Search Results

You are looking at 1 - 10 of 18 items

  • Keyword: Money and Interest Rates: Forecastin... x
Clear All Modify Search
Setting the Operational Framework for Producing Inflation Forecasts

Setting the Operational Framework for Producing Inflation Forecasts »

Source: Setting the Operational Framework for Producing Inflation Forecasts

Volume/Issue: 2006/122

Series: IMF Working Papers

Author(s): Turgut Kisinbay , Eric Parrado , Rodolfo Maino , and Jorge Canales Kriljenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

ISBN: 9781451863826

Keywords: Inflation forecasting, communication, central bank, inflation forecasts, Money and Interest Rates: Forecasting and Simulation,

How should a central bank organize itself to produce the best possible inflation forecast? This paper discusses elements for building a comprehensive platform for an inflation forecasting framework. It describes th...

Striving to Be 'Clearly Open' and 'Crystal Clear'

Striving to Be 'Clearly Open' and 'Crystal Clear' »

Source: Striving to Be 'Clearly Open' and 'Crystal Clear' : Monetary Policy Communication of the CNB

Volume/Issue: 2008/84

Series: IMF Working Papers

Author(s): Ales Bulir , and Katerina Smídková

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869453

Keywords: communication, Czech National Bank, central bank, national bank, Money and Interest Rates: Forecasting and Simulation,

The Czech National Bank has a respectable track record in terms of its policy actions and the corresponding inflation outturns. Using a simple forward-looking policy rule, we find that its main communication tools-...

Towards Inflation Targeting in Sri Lanka

Towards Inflation Targeting in Sri Lanka »

Source: Towards Inflation Targeting in Sri Lanka

Volume/Issue: 2011/81

Series: IMF Working Papers

Author(s): Ding Ding , Rahul Anand , and Shanaka Peiris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455226078

Keywords: Bayesian Estimation, inflation, central bank, foreign exchange, Money and Interest Rates: Forecasting and Simulation,

This paper develops a practical model-based forecasting and policy analysis system (FPAS) to support a transition to an inflation forecast targeting regime in Sri Lanka. The FPAS model provides a relatively good fo...

Setting the Operational Framework for Producing Inflation Forecasts

Setting the Operational Framework for Producing Inflation Forecasts »

Volume/Issue: 2006/122

Series: IMF Working Papers

Author(s): Turgut Kisinbay , Eric Parrado , Rodolfo Maino , and Jorge Canales Kriljenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

DOI: http://dx.doi.org/10.5089/9781451863826.001

ISBN: 9781451863826

Keywords: Inflation forecasting, communication, central bank, inflation forecasts, Money and Interest Rates: Forecasting and Simulation,

How should a central bank organize itself to produce the best possible inflation forecast? This paper discusses elements for building a comprehensive platform for an inflation forecasting framework. It describes th...

Striving to Be 'Clearly Open' and 'Crystal Clear'
			: Monetary Policy Communication of the CNB

Striving to Be 'Clearly Open' and 'Crystal Clear' : Monetary Policy Communication of the CNB »

Volume/Issue: 2008/84

Series: IMF Working Papers

Author(s): Ales Bulir , and Katerina Smídková

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

DOI: http://dx.doi.org/10.5089/9781451869453.001

ISBN: 9781451869453

Keywords: communication, Czech National Bank, central bank, national bank, Money and Interest Rates: Forecasting and Simulation,

The Czech National Bank has a respectable track record in terms of its policy actions and the corresponding inflation outturns. Using a simple forward-looking policy rule, we find that its main communication tools-...

Towards Inflation Targeting in Sri Lanka

Towards Inflation Targeting in Sri Lanka »

Volume/Issue: 2011/81

Series: IMF Working Papers

Author(s): Ding Ding , Rahul Anand , and Shanaka Peiris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455226078.001

ISBN: 9781455226078

Keywords: Bayesian Estimation, inflation, central bank, foreign exchange, Money and Interest Rates: Forecasting and Simulation,

This paper develops a practical model-based forecasting and policy analysis system (FPAS) to support a transition to an inflation forecast targeting regime in Sri Lanka. The FPAS model provides a relatively good fo...

Reversing the Financial Accelerator

Reversing the Financial Accelerator »

Source: Reversing the Financial Accelerator : Credit Conditions and Macro-Financial Linkages

Volume/Issue: 2011/26

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Reginald Darius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455216734

Keywords: Financial conditions index, credit conditions, survey, statistics, inflation, Money and Interest Rates: Forecasting and Simulation, Financial Markets and the Macroeconomy,

This paper examines the role of credit markets in the transmission of U.S. macro-financial shocks through the prism of a financial conditions index (FCI) based on a vector autoregression (VAR) methodology. It explo...

Reversing the Financial Accelerator
			: Credit Conditions and Macro-Financial Linkages

Reversing the Financial Accelerator : Credit Conditions and Macro-Financial Linkages »

Volume/Issue: 2011/26

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Reginald Darius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455216734.001

ISBN: 9781455216734

Keywords: Financial conditions index, credit conditions, survey, statistics, inflation, Money and Interest Rates: Forecasting and Simulation, Financial Markets and the Macroeconomy,

This paper examines the role of credit markets in the transmission of U.S. macro-financial shocks through the prism of a financial conditions index (FCI) based on a vector autoregression (VAR) methodology. It explo...

Exploration of the Brazilian Term Structure in a Hidden Markov Framework

Exploration of the Brazilian Term Structure in a Hidden Markov Framework »

Source: Exploration of the Brazilian Term Structure in a Hidden Markov Framework

Volume/Issue: 2011/22

Series: IMF Working Papers

Author(s): Richard Munclinger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455211937

Keywords: Term Structure, Hidden Markov Models, MCMC, ATSM, parameters, probability, forecasting, covariance, statistics, Bayesian Analysis

We apply a hidden Markov model of the term structure to modeling the Brazilian swap rate curve. We examine the model's characteristics and its performance in describing the cross-sectional and time-series dynamics...

Exploration of the Brazilian Term Structure in a Hidden Markov Framework

Exploration of the Brazilian Term Structure in a Hidden Markov Framework »

Volume/Issue: 2011/22

Series: IMF Working Papers

Author(s): Richard Munclinger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

DOI: http://dx.doi.org/10.5089/9781455211937.001

ISBN: 9781455211937

Keywords: Term Structure, Hidden Markov Models, MCMC, ATSM, parameters, probability, forecasting, covariance, statistics, Bayesian Analysis

We apply a hidden Markov model of the term structure to modeling the Brazilian swap rate curve. We examine the model's characteristics and its performance in describing the cross-sectional and time-series dynamics...