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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 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
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