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Monetary Policy Analysis and Forecasting in the Group of Twenty
			: A Panel Unobserved Components Approach

Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach »

Volume/Issue: 2010/152

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201358.001

ISBN: 9781455201358

Keywords: Monetary policy analysis, Panel unobserved components model, Bayesian conditioning on judgment, inflation, monetary conditions, nominal interest rate, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation, Forecasting and Other Model Applications

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structu...

New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455218998.001

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

Monetary Policy Analysis and Forecasting in the Group of Twenty

Monetary Policy Analysis and Forecasting in the Group of Twenty »

Source: Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach

Volume/Issue: 2010/152

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201358

Keywords: Monetary policy analysis, Panel unobserved components model, Bayesian conditioning on judgment, inflation, monetary conditions, nominal interest rate, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation, Forecasting and Other Model Applications

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structu...

New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Source: New Indicators for Tracking Growth in Real Time

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...