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Policy, Risk and Spillover Analysis in the World Economy

Policy, Risk and Spillover Analysis in the World Economy »

Source: Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2017/89

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2017

ISBN: 9781475592757

Keywords: Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis....

Macrofinancial Analysis in the World Economy

Macrofinancial Analysis in the World Economy »

Source: Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2015/227

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 October 2015

ISBN: 9781513537429

Keywords: Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

What Sustains Fiscal Consolidations in Emerging Market Countries?

What Sustains Fiscal Consolidations in Emerging Market Countries? »

Source: What Sustains Fiscal Consolidations in Emerging Market Countries?

Volume/Issue: 2003/224

Series: IMF Working Papers

Author(s): Benedict Clements , Sanjeev Gupta , Erwin Tiongson , and Emanuele Baldacci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2003

ISBN: 9781451875348

Keywords: survival analysis, probability, fiscal adjustments, fiscal deficit, Econometric and Statistical Methods: - Special Topics, Macroeconomic - Aspects of Public Finance, Macroeconomic Policy, and General Outlook,

This paper examines the factors affecting the persistence of fiscal consolidation in 25 emerging market countries during 1980-2001. It proposes a new approach for defining spells of fiscal consolidation. The result...

Policy and Spillover Analysis in the World Economy

Policy and Spillover Analysis in the World Economy »

Source: Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2014/200

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2014

ISBN: 9781616355784

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel dynamic stochastic general equilibrium model, Bayesian econometrics, consumption, equilibrium, demand, Bayesian Analysis

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

Policy Analysis and Forecasting in the  World Economy

Policy Analysis and Forecasting in the World Economy »

Source: Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...

Potential Output Growth Estimates for Central America and the Dominican Republic1

Potential Output Growth Estimates for Central America and the Dominican Republic1 »

Source: Potential Output Growth Estimates for Central America and the Dominican Republic

Volume/Issue: 2016/250

Series: IMF Working Papers

Author(s): Roberto Garcia-Saltos , Fan Zhang , and Iulia Ruxandra Teodoru

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2016

ISBN: 9781475563153

Keywords: Potential output, Parameter estimation, Central America, Cross country analysis, Dominican Republic, Economic growth, Productivity, Econometric models, Western Hemisphere, macroeconomic modeling

This paper presents estimates of potential output for all Central American economies. Our findings are that potential output growth has declined in recent years in most economies of Central America. Lower capital a...

Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks1

Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks1 »

Source: Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks

Volume/Issue: 2018/197

Series: IMF Working Papers

Author(s): Ron Anderson , Jon Danielsson , Chikako Baba , Udaibir Das , Heedon Kang , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2018

ISBN: 9781484375839

Keywords: Financial crises, Systemic risk, Macroprudential Policy, Financial stability, Macroprudential Stress testing, Asset Pricing, Financial Markets and the Macroeconomy, Bayesian Analysis, Semiparametric and Nonparametric Methods, Cross-Sectional Models

Macroprudential stress testing (MaPST) is becoming firmly embedded in the post-crisis policy-frameworks of financial-sectors around the world. MaPSTs can offer quantitative, forward-looking assessments of the resil...

Econometric Analysis of Discrete Reforms

Econometric Analysis of Discrete Reforms »

Source: Econometric Analysis of Discrete Reforms

Volume/Issue: 2001/156

Series: IMF Working Papers

Author(s): Alexei Kireyev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451857405

Keywords: exogeneity, testing reforms, econometric policy analysis, exchange rate, cointegration, equation, granger causality, exchange rate unification, Multiple or Simultaneous Equation Models: Time-Series Models, Multiple or Simultaneous Equation Models: Models with Panel Data

The paper suggests an econometric methodology for testing the effectiveness of reforms implemented in one major step, i.e., discrete reforms. The methodology is based on the exogeneity properties of variables in an...

Policy, Risk and Spillover Analysis in the World Economy
			: A Panel Dynamic Stochastic General Equilibrium Approach

Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach »

Volume/Issue: 2017/89

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2017

DOI: http://dx.doi.org/10.5089/9781475592757.001

ISBN: 9781475592757

Keywords: Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis....

Macrofinancial Analysis in the World Economy
			: A Panel Dynamic Stochastic General Equilibrium Approach

Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach »

Volume/Issue: 2015/227

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 October 2015

DOI: http://dx.doi.org/10.5089/9781513537429.001

ISBN: 9781513537429

Keywords: Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...