Search Results

You are looking at 1 - 10 of 241 items

  • Keyword: Estimation x
Clear All Modify Search
Inflation in Pakistan

Inflation in Pakistan »

Source: Inflation in Pakistan : Money or Wheat?

Volume/Issue: 2006/60

Series: IMF Working Papers

Author(s): Mohsin Khan , and Axel Schimmelpfennig

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863208

Keywords: monetary factors, monetary fund, Estimation,

This paper examines the relative importance of monetary factors and structuralist supply-side factors for inflation in Pakistan. A stylized inflation model is specified that includes standard monetary variables (mo...

Adding Indonesia to the Global Projection Model1

Adding Indonesia to the Global Projection Model1 »

Source: Adding Indonesia to the Global Projection Model

Volume/Issue: 2009/253

Series: IMF Working Papers

Author(s): Roberto Garcia-Saltos , Douglas Laxton , Michal Andrle , Haris Munandar , Charles Freedman , and Danny Hermawan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451941715

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, rate of inflation, real interest rate, Model Construction and Estimation,

This is the fifth 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 to which ec...

A Small Quarterly Multi-Country Projection Model1

A Small Quarterly Multi-Country Projection Model1 »

Source: A Small Quarterly Multi-Country Projection Model

Volume/Issue: 2008/279

Series: IMF Working Papers

Author(s): Jared Laxton , Igor Ermolaev , Charles Freedman , Ondrej Kamenik , Michel Juillard , Douglas Laxton , Ioan Carabenciov , and Dmitry Korshunov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871371

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, equation, correlations, equations, Model Construction and Estimation,

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 studyi...

Financial Factors

Financial Factors »

Source: Financial Factors : Implications for Output Gaps

Volume/Issue: 2015/153

Series: IMF Working Papers

Author(s): Pau Rabanal , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 July 2015

ISBN: 9781513512860

Keywords: Monetary Union, Output Gap, Financial Frictions, Bayesian Estimation, potential output, credit, costs, monetary policy, Model Construction and Estimation, Monetary Policy (Targets

We suggest a new approach for analyzing the role of financial variables and shocks in computing the output gap. We estimate a two-region DSGE model for the euro area, with financial frictions at the household level...

A Model for Full-Fledged Inflation Targeting and Application to Ghana

A Model for Full-Fledged Inflation Targeting and Application to Ghana »

Source: A Model for Full-Fledged Inflation Targeting and Application to Ghana

Volume/Issue: 2010/25

Series: IMF Working Papers

Author(s): Kevin Clinton , Jihad Dagher , Ondrej Kamenik , Douglas Laxton , Ali Alichi , and Marshall Mills

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451962444

Keywords: inflation, central bank, low inflation, Model Construction and Estimation

A model in which monetary policy pursues full-fledged inflation targeting adapts well to Ghana. Model features include: endogenous policy credibility; non-linearities in the inflation process; and a policy loss fun...

Growth in East Asia

Growth in East Asia »

Source: Growth in East Asia : What We Can and What We Cannot Infer From it

Volume/Issue: 1995/98

Series: IMF Working Papers

Author(s): Michael Sarel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1995

ISBN: 9781451852080

Keywords: growth rates, economic growth, growth rate, growth accounting, estimation period

This paper examines the different arguments raised by the studies that addressed the East Asian growth experience. The original arguments presented in this paper are all on the negative side, highlighting problems...

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries »

Source: An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries

Volume/Issue: 2007/282

Series: IMF Working Papers

Author(s): Shanaka Peiris , and Magnus Saxegaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868456

Keywords: DSGE, Bayesian Estimation, inflation, monetary policy rules, monetary fund,

This paper evaluates monetary policy-tradeoffs in low-income countries using a dynamic stochastic general equilibrium (DSGE) model estimated on data for Mozambique taking into account the sources of major exogenous...

A Small Quarterly Projection Model of the US Economy1

A Small Quarterly Projection Model of the US Economy1 »

Source: A Small Quarterly Projection Model of the US Economy

Volume/Issue: 2008/278

Series: IMF Working Papers

Author(s): Igor Ermolaev , Michel Juillard , Ioan Carabenciov , Charles Freedman , Douglas Laxton , Ondrej Kamenik , and Dmitry Korshunov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871364

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, equation, correlation, forecasting, standard deviation,

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...

Lebanon: Selected Issues

Lebanon: Selected Issues »

Source: Lebanon : Selected Issues

Volume/Issue: 2012/40

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 February 2012

ISBN: 9781463940362

Keywords: monetary fund, equation, reserve requirements, inflation, maximum likelihood estimation

Lebanon's credit growth in 2008-10 has been concentrated in trade and services, household loans, and the construction sector. These sectors accounted for almost 80 percent of all new loans extended since 2008. Real...

Lebanon: Selected Issues

Lebanon: Selected Issues »

Source: Lebanon : Selected Issues

Volume/Issue: 2012/40

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 February 2012

ISBN: 9781463940362

Keywords: monetary fund, equation, reserve requirements, inflation, maximum likelihood estimation

Lebanon's credit growth in 2008-10 has been concentrated in trade and services, household loans, and the construction sector. These sectors accounted for almost 80 percent of all new loans extended since 2008. Real...