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Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France1

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France1 »

Source: Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France

Volume/Issue: 2017/269

Series: IMF Working Papers

Author(s): Piyabha Kongsamut , Christian Mumssen , Anne-Charlotte Paret , and Thierry Tressel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2017

ISBN: 9781484330968

Keywords: Europe, France, Forecasting, financial conditions index, macro-financial linkages, vector auto-regression, refers to exports volume of goods, General, Forecasting and Simulation

How can information on financial conditions be used to better understand macroeconomic developments and improve macroeconomic projections? We investigate this question for France by constructing country-specific fi...

The Composition of Fiscal Consolidation Matters

The Composition of Fiscal Consolidation Matters »

Source: The Composition of Fiscal Consolidation Matters : Policy Simulations for Hungary

Volume/Issue: 2013/207

Series: IMF Working Papers

Author(s): Alejandro Guerson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 October 2013

ISBN: 9781484305225

Keywords: DSGE models, overlapping generations households, liquidity constrained households, financial accelerator, macro-financial linkages, investment, goods, consumption, gdp, taxes

This paper evaluates policy alternatives to achieve permanent fiscal consolidation in Hungary, based on a general equilibrium calibration. The main finding is that the composition of the consolidation, as determine...

Cross-Country Linkages in Europe

Cross-Country Linkages in Europe »

Source: Cross-Country Linkages in Europe : A Global VAR Analysis

Volume/Issue: 2013/194

Series: IMF Working Papers

Author(s): Yan Sun , Frigyes Heinz , and Giang Ho

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2013

ISBN: 9781484345474

Keywords: Spillover, Global VAR, regional model, macro-financial linkages, emerging Europe, gdp growth, real gdp, inflation, growth rate, long-term interest rates

This paper uses the Global VAR (GVAR) model proposed by Pesaran et al. (2004) to study cross-country linkages among euro area countries, other advanced European countries (including the Nordics, the UK, etc.), and...

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France

Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France »

Volume/Issue: 2017/269

Series: IMF Working Papers

Author(s): Piyabha Kongsamut , Christian Mumssen , Anne-Charlotte Paret , and Thierry Tressel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2017

DOI: http://dx.doi.org/10.5089/9781484330968.001

ISBN: 9781484330968

Keywords: Europe, France, Forecasting, financial conditions index, macro-financial linkages, vector auto-regression, refers to exports volume of goods, General, Forecasting and Simulation

How can information on financial conditions be used to better understand macroeconomic developments and improve macroeconomic projections? We investigate this question for France by constructing country-specific fi...

The Composition of Fiscal Consolidation Matters
			: Policy Simulations for Hungary

The Composition of Fiscal Consolidation Matters : Policy Simulations for Hungary »

Volume/Issue: 2013/207

Series: IMF Working Papers

Author(s): Alejandro Guerson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 October 2013

DOI: http://dx.doi.org/10.5089/9781484305225.001

ISBN: 9781484305225

Keywords: DSGE models, overlapping generations households, liquidity constrained households, financial accelerator, macro-financial linkages, investment, goods, consumption, gdp, taxes

This paper evaluates policy alternatives to achieve permanent fiscal consolidation in Hungary, based on a general equilibrium calibration. The main finding is that the composition of the consolidation, as determine...