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Estimating Potential Output in Chile

Estimating Potential Output in Chile »

Source: Estimating Potential Output in Chile : A Multivariate Filter for Mining and Non-Mining Sectors

Volume/Issue: 2016/201

Series: IMF Working Papers

Author(s): Patrick Blagrave , and Marika Santoro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 October 2016

ISBN: 9781475544923

Keywords: Macroeconomic Modeling, Potential Output, Production Function

Using a multivariate filter, we estimate potential growth rates in Chile's mining and non-mining sectors. Estimates for the mining sector incorporate information on copper prices, whereas estimates for non-mining r...

A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices1

A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices1 »

Source: A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices

Volume/Issue: 2008/280

Series: IMF Working Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871388

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, equation, rate of inflation, equations,

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 studyin...

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...

A New Keynesian Model of the Armenian Economy

A New Keynesian Model of the Armenian Economy »

Source: A New Keynesian Model of the Armenian Economy

Volume/Issue: 2009/66

Series: IMF Working Papers

Author(s): Ara Stepanyan , Era Dabla-Norris , and Ashot Mkrtchyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872132

Keywords: Macroeconomic Models, inflation, exchange rate, real exchange rate,

This paper develops a small open economy dynamic stochastic general equilibrium (DSGE) model of the Armenian economy. The structure of the model is largely motivated by recent developments in DSGE modeling, with ke...

Adding Latin America to the Global Projection Model1

Adding Latin America to the Global Projection Model1 »

Source: Adding Latin America to the Global Projection Model

Volume/Issue: 2009/85

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872323

Keywords: Macroeconomic Modeling, Bayesian Estimation, inflation, equation, forecasting, real interest rate,

This is the fourth 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 e...

Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT)1

Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT)1 »

Source: Developing a Structured Forecasting and Policy Analysis System to Support Inflation-Forecast Targeting (IFT)

Volume/Issue: 2009/65

Series: IMF Working Papers

Author(s): Douglas Laxton , Alasdair Scott , and David Rose

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2009

ISBN: 9781451872125

Keywords: economic projections, macroeconomic models, central bank, monetary authority, aggregate demand,

This paper presents a basic plan for developing a Forecast and Policy Analysis System designed to support an inflation-forecast targeting regime at a central bank. It includes discussion of the development of data...

A Simple Multivariate Filter for Estimating Potential Output

A Simple Multivariate Filter for Estimating Potential Output »

Source: A Simple Multivariate Filter for Estimating Potential Output

Volume/Issue: 2015/79

Series: IMF Working Papers

Author(s): Patrick Blagrave , Roberto Garcia-Saltos , Douglas Laxton , and Fan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 April 2015

ISBN: 9781475565133

Keywords: Macroeconomic Modeling, output, economy, Model Construction and Estimation, Monetary Policy (Targets, Instruments, and Effects),

Estimates of potential output are an important ingredient of structured forecasting and policy analysis. Using information on consensus forecasts, this paper extends the multivariate filter developed by Benes and o...

Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

Multivariate Filter Estimation of Potential Output for the Euro Area and the United States »

Source: Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

Volume/Issue: 2015/253

Series: IMF Working Papers

Author(s): Ali Alichi , Olivier Bizimana , Silvia Domit , Emilio Fernández Corugedo , Douglas Laxton , Kadir Tanyeri , Hou Wang , and Fan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2015

ISBN: 9781513556222

Keywords: Macroeconomic Modeling, inflation, unemployment, gdp, productivity, Model Construction and Estimation, Monetary Policy (Targets, Instruments, and Effects),

The estimates of potential output and the output gap presented in this paper are not official IMF estimates. The programs and potential output estimates in this paper can be downloaded from www.douglaslaxton.org.Th...

Deconstructing the Art of Central Banking

Deconstructing the Art of Central Banking »

Source: Deconstructing the Art of Central Banking

Volume/Issue: 2004/195

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2004

ISBN: 9781451859942

Keywords: rational expectation models, aggregate demand, monetary economics, macroeconomic stability, Rational Expectation Model,

This paper proposes a markedly different transmission mechanism from monetary policy to the macroeconomy, focusing on how policy changes nominal inertia in the Phillips curve. Using recent theoretical developments,...

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...