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  • Online Resource  (7)
  • English  (7)
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  • 2005-2009  (7)
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  • English  (7)
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  • 1
    Online Resource
    Online Resource
    A Small Quarterly Projection Model of the US Economy / (2008)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edoccha_9958061616102883
    Format: 1 online resource (56 p.)
    ISBN: 1-4623-6385-7 , 1-4527-3999-4 , 1-282-55812-9 , 1-4519-8724-2 , 9786613822277
    Series Statement: IMF Working Papers
    Content: This is the first of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the U.S. economy. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. After developing a benchmark model without financial-real linkages, we introduce such linkages into the model and compare the results with and without linkages.
    Note: Description based upon print version of record. , Contents; I. Introduction; A. Objectives; B. The US Economy Over the Sample Period; II. Benchmark Model Without Financial-Real Linkages; A. Background; B. The Specification of The Model; B1. Observable variables and data definitiions; B2. Stochastic processs and model definitions; B3. Behavioral equations; C. Bayesian Estimation; D. Confronting the Balanced Model with The Data; III. Extended Model with Financial-Real Linkages; A. Background; B. Model Specifications; B1. Financial- real linkages; B2. Cross correlations of disturbances; C. Results; D. Some Extensions , D1. Comparison of results from long sample and short sample for Model with financial variableD2. Core CPI; IV. Concluding Remarks; References; Appendix; Data Definitions; Figures; 1. US Historical Data; Tables; 1. Results from Posterior Maximization (parameters) Base Code Model; 2. Results from Posterior Maximization (standard deviation of structural Shocks) Base Case Model; 2. Unemployment and Model-Consistent NAIRU; 3. GDP and Model-Consistent Potential GDP; 3. Base Case Root Mean Squared Errors; 4.; 4. Results from Posterior Maximization (parameters) BLT Model , 5. Results from Posterior Maximization (standard deviation of structural Shocks) BLT Model6. Results from posterior parameters (correlation of structural shocks) BLT Model; 5. IRF Supply Shock; 6. IRF Demand Shock; 7. IRF Policy Rate Shock; 8. IRF BLT Shock; 9. IRF Equilibrium GDP Growth Shock; 10. IRF Equilibrium GDP Level Shock; 7. BLT Root Mean Squared Errors; 8. Variance Decompositions; 11. Y-O-Y GDP Growth Rate Dynamic Forecast (Base Case Model); 12. Y-O-Y GDP Growth Rate Dynamic Forecast (BLT Model); 13. Q-O-Q GDP Growth Rate Dynamic Forecast (Base Case Model) , 14. Q_O_Q GDP Growth Rate Dynamic Forecast (BLT Model)15. Inflation Dynamic Forecast (Base Case Model); 16. Inflation Dynamic Forecast (BLT Model); 17. Interest Rate Dynamic Forecast (Base Case Model); 18. Interest Rate Dynamic Forecast (BLT Model); 19. Unemployment Rate Dynamic Forecast (Base Case Model); 20. Unemployment Rate Dynamic Forecast (BLT Model); 21. Output GAP Dynamic Forecast (Base Case Model); 22. Output GAP Dynamic Forecast (BLT Model) , English
    Additional Edition: ISBN 1-4518-7136-8
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Charité
  • 2
    Online Resource
    Online Resource
    A Small Quarterly Projection Model of the US Economy / (2008)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edocfu_9958061616102883
    Format: 1 online resource (56 p.)
    ISBN: 1-4623-6385-7 , 1-4527-3999-4 , 1-282-55812-9 , 1-4519-8724-2 , 9786613822277
    Series Statement: IMF Working Papers
    Content: This is the first of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the U.S. economy. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. After developing a benchmark model without financial-real linkages, we introduce such linkages into the model and compare the results with and without linkages.
    Note: Description based upon print version of record. , Contents; I. Introduction; A. Objectives; B. The US Economy Over the Sample Period; II. Benchmark Model Without Financial-Real Linkages; A. Background; B. The Specification of The Model; B1. Observable variables and data definitiions; B2. Stochastic processs and model definitions; B3. Behavioral equations; C. Bayesian Estimation; D. Confronting the Balanced Model with The Data; III. Extended Model with Financial-Real Linkages; A. Background; B. Model Specifications; B1. Financial- real linkages; B2. Cross correlations of disturbances; C. Results; D. Some Extensions , D1. Comparison of results from long sample and short sample for Model with financial variableD2. Core CPI; IV. Concluding Remarks; References; Appendix; Data Definitions; Figures; 1. US Historical Data; Tables; 1. Results from Posterior Maximization (parameters) Base Code Model; 2. Results from Posterior Maximization (standard deviation of structural Shocks) Base Case Model; 2. Unemployment and Model-Consistent NAIRU; 3. GDP and Model-Consistent Potential GDP; 3. Base Case Root Mean Squared Errors; 4.; 4. Results from Posterior Maximization (parameters) BLT Model , 5. Results from Posterior Maximization (standard deviation of structural Shocks) BLT Model6. Results from posterior parameters (correlation of structural shocks) BLT Model; 5. IRF Supply Shock; 6. IRF Demand Shock; 7. IRF Policy Rate Shock; 8. IRF BLT Shock; 9. IRF Equilibrium GDP Growth Shock; 10. IRF Equilibrium GDP Level Shock; 7. BLT Root Mean Squared Errors; 8. Variance Decompositions; 11. Y-O-Y GDP Growth Rate Dynamic Forecast (Base Case Model); 12. Y-O-Y GDP Growth Rate Dynamic Forecast (BLT Model); 13. Q-O-Q GDP Growth Rate Dynamic Forecast (Base Case Model) , 14. Q_O_Q GDP Growth Rate Dynamic Forecast (BLT Model)15. Inflation Dynamic Forecast (Base Case Model); 16. Inflation Dynamic Forecast (BLT Model); 17. Interest Rate Dynamic Forecast (Base Case Model); 18. Interest Rate Dynamic Forecast (BLT Model); 19. Unemployment Rate Dynamic Forecast (Base Case Model); 20. Unemployment Rate Dynamic Forecast (BLT Model); 21. Output GAP Dynamic Forecast (Base Case Model); 22. Output GAP Dynamic Forecast (BLT Model) , English
    Additional Edition: ISBN 1-4518-7136-8
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    FU Berlin
  • 3
    Online Resource
    Online Resource
    A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices / (2008)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edocfu_9958109446402883
    Format: 1 online resource (76 p.)
    ISBN: 1-4623-8807-8 , 1-4527-3595-6 , 1-282-39165-8 , 9786613820082 , 1-4519-9935-6
    Series Statement: IMF Working Papers
    Content: This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
    Note: Description based upon print version of record. , Contents; I. Introduction; II. Benchmark Model; A. Background; B. The Specification of the Model; B.1. Observable variable and data definitios; B.2. Stochastic processes and model definitions; B.3 Behavioral equations; B.4. Cross corelations of disturbances; III. Extending the Model to Include Financial-Real Linkages; A. Background; B. Model Specification Incorporating the US Bank Lending Tightening Variable; IV. Extending the Model to Include Oil Prices; A. Background; B. Model Specification Incorporating Oil Price; V. Confronting The Model with The Data; A. Bayesian Estimation; B. Results , B.1. Estimates of coefficientsB.2. Estimates of standard deviation of structural shocks and cross correlations; B.3. RMSEs; B.4. Impulse response functions; C. Forecasting with Bayesian Estimates; VI. Concluding Remarks; References; Appendix: GPM Data Definitions; Figures; 1. Comparison between Output Gap and BLT indicator; 2. Real Oil Price; Tables; 1. Results from posterior maximization (1); 2. Results from posterior maximization (2); 3. Results from posterior maximization (3); 4. Results from posterior parameters (standard deviation of structural shocks) , 5. Results from posterior parameters (correlation of structural Shocks)6. Root Mean Squared Errors; 3 Demand shock in the US (1); 4. Demand shock in the US (2); 5. Demand shock in the US (3); 6. Demand shock in Europe (1); 7. Demand shock in Europe (2); 8. Demand shock in Europe (3); 9. Demand shock in Japan (1); 10. Demand shock in Japan (2); 11. Demand shock in Japan (3); 12. Financial (BLT) shock in the US (1); 13. Financial (BLT) shock in the US (2); 14. Financial (BLT) shock in the US (3); 15. Growth rate shock in the US (1); 16. Growth rate shock in the US (2) , 17. Growth rate shock in the US (3)18. Oil Price Shock (1); 19. Oil Price Shock (2); 20. Oil Price Shock (3); 21. Oil Price Shock (4); 22. Oil Price Shock Permanent (1); 23. Oil Price Shock Permanent (2); 24. Oil Price Shock Permanent (3); 25. Oil Price Shock Permanent (4); 26. Forecast Results (1); 27. Forecast Results (2); 28. Forecast Results (3); 29. Forecast Results (4) , English
    Additional Edition: ISBN 1-4518-7138-4
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    FU Berlin
  • 4
    Online Resource
    Online Resource
    A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices / (2008)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    edoccha_9958109446402883
    Format: 1 online resource (76 p.)
    ISBN: 1-4623-8807-8 , 1-4527-3595-6 , 1-282-39165-8 , 9786613820082 , 1-4519-9935-6
    Series Statement: IMF Working Papers
    Content: This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
    Note: Description based upon print version of record. , Contents; I. Introduction; II. Benchmark Model; A. Background; B. The Specification of the Model; B.1. Observable variable and data definitios; B.2. Stochastic processes and model definitions; B.3 Behavioral equations; B.4. Cross corelations of disturbances; III. Extending the Model to Include Financial-Real Linkages; A. Background; B. Model Specification Incorporating the US Bank Lending Tightening Variable; IV. Extending the Model to Include Oil Prices; A. Background; B. Model Specification Incorporating Oil Price; V. Confronting The Model with The Data; A. Bayesian Estimation; B. Results , B.1. Estimates of coefficientsB.2. Estimates of standard deviation of structural shocks and cross correlations; B.3. RMSEs; B.4. Impulse response functions; C. Forecasting with Bayesian Estimates; VI. Concluding Remarks; References; Appendix: GPM Data Definitions; Figures; 1. Comparison between Output Gap and BLT indicator; 2. Real Oil Price; Tables; 1. Results from posterior maximization (1); 2. Results from posterior maximization (2); 3. Results from posterior maximization (3); 4. Results from posterior parameters (standard deviation of structural shocks) , 5. Results from posterior parameters (correlation of structural Shocks)6. Root Mean Squared Errors; 3 Demand shock in the US (1); 4. Demand shock in the US (2); 5. Demand shock in the US (3); 6. Demand shock in Europe (1); 7. Demand shock in Europe (2); 8. Demand shock in Europe (3); 9. Demand shock in Japan (1); 10. Demand shock in Japan (2); 11. Demand shock in Japan (3); 12. Financial (BLT) shock in the US (1); 13. Financial (BLT) shock in the US (2); 14. Financial (BLT) shock in the US (3); 15. Growth rate shock in the US (1); 16. Growth rate shock in the US (2) , 17. Growth rate shock in the US (3)18. Oil Price Shock (1); 19. Oil Price Shock (2); 20. Oil Price Shock (3); 21. Oil Price Shock (4); 22. Oil Price Shock Permanent (1); 23. Oil Price Shock Permanent (2); 24. Oil Price Shock Permanent (3); 25. Oil Price Shock Permanent (4); 26. Forecast Results (1); 27. Forecast Results (2); 28. Forecast Results (3); 29. Forecast Results (4) , English
    Additional Edition: ISBN 1-4518-7138-4
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Charité
  • 5
    Online Resource
    Online Resource
    A Small Quarterly Projection Model of the US Economy (2008)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845885960
    Format: Online-Ressource (54 p)
    Edition: Online-Ausg.
    ISBN: 1451871368 , 9781451871364
    Series Statement: IMF Working Papers Working Paper No. 08/278
    Content: This is the first of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the U.S. economy. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. After developing a benchmark model without financial-real linkages, we introduce such linkages into the model and compare the results with and without linkages
    Additional Edition: Erscheint auch als Druck-Ausgabe Ermolaev, Igor A Small Quarterly Projection Model of the US Economy Washington, D.C. : International Monetary Fund, 2008 ISBN 9781451871364
    Language: English
    DOI: 10.5089/9781451871364.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 6
    Online Resource
    Online Resource
    A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices (2008)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845886355
    Format: Online-Ressource (74 p)
    Edition: Online-Ausg.
    ISBN: 1451871384 , 9781451871388
    Series Statement: IMF Working Papers Working Paper No. 08/280
    Content: This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook
    Additional Edition: Erscheint auch als Druck-Ausgabe Juillard, Michel A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices Washington, D.C. : International Monetary Fund, 2008 ISBN 9781451871388
    Language: English
    DOI: 10.5089/9781451871388.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
  • 7
    Online Resource
    Online Resource
    A Small Quarterly Multi-Country Projection Model (2008)
    Washington, D.C : International Monetary Fund
    Details
    UID:
    gbv_845886363
    Format: Online-Ressource (59 p)
    Edition: Online-Ausg.
    ISBN: 1451871376 , 9781451871371
    Series Statement: IMF Working Papers Working Paper No. 08/279
    Content: This is the second of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook
    Additional Edition: Erscheint auch als Druck-Ausgabe Laxton, Jared A Small Quarterly Multi-Country Projection Model Washington, D.C. : International Monetary Fund, 2008 ISBN 9781451871371
    Language: English
    DOI: 10.5089/9781451871371.001
    URL: kostenfrei
    URL: kostenfrei
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    Stabi Berlin
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