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 | ||
|
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 |
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 |
Garcia-Saltos Roberto | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
|