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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...

Canada

Canada »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Canada: Selected Issues

Canada: Selected Issues »

Source: Canada : Selected Issues Paper

Volume/Issue: 2010/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2010

ISBN: 9781455213559

Keywords: house prices, housing market, model predictions, price dynamics, error-correction model

Canada has experienced drastic changes in its economy during the global financial crisis. This Selected Issues paper discusses the evolution of equilibrium real home prices in key Canadian provinces in the post-cri...

Are Mexican Business Cycles Asymmetrical?

Are Mexican Business Cycles Asymmetrical? »

Source: Are Mexican Business Cycles Asymmetrical?

Volume/Issue: 2002/150

Series: IMF Working Papers

Author(s): Andre Santos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451856972

Keywords: Regime-switching models, Mexican business cycles, Markov models, probabilities, statistics, financial statistics, probability,

We use the regime-switching econometric models in Hamilton (1989) and Filardo (1994) to study business cycles in Mexico. In particular, we characterize the ups and downs of economic activity in Mexico. As a proxy f...

Growth, Productivity, and the Rate of Returnon Capital

Growth, Productivity, and the Rate of Returnon Capital »

Source: Growth, Productivity, and the Rate of Returnon Capital

Volume/Issue: 1992/35

Series: IMF Working Papers

Author(s): Bankim Chadha , and Charles Adams

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1992

ISBN: 9781451978407

Keywords: investment rate, growth rate, growth model, diminishing returns, neoclassical growth model

This paper examines the ability of alternative classes of growth models to explain the historical experience of the U.S. economy. The potential returns to the U.S. from raising its investment rate in terms of both...

Deconstructing the Art of Central Banking

Deconstructing the Art of Central Banking »

Source: Deconstructing the Art of Central Banking

Volume/Issue: 2004/195

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2004

ISBN: 9781451859942

Keywords: rational expectation models, aggregate demand, monetary economics, macroeconomic stability, Rational Expectation Model,

This paper proposes a markedly different transmission mechanism from monetary policy to the macroeconomy, focusing on how policy changes nominal inertia in the Phillips curve. Using recent theoretical developments,...

Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

Multivariate Filter Estimation of Potential Output for the Euro Area and the United States »

Source: Multivariate Filter Estimation of Potential Output for the Euro Area and the United States

Volume/Issue: 2015/253

Series: IMF Working Papers

Author(s): Ali Alichi , Olivier Bizimana , Silvia Domit , Emilio Fernández Corugedo , Douglas Laxton , Kadir Tanyeri , Hou Wang , and Fan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2015

ISBN: 9781513556222

Keywords: Macroeconomic Modeling, inflation, unemployment, gdp, productivity, Model Construction and Estimation, Monetary Policy (Targets, Instruments, and Effects),

The estimates of potential output and the output gap presented in this paper are not official IMF estimates. The programs and potential output estimates in this paper can be downloaded from www.douglaslaxton.org.Th...