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Monetary Policy and the Lost Decade

Monetary Policy and the Lost Decade »

Source: Monetary Policy and the Lost Decade : Lessons from Japan

Volume/Issue: 2009/232

Series: IMF Working Papers

Author(s): Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873795

Keywords: liquidity trap, Bayesian econometrics, inflation, inflation target, price level, nominal interest rates,

This paper investigates how monetary policy can help ward off a protracted deflationary slump when policy rates are near the zero bound by studying the experience of Japan during the "Lost Decade" which followed th...

Policy, Risk and Spillover Analysis in the World Economy

Policy, Risk and Spillover Analysis in the World Economy »

Source: Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2017/89

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2017

ISBN: 9781475592757

Keywords: Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis....

Monetary Policy and the Lost Decade
			: Lessons from Japan

Monetary Policy and the Lost Decade : Lessons from Japan »

Volume/Issue: 2009/232

Series: IMF Working Papers

Author(s): Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

DOI: http://dx.doi.org/10.5089/9781451873795.001

ISBN: 9781451873795

Keywords: liquidity trap, Bayesian econometrics, inflation, inflation target, price level, nominal interest rates,

This paper investigates how monetary policy can help ward off a protracted deflationary slump when policy rates are near the zero bound by studying the experience of Japan during the "Lost Decade" which followed th...

The Future of Oil

The Future of Oil »

Source: The Future of Oil : Geology Versus Technology

Volume/Issue: 2012/109

Series: IMF Working Papers

Author(s): Marcelle Chauvet , Jack Selody , Douglas Laxton , Michael Kumhof , Jaromir Benes , Ondrej Kamenik , and Susanna Mursula

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

ISBN: 9781475503302

Keywords: Hubbert&;amp;#x2019;s Peak, Bayesian econometrics, oil supply, oil demand, world oil production, Bayesian Analysis, Forecasting and Other Model Applications, Nonrenewable Resources and Conservation: Demand and Supply, Exhaustible Resources and Economic Development,

We discuss and reconcile two diametrically opposed views concerning the future of world oil production and prices. The geological view expects that physical constraints will dominate the future evolution of oil out...

Macrofinancial Analysis in the World Economy

Macrofinancial Analysis in the World Economy »

Source: Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2015/227

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 October 2015

ISBN: 9781513537429

Keywords: Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

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...

Policy and Spillover Analysis in the World Economy

Policy and Spillover Analysis in the World Economy »

Source: Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2014/200

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2014

ISBN: 9781616355784

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel dynamic stochastic general equilibrium model, Bayesian econometrics, consumption, equilibrium, demand, Bayesian Analysis

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

Policy, Risk and Spillover Analysis in the World Economy
			: A Panel Dynamic Stochastic General Equilibrium Approach

Policy, Risk and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach »

Volume/Issue: 2017/89

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 April 2017

DOI: http://dx.doi.org/10.5089/9781475592757.001

ISBN: 9781475592757

Keywords: Monetary policy analysis; Fiscal policy analysis; Macroprudential policy analysis; Spillover analysis; Forecasting; World economy; Bayesian econometrics, Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, Bayesian Analysis, Models with Panel Data

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies, to facilitate multilaterally consistent macrofinancial policy, risk and spillover analysis....

The Future of Oil
			: Geology Versus Technology

The Future of Oil : Geology Versus Technology »

Volume/Issue: 2012/109

Series: IMF Working Papers

Author(s): Marcelle Chauvet , Jack Selody , Douglas Laxton , Michael Kumhof , Jaromir Benes , Ondrej Kamenik , and Susanna Mursula

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2012

DOI: http://dx.doi.org/10.5089/9781475503302.001

ISBN: 9781475503302

Keywords: Hubbert&;amp;#x2019;s Peak, Bayesian econometrics, oil supply, oil demand, world oil production, Bayesian Analysis, Forecasting and Other Model Applications, Nonrenewable Resources and Conservation: Demand and Supply, Exhaustible Resources and Economic Development,

We discuss and reconcile two diametrically opposed views concerning the future of world oil production and prices. The geological view expects that physical constraints will dominate the future evolution of oil out...

Macrofinancial Analysis in the World Economy
			: A Panel Dynamic Stochastic General Equilibrium Approach

Macrofinancial Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach »

Volume/Issue: 2015/227

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 October 2015

DOI: http://dx.doi.org/10.5089/9781513537429.001

ISBN: 9781513537429

Keywords: Monetary policy analysis, Fiscal policy analysis, Macroprudential policy analysis, Spillover analysis, Forecasting, World economy, Bayesian econometrics, financial variables, demand, risk

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...