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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...

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 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 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...

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...

Growth Determinants Revisited

Growth Determinants Revisited »

Source: Growth Determinants Revisited

Volume/Issue: 2009/268

Series: IMF Working Papers

Author(s): Charalambos Tsangarides , and Alin Mirestean

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874136

Keywords: growth regressions, Bayesian Model Averaging, dynamic panel estimation, limited information estimation, probability, econometrics, probabilities, equation, growth model,

This paper revisits the cross-country growth empirics debate using a novel Limited Information Bayesian Model Averaging framework to address model uncertainty in the context of a dynamic growth model in panel data...

Solving and Estimating Indeterminate DSGE Models1

Solving and Estimating Indeterminate DSGE Models1 »

Source: Solving and Estimating Indeterminate DSGE Models

Volume/Issue: 2013/200

Series: IMF Working Papers

Author(s): Roger Farmer , and Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2013

ISBN: 9781475589214

Keywords: Indeterminacy, DSGE Models, Expectational Errors, model, models, software, literature, press, General, Estimation

We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare...

System Priors for Econometric Time Series1

System Priors for Econometric Time Series1 »

Source: System Priors for Econometric Time Series

Volume/Issue: 2016/231

Series: IMF Working Papers

Author(s): Michal Andrle , and Miroslav Plašil

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 November 2016

ISBN: 9781475555820

Keywords: Time series, system priors, Bayesian analysis, Methodological Issues: General, Time-Series Models, Model Construction and Estimation

The paper introduces 'system priors', their use in Bayesian analysis of econometric time series, and provides a simple and illustrative application. System priors were devised by Andrle and Benes (2013) as a tool t...

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...