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

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

Volume/Issue: 2009/238

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873856.001

ISBN: 9781451873856

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

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model...

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

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

DOI: http://dx.doi.org/10.5089/9781475504187.001

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...

Monetary Policy Analysis and Forecasting in the World Economy

Monetary Policy Analysis and Forecasting in the World Economy »

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

Volume/Issue: 2009/238

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873856

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

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model...

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...