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Constructing Forecast Confidence Bands During the Financial Crisis

Constructing Forecast Confidence Bands During the Financial Crisis »

Source: Constructing Forecast Confidence Bands During the Financial Crisis

Volume/Issue: 2009/214

Series: IMF Working Papers

Author(s): Kevin Clinton , Marianne Johnson , Huigang Chen , Ondrej Kamenik , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873610

Keywords: forecasting and simulation, forecast confidence bands, inflation, equation, confidence interval, confidence intervals,

We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, an...

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth »

Source: Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth

Volume/Issue: 2008/140

Series: IMF Working Papers

Author(s): Shekhar Aiyar , and Ivan Tchakarov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869989

Keywords: Growth, U.S. Slowdown, Bayesian Estimation, monetary policy, inflation, confidence intervals, correlation, equation,

External demand was the main driver of growth in Thailand in 2006 and 2007. However, WEO projections indicate moderating foreign demand in 2008, with U.S. growth being revised downwards to reflect the turmoil in ho...

Constructing Forecast Confidence Bands During the Financial Crisis

Constructing Forecast Confidence Bands During the Financial Crisis »

Volume/Issue: 2009/214

Series: IMF Working Papers

Author(s): Kevin Clinton , Marianne Johnson , Huigang Chen , Ondrej Kamenik , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

DOI: http://dx.doi.org/10.5089/9781451873610.001

ISBN: 9781451873610

Keywords: forecasting and simulation, forecast confidence bands, inflation, equation, confidence interval, confidence intervals,

We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, an...

Transitional Growth with Increasing Inequality and Financial Deepening

Transitional Growth with Increasing Inequality and Financial Deepening »

Source: Transitional Growth with Increasing Inequality and Financial Deepening

Volume/Issue: 2001/108

Series: IMF Working Papers

Author(s): Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451853100

Keywords: Transitional growth, inequality, financial deepening, transaction costs, equation, financial system, confidence interval, financial sector, survey, Financial Institutions and Services: Government Policy and Regulation

We study models that display growth with financial deepening and increasing inequality along the way to perpetual steady state growth. A benchmark model is essentially a complete markets model but with transaction...

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth

Much Ado About Nothing? Estimating the Impact of a U.S. Slowdown on Thai Growth »

Volume/Issue: 2008/140

Series: IMF Working Papers

Author(s): Shekhar Aiyar , and Ivan Tchakarov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

DOI: http://dx.doi.org/10.5089/9781451869989.001

ISBN: 9781451869989

Keywords: Growth, U.S. Slowdown, Bayesian Estimation, monetary policy, inflation, confidence intervals, correlation, equation,

External demand was the main driver of growth in Thailand in 2006 and 2007. However, WEO projections indicate moderating foreign demand in 2008, with U.S. growth being revised downwards to reflect the turmoil in ho...

Transitional Growth with Increasing Inequality and Financial Deepening

Transitional Growth with Increasing Inequality and Financial Deepening »

Volume/Issue: 2001/108

Series: IMF Working Papers

Author(s): Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

DOI: http://dx.doi.org/10.5089/9781451853100.001

ISBN: 9781451853100

Keywords: Transitional growth, inequality, financial deepening, transaction costs, equation, financial system, confidence interval, financial sector, survey, Financial Institutions and Services: Government Policy and Regulation

We study models that display growth with financial deepening and increasing inequality along the way to perpetual steady state growth. A benchmark model is essentially a complete markets model but with transaction...