models
Monetary policy - United States - Econometric models
Monetary policy - Europe - Econometric models
Monetary policy - Japan - Econometric models
Banks and Banking
Currency
Deflation
Economic theory
Finance
Foreign Exchange
Foreign exchange
Inflation
Interest rates
Interest Rates: Determination, Term Structure, and Effects
Macroeconomics
Macroeconomics: Production
Output gap
Price Level
Prices
Production and Operations Management
Production
Real exchange rates
Real interest rates
Short term interest rates
ISBN 9786612844911
9781462387038
1462387039
9781452752075
1452752079
9781282844919
1282844911
9781451941715
1451941714
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- A. Background -- B. A Brief Outline of Indonesian Economic Developments Over The Sample Period -- II. Benchmark Model -- A. Background -- B. The Specification of The Model -- B.1 Observable variables and data definitions -- B.2 Stochastic processes and model definitions -- B.3 Behavorial equations -- B.4 Cross correlations of disturbances -- III. Extending the Model to Include Financial-Real Linkages -- A. Background -- B. Model Specication Incorporating the US Bank Lending TighteningVariable -- V. Confronting the Model with the Data -- A. Bayesian Estimation -- B. Results -- B.1 Estimates of coeficients -- B.2 Estimates of standard deviation of structural shocks and cross correlations -- B.3 RMSEs -- B.4 Impulse response functions -- VI. Concluding Remarks -- IV. Modifications of the Model for the Indonesian Economy -- References -- Appendix: GPM Data Definitions -- Figures -- 1. Indonesia - Historical Data [1] -- 2. Indonesia - Historical Data [2] -- 3. Indonesia - Historical Data [3] -- 4. Comparison CDS Emerging Countries -- 5. Indonesia Historical Inflation Graph -- 6. Domestic Demand Shock -- 7. Domestic Price Shock -- 8. Domestic Interest Rate Shock -- 9. Domestic Real Exchange Rate Shock -- 10. Shock to the Domestic Target Rate of Inflation -- 11. Demand Shock in the US -- 12. BLT Shock in the US -- Tables -- 1. Results from Posterior Maximization -- 2. Results from Posterior Parameters (standard deviation of structural shocks) -- 3. Results from Posterior Parameters (correlation of structural shocks) -- 4. Root Mean Squared Errors.
Record Nr. UNINA-9910961803103321
Garcia-Saltos Roberto  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Adding Indonesia to the global projection model [[electronic resource] /] / prepared by Michal Andrle ... [et al.]
Adding Indonesia to the global projection model [[electronic resource] /] / prepared by Michal Andrle ... [et al.]
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Descrizione fisica 57 p. : ill
Altri autori (Persone) AndrleMichal
Collana IMF working paper
Soggetto topico Economic forecasting - Indonesia - Econometric models
Economic forecasting - United States - Econometric models
Economic forecasting - Europe - Econometric models
Economic forecasting - Japan - Econometric models
Inflation (Finance) - Indonesia - Econometric models
Inflation (Finance) - United States - Econometric models
Inflation (Finance) - Europe - Econometric models
Inflation (Finance) - Japan - Econometric models
Monetary policy - Indonesia - Econometric models
Monetary policy - United States - Econometric models
Monetary policy - Europe - Econometric models
Monetary policy - Japan - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-8703-9
1-4527-5207-9
1-282-84491-1
9786612844911
1-4519-4171-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910463992803321
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Writing clearly : ECB's monetary policy communication / / Ales Buliř, Martin Čihák, and Kateřina Smidková ; authorized for distribution by Enrica Detragiache and Luc Everaert
Writing clearly : ECB's monetary policy communication / / Ales Buliř, Martin Čihák, and Kateřina Smidková ; authorized for distribution by Enrica Detragiache and Luc Everaert
Autore Buliř Aleš
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.11094
Altri autori (Persone) ČihákMartin
ŠmídkováKateřina
DetragiacheEnrica
EveraertLuc
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central - Europe - Econometric models
Communication - Europe - Econometric models
Monetary policy - Europe - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-9110-9
1-4527-1476-2
1-4518-7110-4
1-282-84203-X
9786612842030
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Motivation and Literature Overview; A. Communicating Clearly; B. Literature on Monetary Policy Communication; III. Methodology and Data; A. Methodology ("Central Bank Watching for Dummies"); Tables; 1. Slope Coefficient in a Regression of Actual and Forecasted Policy Rate Changes; Figures; 1. Correlation of Actual and Forecasted Policy Rate Changes; 2. GARCH Estimate of the Policy Rule for the ECB; 3. Parameterization Overview; B. Data; 2. Euro Area: Actual Inflation, Inflation Targets, and Inflation Expectations
4. Inflation Factors and Their Serial Correlation5. Comparison with the KOF MPC Index; C. ECB Watching; 3. ECB Bulletins: Inflation Factors; 4. ECB: Central Bank Watching; IV. Results; A. Press Statements Only; B. Monthly Bulletins: Shock Descriptions; 5. Press Statements Only; C. Monthly Bulletins: Shock Descriptions and Forecast Risk Assessment; 6. ECB Bulletin, Shock Description, but No Forecast Risk Assessment; D. Monthly Bulletins: Adding Monetary Pillar Information; 7. ECB Bulletin, All Shocks; E. Summary Discussion: When Could the Public Get Confused?; 8. Monetary Pillar
9. Confusing Communication: Robustness ChecksF. Comparison with Other Studies; V. Conclusions; References
Record Nr. UNINA-9910464259403321
Buliř Aleš  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Writing Clearly : : ECB’s Monetary Policy Communication / / Martin Cihak, Katerina Smídková, Ales Bulir
Writing Clearly : : ECB’s Monetary Policy Communication / / Martin Cihak, Katerina Smídková, Ales Bulir
Autore Cihak Martin
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.11094
Altri autori (Persone) SmídkováKaterina
BulirAles
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central - Europe - Econometric models
Communication - Europe - Econometric models
Monetary policy - Europe - Econometric models
Banks and Banking
Inflation
Money and Monetary Policy
Public Finance
Forecasting
Taxation, Subsidies, and Revenue: General
Price Level
Deflation
Monetary Policy
Forecasting and Other Model Applications
Interest Rates: Determination, Term Structure, and Effects
Public finance & taxation
Macroeconomics
Monetary economics
Economic Forecasting
Banking
Communications in revenue administration
Inflation targeting
Economic forecasting
Central bank policy rate
Revenue
Prices
Monetary policy
Interest rates
ISBN 1-4623-9110-9
1-4527-1476-2
1-4518-7110-4
1-282-84203-X
9786612842030
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Motivation and Literature Overview; A. Communicating Clearly; B. Literature on Monetary Policy Communication; III. Methodology and Data; A. Methodology ("Central Bank Watching for Dummies"); Tables; 1. Slope Coefficient in a Regression of Actual and Forecasted Policy Rate Changes; Figures; 1. Correlation of Actual and Forecasted Policy Rate Changes; 2. GARCH Estimate of the Policy Rule for the ECB; 3. Parameterization Overview; B. Data; 2. Euro Area: Actual Inflation, Inflation Targets, and Inflation Expectations
4. Inflation Factors and Their Serial Correlation5. Comparison with the KOF MPC Index; C. ECB Watching; 3. ECB Bulletins: Inflation Factors; 4. ECB: Central Bank Watching; IV. Results; A. Press Statements Only; B. Monthly Bulletins: Shock Descriptions; 5. Press Statements Only; C. Monthly Bulletins: Shock Descriptions and Forecast Risk Assessment; 6. ECB Bulletin, Shock Description, but No Forecast Risk Assessment; D. Monthly Bulletins: Adding Monetary Pillar Information; 7. ECB Bulletin, All Shocks; E. Summary Discussion: When Could the Public Get Confused?; 8. Monetary Pillar
9. Confusing Communication: Robustness ChecksF. Comparison with Other Studies; V. Conclusions; References
Record Nr. UNINA-9910788342603321
Cihak Martin  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Writing Clearly : : ECB’s Monetary Policy Communication / / Martin Cihak, Katerina Smídková, Ales Bulir
Writing Clearly : : ECB’s Monetary Policy Communication / / Martin Cihak, Katerina Smídková, Ales Bulir
Autore Cihak Martin
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.11094
Altri autori (Persone) BulirAles
SmídkováKaterina
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central - Europe - Econometric models
Communication - Europe - Econometric models
Monetary policy - Europe - Econometric models
Banking
Banks and Banking
Central bank policy rate
Communications in revenue administration
Deflation
Economic Forecasting
Economic forecasting
Forecasting and Other Model Applications
Forecasting
Inflation targeting
Inflation
Interest rates
Interest Rates: Determination, Term Structure, and Effects
Macroeconomics
Monetary economics
Monetary Policy
Monetary policy
Money and Monetary Policy
Price Level
Prices
Public finance & taxation
Public Finance
Revenue
Taxation, Subsidies, and Revenue: General
ISBN 9786612842030
9781462391103
1462391109
9781452714769
1452714762
9781451871104
1451871104
9781282842038
128284203X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Motivation and Literature Overview; A. Communicating Clearly; B. Literature on Monetary Policy Communication; III. Methodology and Data; A. Methodology ("Central Bank Watching for Dummies"); Tables; 1. Slope Coefficient in a Regression of Actual and Forecasted Policy Rate Changes; Figures; 1. Correlation of Actual and Forecasted Policy Rate Changes; 2. GARCH Estimate of the Policy Rule for the ECB; 3. Parameterization Overview; B. Data; 2. Euro Area: Actual Inflation, Inflation Targets, and Inflation Expectations
4. Inflation Factors and Their Serial Correlation5. Comparison with the KOF MPC Index; C. ECB Watching; 3. ECB Bulletins: Inflation Factors; 4. ECB: Central Bank Watching; IV. Results; A. Press Statements Only; B. Monthly Bulletins: Shock Descriptions; 5. Press Statements Only; C. Monthly Bulletins: Shock Descriptions and Forecast Risk Assessment; 6. ECB Bulletin, Shock Description, but No Forecast Risk Assessment; D. Monthly Bulletins: Adding Monetary Pillar Information; 7. ECB Bulletin, All Shocks; E. Summary Discussion: When Could the Public Get Confused?; 8. Monetary Pillar
9. Confusing Communication: Robustness ChecksF. Comparison with Other Studies; V. Conclusions; References
Record Nr. UNINA-9910965940503321
Cihak Martin  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui