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A Bayesian-Estimated Model of Inflation Targeting in South Africa

A Bayesian-Estimated Model of Inflation Targeting in South Africa »

Source: A Bayesian-Estimated Model of Inflation Targeting in South Africa

Volume/Issue: 2008/48

Series: IMF Working Papers

Author(s): Thomas Harjes , and Luca Ricci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

ISBN: 9781451869101

Keywords: monetary model, Bayesian estimation, monetary policy, real interest rate, monetary transmission,

This paper estimates a small dynamic macroeconomic model for the South African economy with Bayesian methods. The model is tailored to assessing the impact of domestic as well as external shocks on inflation within...

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries »

Source: An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries

Volume/Issue: 2007/282

Series: IMF Working Papers

Author(s): Shanaka Peiris , and Magnus Saxegaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868456

Keywords: DSGE, Bayesian Estimation, inflation, monetary policy rules, monetary fund,

This paper evaluates monetary policy-tradeoffs in low-income countries using a dynamic stochastic general equilibrium (DSGE) model estimated on data for Mozambique taking into account the sources of major exogenous...

A Bayesian-Estimated Model of Inflation Targeting in South Africa

A Bayesian-Estimated Model of Inflation Targeting in South Africa »

Volume/Issue: 2008/48

Series: IMF Working Papers

Author(s): Thomas Harjes , and Luca Ricci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

DOI: http://dx.doi.org/10.5089/9781451869101.001

ISBN: 9781451869101

Keywords: monetary model, Bayesian estimation, monetary policy, real interest rate, monetary transmission,

This paper estimates a small dynamic macroeconomic model for the South African economy with Bayesian methods. The model is tailored to assessing the impact of domestic as well as external shocks on inflation within...

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries

An Estimated DSGE Model for Monetary Policy Analysis in Low-Income Countries »

Volume/Issue: 2007/282

Series: IMF Working Papers

Author(s): Shanaka Peiris , and Magnus Saxegaard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

DOI: http://dx.doi.org/10.5089/9781451868456.001

ISBN: 9781451868456

Keywords: DSGE, Bayesian Estimation, inflation, monetary policy rules, monetary fund,

This paper evaluates monetary policy-tradeoffs in low-income countries using a dynamic stochastic general equilibrium (DSGE) model estimated on data for Mozambique taking into account the sources of major exogenous...

Price Subsidies and the Conduct of Monetary Policy

Price Subsidies and the Conduct of Monetary Policy »

Volume/Issue: 2012/15

Series: IMF Working Papers

Author(s): Nooman Rebei , and Mohamed Safouane Ben Aissa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463931209.001

ISBN: 9781463931209

Keywords: Taylor rules, optimal monetary policy, general equilibrium, government subsidies, Bayesian estimation, inflation, inflation rates, monetary economics, General Aggregative Models,

This paper investigates optimized monetary policy rules in the presence of government intervention to stabilize prices of certain categories of goods and services. The paper estimates a small-scale, structural equi...

Price Subsidies and the Conduct of Monetary Policy

Price Subsidies and the Conduct of Monetary Policy »

Source: Price Subsidies and the Conduct of Monetary Policy

Volume/Issue: 2012/15

Series: IMF Working Papers

Author(s): Nooman Rebei , and Mohamed Safouane Ben Aissa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463931209

Keywords: Taylor rules, optimal monetary policy, general equilibrium, government subsidies, Bayesian estimation, inflation, inflation rates, monetary economics, General Aggregative Models,

This paper investigates optimized monetary policy rules in the presence of government intervention to stabilize prices of certain categories of goods and services. The paper estimates a small-scale, structural equi...