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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 | ||
| ||
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) |
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 |
| 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 |
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Garcia-Saltos Roberto
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Country Experiences with the Introduction and Implementation of Inflation Targeting / / Inci Ötker, Charles Freedman
| Country Experiences with the Introduction and Implementation of Inflation Targeting / / Inci Ötker, Charles Freedman |
| Autore | Ötker Inci |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (44 p.) |
| Altri autori (Persone) | FreedmanCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation targeting
Inflation (Finance) Monetary policy Banks and Banking Foreign Exchange Inflation Money and Monetary Policy Monetary Policy Price Level Deflation Interest Rates: Determination, Term Structure, and Effects Monetary economics Macroeconomics Currency Foreign exchange Finance Exchange rate arrangements Short term interest rates Exchange rates Prices Interest rates |
| ISBN |
1-4623-0229-7
1-4527-8437-X 1-4518-7308-5 9786612843747 1-282-84374-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation for adopting Inflation Targeting; Tables; 1. Motivation for Adopting Inflation Targeting; III. Conditions at the Time of Introducing Inflation Targeting; 2. Main Elements of Successful Inflation Targeting Implementation; 3. Summary Status of Inflation Targeting Preconditions at the Time of Inflation Targeting Adoption; IV. Transition to Full-Fledged Inflation Targeting; 4. Transition to Full-Fledged Inflation Targeting; Figures; 1. Coordination of Other Supporting Economic Reforms/Policies with Capacity; V. Benefits of Inflation Targeting
VI. Challenges in Implementing the Inflation Targeting FrameworkA. Challenges Faced to mid-2007; B. Challenges from mid-2007 to mid-2008; 2. Inflation Targeting Countries: Actual versus Targeted Inflation, June 2008; 3. Sample Emerging Market Countries-Evolution of Actual Inflation Relative to Official Targets, January 2002-June 2008; 4. Inflation Performance and Monetary policy Frameworks; 5. Inflation Targeting Countries: Policy Rate Changes, July 2007-June 2008; 5. Emerging Europe Inflation Targeting Countries: Policy Responses Following the Commodity Price Shocks VII. Lessons from Country Experiences6. Inflation Expectations vs. Actual and Targeted Inflation, June 2008; Appendixes; I. Background and Brief Summary of the Book On Implementing Full-Fledged Inflation Targeting Regimes: Saying What You Do and Doing What you Say; II. Detailed Information on Country Experiences; References |
| Record Nr. | UNINA-9910788230203321 |
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Ötker Inci
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Country Experiences with the Introduction and Implementation of Inflation Targeting / / Inci Ötker, Charles Freedman
| Country Experiences with the Introduction and Implementation of Inflation Targeting / / Inci Ötker, Charles Freedman |
| Autore | Ötker Inci |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (44 p.) |
| Disciplina | 332.41 |
| Altri autori (Persone) | FreedmanCharles |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation targeting
Inflation (Finance) Monetary policy Banks and Banking Foreign Exchange Inflation Money and Monetary Policy Monetary Policy Price Level Deflation Interest Rates: Determination, Term Structure, and Effects Monetary economics Macroeconomics Currency Foreign exchange Finance Exchange rate arrangements Short term interest rates Exchange rates Prices Interest rates |
| ISBN |
1-4623-0229-7
1-4527-8437-X 1-4518-7308-5 9786612843747 1-282-84374-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation for adopting Inflation Targeting; Tables; 1. Motivation for Adopting Inflation Targeting; III. Conditions at the Time of Introducing Inflation Targeting; 2. Main Elements of Successful Inflation Targeting Implementation; 3. Summary Status of Inflation Targeting Preconditions at the Time of Inflation Targeting Adoption; IV. Transition to Full-Fledged Inflation Targeting; 4. Transition to Full-Fledged Inflation Targeting; Figures; 1. Coordination of Other Supporting Economic Reforms/Policies with Capacity; V. Benefits of Inflation Targeting
VI. Challenges in Implementing the Inflation Targeting FrameworkA. Challenges Faced to mid-2007; B. Challenges from mid-2007 to mid-2008; 2. Inflation Targeting Countries: Actual versus Targeted Inflation, June 2008; 3. Sample Emerging Market Countries-Evolution of Actual Inflation Relative to Official Targets, January 2002-June 2008; 4. Inflation Performance and Monetary policy Frameworks; 5. Inflation Targeting Countries: Policy Rate Changes, July 2007-June 2008; 5. Emerging Europe Inflation Targeting Countries: Policy Responses Following the Commodity Price Shocks VII. Lessons from Country Experiences6. Inflation Expectations vs. Actual and Targeted Inflation, June 2008; Appendixes; I. Background and Brief Summary of the Book On Implementing Full-Fledged Inflation Targeting Regimes: Saying What You Do and Doing What you Say; II. Detailed Information on Country Experiences; References |
| Record Nr. | UNINA-9910827475303321 |
|
Ötker Inci
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||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal
| The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal |
| Autore | Jain-Chandra Sonali |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Altri autori (Persone) | UnsalFiliz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Asia
Capital movements - Asia Banks and Banking Exports and Imports Interest Rates: Determination, Term Structure, and Effects Monetary Policy Open Economy Macroeconomics International Investment Long-term Capital Movements Finance Banking International economics Long term interest rates Yield curve Central bank policy rate Short term interest rates Capital inflows Financial services Balance of payments Interest rates Capital movements |
| ISBN |
1-4755-1660-6
1-4755-7971-3 1-283-86686-2 1-4755-2195-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Methodological Considerations; A. Generalized Dynamic Factor Model; Figures; 1. Secondary Market Yield of 10-Year Government Bond; B. Structural Vector Autoregression; III. Are Local Bond Yields in Asia Driven by External or Domestic Factors?--Empirical Results; 2. The Estimated Common Factor and U.S. 10-Year Bond Yield and the VIX; 3. Contributions of U.S. 10-Year Yield and VIX to Estimated Common Factor; 4. Variance Decomposition of Domestic 10-Year Yield by Sources During 2005-10
5. Contribution of U.S. Long-Term Interest Rates to Variance of Domestic Yields by Maturity 6. Importance of U.S. Interest Rate and Capital Account Openness; IV. Which Interest Rates Matter More for Monetary Transmission Mechanism?; 7. Variance Decomposition of Industrial Production in Response to Shocks to Domestic Interest Rates; V. The Monetary Transmission Mechanism Under Large Capital Flows; 8. Short-Term Corporate Debt; VI. Conclusion; 9. Effect of Capital Flows on Monetary Transmission Mechanism; References |
| Record Nr. | UNINA-9910779331203321 |
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Jain-Chandra Sonali
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal
| The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal |
| Autore | Jain-Chandra Sonali |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.095 |
| Altri autori (Persone) | UnsalFiliz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Asia
Capital movements - Asia Banks and Banking Exports and Imports Interest Rates: Determination, Term Structure, and Effects Monetary Policy Open Economy Macroeconomics International Investment Long-term Capital Movements Finance Banking International economics Long term interest rates Yield curve Central bank policy rate Short term interest rates Capital inflows Financial services Balance of payments Interest rates Capital movements |
| ISBN |
1-4755-1660-6
1-4755-7971-3 1-283-86686-2 1-4755-2195-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Methodological Considerations; A. Generalized Dynamic Factor Model; Figures; 1. Secondary Market Yield of 10-Year Government Bond; B. Structural Vector Autoregression; III. Are Local Bond Yields in Asia Driven by External or Domestic Factors?--Empirical Results; 2. The Estimated Common Factor and U.S. 10-Year Bond Yield and the VIX; 3. Contributions of U.S. 10-Year Yield and VIX to Estimated Common Factor; 4. Variance Decomposition of Domestic 10-Year Yield by Sources During 2005-10
5. Contribution of U.S. Long-Term Interest Rates to Variance of Domestic Yields by Maturity 6. Importance of U.S. Interest Rate and Capital Account Openness; IV. Which Interest Rates Matter More for Monetary Transmission Mechanism?; 7. Variance Decomposition of Industrial Production in Response to Shocks to Domestic Interest Rates; V. The Monetary Transmission Mechanism Under Large Capital Flows; 8. Short-Term Corporate Debt; VI. Conclusion; 9. Effect of Capital Flows on Monetary Transmission Mechanism; References |
| Record Nr. | UNINA-9910816523103321 |
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Jain-Chandra Sonali
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi
| Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
| Autore | Iossifov Plamen |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.82 |
| Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Infrastructure Real Estate Industries: Financial Services Housing Supply and Markets Economic Development: Urban, Rural, Regional, and Transportation Analysis Housing Interest Rates: Determination, Term Structure, and Effects Real Estate Markets, Spatial Production Analysis, and Firm Location: General Banks Depository Institutions Micro Finance Institutions Mortgages Property & real estate Macroeconomics Finance Housing prices Short term interest rates Real estate prices Prices Saving and investment Interest rates |
| ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
| Record Nr. | UNINA-9910788343903321 |
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Iossifov Plamen
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi
| Interest Rate Elasticity of Residential Housing Prices / / Plamen Iossifov, Martin Cihak, Amar Shanghavi |
| Autore | Iossifov Plamen |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.82 |
| Altri autori (Persone) |
CihakMartin
ShanghaviAmar |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models Banks and Banking Infrastructure Real Estate Industries: Financial Services Housing Supply and Markets Economic Development: Urban, Rural, Regional, and Transportation Analysis Housing Interest Rates: Determination, Term Structure, and Effects Real Estate Markets, Spatial Production Analysis, and Firm Location: General Banks Depository Institutions Micro Finance Institutions Mortgages Property & real estate Macroeconomics Finance Housing prices Short term interest rates Real estate prices Prices Saving and investment Interest rates |
| ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
| Record Nr. | UNINA-9910810966503321 |
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Iossifov Plamen
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek
| Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 42 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Finance Currency Foreign exchange Short term interest rates Output gap Real effective exchange rates Long term interest rates Financial services Production Prices Interest rates Economic theory |
| ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788223803321 |
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Vitek Francis
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek
| Monetary Policy Analysis and Forecasting in the World Economy : : A Panel Unobserved Components Approach / / Francis Vitek |
| Autore | Vitek Francis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 42 p. : ill |
| Disciplina | 338.192358 |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - Econometric models
Business cycles - Econometric models Banks and Banking Foreign Exchange Inflation Production and Operations Management Bayesian Analysis: General Multiple or Simultaneous Equation Models: Models with Panel Data Model Construction and Estimation Forecasting and Other Model Applications Price Level Deflation Business Fluctuations Cycles Financial Markets and the Macroeconomy Monetary Policy Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Macroeconomics: Production Macroeconomics Finance Currency Foreign exchange Short term interest rates Output gap Real effective exchange rates Long term interest rates Financial services Production Prices Interest rates Economic theory |
| ISBN |
1-4623-5374-6
1-4518-7385-9 1-4527-0465-1 1-282-84439-3 9786612844393 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. The Panel Unobserved Components Model -- A. Cyclical Components -- B. Trend Components -- III. Estimation -- A. Estimation Procedure -- B. Estimation Results -- IV. Monetary Policy Analysis -- A. Vector Autocorrelations -- B. Impulse Response Functions -- C. Forecast Error Variance Decompositions -- D. Historical Decompositions -- V. Forecasting -- A. Forecasting Procedure -- B. Forecasting Results -- VI. Conclusion -- Tables -- 1. Parameter Estimation Results -- Figures -- 1. Output Gap Estimates -- 2. Monetary Conditions Gap Estimates -- 3. Vector Autocorrelations -- 4. Impulse Responses to a Domestic Supply Shock -- 5. Impulse Responses to a Foreign Supply Shock -- 6. Impulse Responses to a Domestic Demand Shock -- 7. Impulse Responses to a Foreign Demand Shock -- 8. Impulse Responses to a Domestic Monetary Policy Shock -- 9. Impulse Responses to a Foreign Monetary Policy Shock -- 10. Impulse Responses to a World Commodity Price Shock -- 11. Forecast Error Variance Decompositions of Inflation -- 12. Forecast Error Variance Decompositions of the Output Gap -- 13. Forecast Error Variance Decompositions of the Monetary Conditions Gap -- 14. Historical Decompositions of Inflation -- 15. Historical Decompositions of the Output Gap -- 16. Historical Decompositions of the Monetary Conditions Gap -- 17. Conditional Forecasts of Inflation -- 18. Conditional Forecasts of Output Growth -- Appendix. Description of the Data Set -- References. |
| Record Nr. | UNINA-9910828514403321 |
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Vitek Francis
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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