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 | ||
|
Monetary policy and the lost decade [[electronic resource] ] : lessons from Japan / / prepared by Daniel Leigh |
Autore | Leigh Daniel |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
Descrizione fisica | 33 p. : ill |
Collana | IMF working paper |
Soggetto topico |
Monetary policy - Japan - Econometric models
Deflation (Finance) - Japan - Econometric models Anti-inflationary policies - Japan - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8401-3
1-4527-8234-2 1-282-84433-4 9786612844331 1-4518-7379-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463690303321 |
Leigh Daniel | ||
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Monetary Policy and the Lost Decade : : Lessons from Japan / / Daniel Leigh |
Autore | Leigh Daniel |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 33 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - Japan - Econometric models
Deflation (Finance) - Japan - Econometric models Anti-inflationary policies - Japan - Econometric models Banks and Banking Inflation Money and Monetary Policy Production and Operations Management Monetary Policy Price Level Deflation Macroeconomics: Production Interest Rates: Determination, Term Structure, and Effects Banks Depository Institutions Micro Finance Institutions Mortgages Monetary economics Macroeconomics Banking Inflation targeting Output gap Central bank policy rate Monetary policy Prices Production Economic theory Interest rates Banks and banking |
ISBN |
1-4623-8401-3
1-4527-8234-2 1-282-84433-4 9786612844331 1-4518-7379-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788224203321 |
Leigh Daniel | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Monetary Policy and the Lost Decade : : Lessons from Japan / / Daniel Leigh |
Autore | Leigh Daniel |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 33 p. : ill |
Disciplina | 339.5;339.530952 |
Collana | IMF Working Papers |
Soggetto topico |
Monetary policy - Japan - Econometric models
Deflation (Finance) - Japan - Econometric models Anti-inflationary policies - Japan - Econometric models Banking Banks and Banking Banks and banking Banks Central bank policy rate Deflation Depository Institutions Economic theory Inflation targeting Inflation Interest rates Interest Rates: Determination, Term Structure, and Effects Macroeconomics Macroeconomics: Production Micro Finance Institutions Monetary economics Monetary Policy Monetary policy Money and Monetary Policy Mortgages Output gap Price Level Prices Production and Operations Management Production |
ISBN |
1-4623-8401-3
1-4527-8234-2 1-282-84433-4 9786612844331 1-4518-7379-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Empirical Analysis -- A. Model Specification -- B. Model Estimation -- III. Counterfactual Analysis -- IV. Conclusion -- Tables -- 1. Estimation Results -- 2. Actual and Counterfactual Inflation and Output Loss -- Figures -- 1. The Japanese Economy Since 1990 -- 2. Estimation Results: Implicit Inflation Target -- 3. Estimation Results: Natural Rate of Interest -- 4. Estimated Policy-Rate Target and Actual Policy Rate -- 5. Autocorrelation Functions -- 6. Demand and Supply Shocks: 1990-2005 -- 7. Actual and Counterfactual Macroeconomic Dynamics: -- 8. Actual and Counterfactual Macroeconomic Dynamics: -- 9. Actual and Counterfactual Macroeconomic Dynamics: -- 10. Actual and Counterfactual Macroeconomic Dynamics: -- Appendix -- References. |
Record Nr. | UNINA-9910812447703321 |
Leigh Daniel | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|