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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 [[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
Adding Indonesia to the global projection model / / prepared by Michal Andrle ... [et al.]
Adding Indonesia to the global projection model / / prepared by Michal Andrle ... [et al.]
Edizione [1st ed.]
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2009
Descrizione fisica 57 p. : ill
Disciplina 339.53091724
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
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
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-9910812316203321
[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) 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-9910816915803321
Cihak Martin  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui