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Trend Inflation and Inflation Compensation

Trend Inflation and Inflation Compensation »

Source: Trend Inflation and Inflation Compensation

Volume/Issue: 2018/154

Series: IMF Working Papers

Author(s): Juan Angel Garcia , and Aubrey Poon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 July 2018

ISBN: 9781484362402

Keywords: trend inflation, market-based inflation expectations, state space model, stochastic volatility, Bayesian Analysis, Time-Series Models

This paper incorporates market-based inflation expectations to the growing literature on trend inflation estimation, and finds that there has been a significant decline in euro area trend inflation since 2013. This...

Fiscal Multipliers in Bulgaria

Fiscal Multipliers in Bulgaria »

Source: Fiscal Multipliers in Bulgaria : Low But Still Relevant

Volume/Issue: 2013/49

Series: IMF Working Papers

Author(s): Dirk Muir , and Anke Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2013

ISBN: 9781475560473

Keywords: business cycle, nonlinear analysis, fiscal multipliers, fiscal instruments, tax base, Quantitative Policy Modeling, Computable and Other Applied General Equilibrium Models, Forecasting and Simulation, Forecasting and Simulation, General,

With fiscal adjustment proceeding quickly in Bulgaria and given the weak economic growth environment, there is keen interest in making the budget composition more growth friendly. This paper quantifies the short-te...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Source: Data-Rich DSGE and Dynamic Factor Models

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...

Spillovers from the Maturing of China's Economy

Spillovers from the Maturing of China's Economy »

Source: Spillovers from the Maturing of China's Economy

Volume/Issue: 2016/212

Series: IMF Working Papers

Author(s): Allan Dizioli , Benjamin Hunt , and Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 November 2016

ISBN: 9781475552225

Keywords: Spillovers, Asia and Pacific, China’;s slowdown and rebalancing, international business cycle, model based analysis, China&;amp;#x2019;s slowdown and rebalancing, Computable General Equilibrium Models, Forecasting and Simulation, Open Economy Macroeconomics, International Business Cycles

China's transition to a new growth model continues and the impact has been felt across the globe. Several trends contribute to the ‘maturing' of China's economy: i) structural slowing on the convergence path; ii) o...

Trend Inflation and Inflation Compensation

Trend Inflation and Inflation Compensation »

Volume/Issue: 2018/154

Series: IMF Working Papers

Author(s): Juan Angel Garcia , and Aubrey Poon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 July 2018

DOI: http://dx.doi.org/10.5089/9781484362402.001

ISBN: 9781484362402

Keywords: trend inflation, market-based inflation expectations, state space model, stochastic volatility, Bayesian Analysis, Time-Series Models

This paper incorporates market-based inflation expectations to the growing literature on trend inflation estimation, and finds that there has been a significant decline in euro area trend inflation since 2013. This...

Fiscal Multipliers in Bulgaria
			: Low But Still Relevant

Fiscal Multipliers in Bulgaria : Low But Still Relevant »

Volume/Issue: 2013/49

Series: IMF Working Papers

Author(s): Dirk Muir , and Anke Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2013

DOI: http://dx.doi.org/10.5089/9781475560473.001

ISBN: 9781475560473

Keywords: business cycle, nonlinear analysis, fiscal multipliers, fiscal instruments, tax base, Quantitative Policy Modeling, Computable and Other Applied General Equilibrium Models, Forecasting and Simulation, Forecasting and Simulation, General,

With fiscal adjustment proceeding quickly in Bulgaria and given the weak economic growth environment, there is keen interest in making the budget composition more growth friendly. This paper quantifies the short-te...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463903497.001

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...

Spillovers from the Maturing of China's Economy

Spillovers from the Maturing of China's Economy »

Volume/Issue: 2016/212

Series: IMF Working Papers

Author(s): Allan Dizioli , Benjamin Hunt , and Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 November 2016

DOI: http://dx.doi.org/10.5089/9781475552225.001

ISBN: 9781475552225

Keywords: Spillovers, Asia and Pacific, China’;s slowdown and rebalancing, international business cycle, model based analysis, China&;amp;#x2019;s slowdown and rebalancing, Computable General Equilibrium Models, Forecasting and Simulation, Open Economy Macroeconomics, International Business Cycles

China's transition to a new growth model continues and the impact has been felt across the globe. Several trends contribute to the ‘maturing' of China's economy: i) structural slowing on the convergence path; ii) o...