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Constructing Forecast Confidence Bands During the Financial Crisis

Constructing Forecast Confidence Bands During the Financial Crisis »

Source: Constructing Forecast Confidence Bands During the Financial Crisis

Volume/Issue: 2009/214

Series: IMF Working Papers

Author(s): Kevin Clinton , Marianne Johnson , Huigang Chen , Ondrej Kamenik , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873610

Keywords: forecasting and simulation, forecast confidence bands, inflation, equation, confidence interval, confidence intervals,

We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, an...

Kingdom of the Netherlands—Netherlands: Selected Issues

Kingdom of the Netherlands—Netherlands: Selected Issues »

Source: Kingdom of the Netherlands : Netherlands: Selected Issues

Volume/Issue: 2008/172

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 June 2008

ISBN: 9781451829594

Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment

Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...

Kingdom of the Netherlands

Kingdom of the Netherlands »

Source: Kingdom of the Netherlands : Netherlands: Selected Issues

Volume/Issue: 2008/172

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 June 2008

ISBN: 9781451829594

Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment

Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth »

Source: Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth

Volume/Issue: 2008/140

Series: IMF Working Papers

Author(s): Shekhar Aiyar , and Ivan Tchakarov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869989

Keywords: Growth, U.S. Slowdown, Bayesian Estimation, monetary policy, inflation, confidence intervals, correlation, equation,

External demand was the main driver of growth in Thailand in 2006 and 2007. However, WEO projections indicate moderating foreign demand in 2008, with U.S. growth being revised downwards to reflect the turmoil in ho...

France: Selected Issues

France: Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2008/74

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 February 2008

ISBN: 9781451813708

Keywords: demand shock, confidence intervals, international monetary fund, error variance, exchange rate

The export performance of the French economy relative to its own past and relative to a major trading partner, Germany, has deteriorated. The risk analysis indicates that French firms have seen a significant improv...

France: Selected Issues

France: Selected Issues »

Source: France : Selected Issues

Volume/Issue: 2008/74

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 February 2008

ISBN: 9781451813708

Keywords: demand shock, confidence intervals, international monetary fund, error variance, exchange rate

The export performance of the French economy relative to its own past and relative to a major trading partner, Germany, has deteriorated. The risk analysis indicates that French firms have seen a significant improv...

France

France »

Source: France : Selected Issues

Volume/Issue: 2008/74

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 February 2008

ISBN: 9781451813708

Keywords: demand shock, confidence intervals, international monetary fund, error variance, exchange rate

The export performance of the French economy relative to its own past and relative to a major trading partner, Germany, has deteriorated. The risk analysis indicates that French firms have seen a significant improv...

Real Exchange Rate Misalignment

Real Exchange Rate Misalignment »

Source: Real Exchange Rate Misalignment : A Panel Co-Integration and Common Factor Analysis

Volume/Issue: 2005/164

Series: IMF Working Papers

Author(s): Etienne Yehoue , and Gilles Dufrénot

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

ISBN: 9781451861839

Keywords: panel co-integration, common factor, exchange rate, real exchange rate, confidence interval, exchange rates, effective exchange rate, International Economics: General, Simulation Methods,

We combine some newly developed panel co-integration techniques and common factor analysis to analyze the behavior of the real exchange rate (RER) in a sample of 64 developing countries. We study the dynamic of the...

Transitional Growth with Increasing Inequality and Financial Deepening

Transitional Growth with Increasing Inequality and Financial Deepening »

Source: Transitional Growth with Increasing Inequality and Financial Deepening

Volume/Issue: 2001/108

Series: IMF Working Papers

Author(s): Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451853100

Keywords: Transitional growth, inequality, financial deepening, transaction costs, equation, financial system, confidence interval, financial sector, survey, Financial Institutions and Services: Government Policy and Regulation

We study models that display growth with financial deepening and increasing inequality along the way to perpetual steady state growth. A benchmark model is essentially a complete markets model but with transaction...

Constructing Forecast Confidence Bands During the Financial Crisis

Constructing Forecast Confidence Bands During the Financial Crisis »

Volume/Issue: 2009/214

Series: IMF Working Papers

Author(s): Kevin Clinton , Marianne Johnson , Huigang Chen , Ondrej Kamenik , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

DOI: http://dx.doi.org/10.5089/9781451873610.001

ISBN: 9781451873610

Keywords: forecasting and simulation, forecast confidence bands, inflation, equation, confidence interval, confidence intervals,

We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, an...