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How External Factors Affect Domestic Economy

How External Factors Affect Domestic Economy »

Source: How External Factors Affect Domestic Economy : Nowcasting an Emerging Market

Volume/Issue: 2015/269

Series: IMF Working Papers

Author(s): Serhat Solmaz , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2015

ISBN: 9781513598987

Keywords: Nowcasting, Bayesian estimation, VAR, Emerging Market, economy, domestic economy, risk, economies, external factors, Bayesian Analysis

External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial sho...

How External Factors Affect Domestic Economy
			: Nowcasting an Emerging Market

How External Factors Affect Domestic Economy : Nowcasting an Emerging Market »

Volume/Issue: 2015/269

Series: IMF Working Papers

Author(s): Serhat Solmaz , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2015

DOI: http://dx.doi.org/10.5089/9781513598987.001

ISBN: 9781513598987

Keywords: Nowcasting, Bayesian estimation, VAR, Emerging Market, economy, domestic economy, risk, economies, external factors, Bayesian Analysis

External headwinds, together with domestic vulnerabilities, have loomed over the prospects of emerging markets in recent years. We propose an empirical toolbox to quantify the impact of external macro-financial sho...

Measuring Disinflation Credibility in Emerging Markets
			: A Bayesian Approach with An Application to Turkey

Measuring Disinflation Credibility in Emerging Markets : A Bayesian Approach with An Application to Turkey »

Volume/Issue: 2004/208

Series: IMF Working Papers

Author(s): Alessandro Rebucci , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

DOI: http://dx.doi.org/10.5089/9781451874730.001

ISBN: 9781451874730

Keywords: Bayesian Learning, Credibility, Mixing Estimation, inflation, monetary policy, inflation process, inflation rate, inflation targeting, Bayesian Analysis, International Finance Forecasting and Simulation,

This paper presents an empirical measure of disinflation credibility and discusses its evolution in Turkey since the 2001 crisis. The results indicate that credibility has improved markedly over this period, boding...

Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs

Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs »

Volume/Issue: 2014/128

Series: IMF Working Papers

Author(s): Francesco Furlanetto , Paolo Gelain , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 2014

DOI: http://dx.doi.org/10.5089/9781498305327.001

ISBN: 9781498305327

Keywords: Business cycles, Economic growth, Econometric models, Potential output, Macroprudential Policy, Monetary policy, Financial Frictions, Optimal Monetary Policy, Output Gap, inflation

The recent global financial crisis illustrates that financial frictions are a significant source of volatility in the economy. This paper investigates monetary policy stabilization in an environment where financial...

Measuring Disinflation Credibility in Emerging Markets

Measuring Disinflation Credibility in Emerging Markets »

Source: Measuring Disinflation Credibility in Emerging Markets : A Bayesian Approach with An Application to Turkey

Volume/Issue: 2004/208

Series: IMF Working Papers

Author(s): Alessandro Rebucci , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2004

ISBN: 9781451874730

Keywords: Bayesian Learning, Credibility, Mixing Estimation, inflation, monetary policy, inflation process, inflation rate, inflation targeting, Bayesian Analysis, International Finance Forecasting and Simulation,

This paper presents an empirical measure of disinflation credibility and discusses its evolution in Turkey since the 2001 crisis. The results indicate that credibility has improved markedly over this period, boding...

Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs

Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs »

Source: Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs

Volume/Issue: 2014/128

Series: IMF Working Papers

Author(s): Francesco Furlanetto , Paolo Gelain , and Marzie Taheri Sanjani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 2014

ISBN: 9781498305327

Keywords: Business cycles, Economic growth, Econometric models, Potential output, Macroprudential Policy, Monetary policy, Financial Frictions, Optimal Monetary Policy, Output Gap, inflation

The recent global financial crisis illustrates that financial frictions are a significant source of volatility in the economy. This paper investigates monetary policy stabilization in an environment where financial...