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Forecasting Thailand's Core Inflation

Forecasting Thailand's Core Inflation »

Source: Forecasting Thailand's Core Inflation

Volume/Issue: 2004/90

Series: IMF Working Papers

Author(s): Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

ISBN: 9781451851427

Keywords: Core Inflation, cointegration, statistics, equation, Forecasting and Other Model Applications, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evo...

Estimating Sri Lanka’s Potential Output1

Estimating Sri Lanka’s Potential Output1 »

Source: Estimating Sri Lanka's Potential Output

Volume/Issue: 2014/40

Series: IMF Working Papers

Author(s): Ding Ding , John Nelmes , Roshan Perera , and Volodymyr Tulin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 March 2014

ISBN: 9781484333938

Keywords: Output Gap, Multivariate Filter, inflation, unemployment rate, equilibrium unemployment, equilibrium unemployment rate, Time-Series Models, Forecasting and Other Model Applications,

In this paper we present various techniques to estimate Sri Lanka's potential output and output gap, including statistical and model-based approaches. Compared to conventional statistical filters that rely exclusiv...

Forecasting Thailand's Core Inflation

Forecasting Thailand's Core Inflation »

Volume/Issue: 2004/90

Series: IMF Working Papers

Author(s): Tao Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2004

DOI: http://dx.doi.org/10.5089/9781451851427.001

ISBN: 9781451851427

Keywords: Core Inflation, cointegration, statistics, equation, Forecasting and Other Model Applications, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper develops an approach for forecasting in Thailand core inflation. The key innovation is to anchor the projections derived from the short-term time-series properties of core inflation to its longer-run evo...

Estimating Sri Lanka's Potential Output

Estimating Sri Lanka's Potential Output »

Volume/Issue: 2014/40

Series: IMF Working Papers

Author(s): Ding Ding , John Nelmes , Roshan Perera , and Volodymyr Tulin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 March 2014

DOI: http://dx.doi.org/10.5089/9781484333938.001

ISBN: 9781484333938

Keywords: Output Gap, Multivariate Filter, inflation, unemployment rate, equilibrium unemployment, equilibrium unemployment rate, Time-Series Models, Forecasting and Other Model Applications,

In this paper we present various techniques to estimate Sri Lanka's potential output and output gap, including statistical and model-based approaches. Compared to conventional statistical filters that rely exclusiv...

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...

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...

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...

Inflation-Forecast Targeting for India

Inflation-Forecast Targeting for India »

Source: Inflation-Forecast Targeting for India : An Outline of the Analytical Framework

Volume/Issue: 2017/32

Series: IMF Working Papers

Author(s): Jaromir Benes , Kevin Clinton , Asish George , Joice John , Ondra Kamenik , Douglas Laxton , Pratik Mitra , G.V. Nadhanael , Hou Wang , and Fan Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 February 2017

ISBN: 9781475578690

Keywords: Asia and Pacific, Disinflation, India, Inflation targeting, Forecasting models, Monetary policy, Price stabilization, Central banks and their policies, inflation targeting; Reserve Bank of India; inflation episodes in India; forecasting models; monetary policy models; model calibration; monetary policy rules; monetary policy simulations, Reserve Bank of India

India formally adopted flexible inflation targeting (FIT) in June 2016 to place price stability, defined in terms of a target CPI inflation, as the primary objective of monetary policy. In this context, the paper d...

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
			: 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...