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The information content of money in forecasting euro area inflation / / Helge Berger and Emil Stavrev ; authorized for distribution by Jörg Decressin
| The information content of money in forecasting euro area inflation / / Helge Berger and Emil Stavrev ; authorized for distribution by Jörg Decressin |
| Autore | Berger Helge |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 p.) |
| Disciplina | 332.46 |
| Altri autori (Persone) |
StavrevEmil
DecressinJörg |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1341-8
1-4527-4908-6 1-4518-7024-8 1-282-84117-3 9786612841170 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. Bayesian Priors |
| Record Nr. | UNINA-9910463618503321 |
Berger Helge
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger
| The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger |
| Autore | Stavrev Emil |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 p.) |
| Disciplina | 332.46 |
| Altri autori (Persone) | BergerHelge |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models Econometrics Inflation Money and Monetary Policy Forecasting Forecasting and Other Model Applications Price Level Deflation Computable and Other Applied General Equilibrium Models Classification Methods Cluster Analysis Principal Components Factor Models Demand for Money Economic Forecasting Macroeconomics Econometrics & economic statistics Monetary economics Economic forecasting Dynamic stochastic general equilibrium models Factor models Demand for money Prices Econometric models Money |
| ISBN |
1-4623-1341-8
1-4527-4908-6 1-4518-7024-8 1-282-84117-3 9786612841170 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. Bayesian Priors |
| Record Nr. | UNINA-9910788233803321 |
|
Stavrev Emil
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger
| The Information Content of Money in Forecasting Euro Area Inflation / / Emil Stavrev, Helge Berger |
| Autore | Stavrev Emil |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 p.) |
| Disciplina | 332.46 |
| Altri autori (Persone) | BergerHelge |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Money - Econometric models Inflation (Finance) - Forecasting - Econometric models Econometrics Inflation Money and Monetary Policy Forecasting Forecasting and Other Model Applications Price Level Deflation Computable and Other Applied General Equilibrium Models Classification Methods Cluster Analysis Principal Components Factor Models Demand for Money Economic Forecasting Macroeconomics Econometrics & economic statistics Monetary economics Economic forecasting Dynamic stochastic general equilibrium models Factor models Demand for money Prices Econometric models Money |
| ISBN |
1-4623-1341-8
1-4527-4908-6 1-4518-7024-8 1-282-84117-3 9786612841170 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Models of Inflation; A. DSGE Models; B. Partial Equilibrium Models; C. Empirical Models; IV. Empirical Methods and Data; A. Estimation Techniques; B. Prior Distribution of Parameters for the Bayesian Estimates; C. Forecasting and the Information Content of Money; D. Data; V. Results; A. The Marginal Contribution of Money; Figures; 1. Forecast Performance of DSGE Models; 2. Forecast Performance of Empirical Models; 3. Forecast Performance of P* and Phillips Curve Models; B. Comparison of Money-Based Models; C. Comparison Across All Models
Tables1. Out-of-Sample Forecasting Performance of Models; VI. Conclusions; References; Appendices; I. Empirical Specifications; II. Bayesian Priors |
| Record Nr. | UNINA-9910812623903321 |
|
Stavrev Emil
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
