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Monetary Policy Transparency and Financial Market Forecasts in South Africa

Monetary Policy Transparency and Financial Market Forecasts in South Africa »

Source: Monetary Policy Transparency and Financial Market Forecasts in South Africa

Volume/Issue: 2007/123

Series: IMF Working Papers

Author(s): Vivek Arora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2007

ISBN: 9781451866872

Keywords: inflation, inflation forecasts, monetary policy transparency, inflation targeting

The transparency of monetary policy in South Africa has increased substantially since the end of the 1990s; but little empirical work has been done to examine the economic benefits of the increased transparency. Th...

Simulating Inflation Forecasting in Real-Time

Simulating Inflation Forecasting in Real-Time »

Source: Simulating Inflation Forecasting in Real-Time : How Useful Is a Simple Phillips Curve in Germany, the UK, and the US?

Volume/Issue: 2010/52

Series: IMF Working Papers

Author(s): Jens Clausen , and Bianca Clausen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451963380

Keywords: Real-time data, output gap, Phillips curve, inflation forecast, monetary policy, forecasting inflation, inflation forecasts,

This paper simulates out-of-sample inflation forecasting for Germany, the UK, and the US. In contrast to other studies, we use output gaps estimated with unrevised real-time GDP data. This exercise assumes an infor...

New Zealand

New Zealand »

Source: New Zealand : Recent Economic Developments

Volume/Issue: 1996/14

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 February 1996

ISBN: 9781451830132

Keywords: inflation, monetary policy, monetary conditions, price stability, inflation forecasts

This paper reviews economic developments in New Zealand during 1992-95. According to the production measure, growth began to pick up in the middle of 1991, rising to about 3 percent in 1992/93, before jumping to ne...

Czech Magic

Czech Magic »

Source: Czech Magic : Implementing Inflation-Forecast Targeting at the CNB

Volume/Issue: 2017/21

Series: IMF Working Papers

Author(s): Kevin Clinton , Tibor Hlédik , Tomás Holub , Douglas Laxton , and Hou Wang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 January 2017

ISBN: 9781475572971

Keywords: Inflation targeting, Czech Republic, Central banks, Monetary policy, Forecasting models, Inflation Targeting, Monetary Policy, Optimal Control

This paper describes the CNB's experience implementing an inflation-forecast targeting (IFT) regime, and the building of a system for providing the economic information that policymakers need to implement IFT. The...

Forecasting Inflation in Chile Using State-Space and Regime-Switching Models

Forecasting Inflation in Chile Using State-Space and Regime-Switching Models »

Source: Forecasting Inflation in Chile Using State-Space and Regime-Switching Models

Volume/Issue: 2000/162

Series: IMF Working Papers

Author(s): Francisco Nadal De Simone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2000

ISBN: 9781451857863

Keywords: inflation forecasting, state-space models, Markov-switching, inflation target, monetary policy, inflation targeting, annual inflation

The paper estimates two time-varying parameter models of Chilean inflation: a Phillips curve model and a small open economy model. Their out-of-sample forecasts are compared with those of simple Box-Jenkins models....

Information Rigidity and the Expectations Formation Process

Information Rigidity and the Expectations Formation Process »

Source: Information Rigidity and the Expectations Formation Process : A Simple Framework and New Facts

Volume/Issue: 2012/296

Series: IMF Working Papers

Author(s): Olivier Coibion , and Yuriy Gorodnichenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

ISBN: 9781475519242

Keywords: Numbers, Information Rigidity, Survey Forecasts, inflation, rational expectations, monetary policy, inflation forecasts, monetary economics, Survey Forecasts., General,

We propose a new approach to test the full-information rational expectations hypothesis which can identify whether rejections of the arise from information rigidities. This approach quantifies the economic signifi...

Inflation Reports and Models

Inflation Reports and Models »

Source: Inflation Reports and Models : How Well Do Central Banks Really Write?

Volume/Issue: 2014/91

Series: IMF Working Papers

Author(s): Ales Bulir , Jaromír Hurník , and Katerina Smidkova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 May 2014

ISBN: 9781498387613

Keywords: Kalman filter, monetary policy communication, inflation, central bank, aggregate demand, Forecasting and Simulation, Forecasting and Simulation,

We offer a novel methodology for assessing the quality of inflation reports. In contrast to the existing literature, which mostly evaluates the formal quality of these reports, we evaluate their economic content by...

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...

Inflation Targeting in the Context of IMF-Supported Adjustment Programs

Inflation Targeting in the Context of IMF-Supported Adjustment Programs »

Source: Inflation Targeting in the Context of IMF-Supported Adjustment Programs

Volume/Issue: 2001/31

Series: IMF Working Papers

Author(s): Gerd Schwartz , Pau Rabanal , Mario Bléjer , and Alfredo Leone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451845020

Keywords: Monetary Policy Rules, inflation, inflation target, central bank, General Aggregative Models: Forecasting and Simulation,

This paper argues that the IMF's traditional monetary conditionality-a ceiling on net domestic assets of the central bank and a floor on its net international reserves-should be adapted in IMF-supported adjustment...

Le FMI pessimiste pour la croissance, inquiet pour l’inflation

Le FMI pessimiste pour la croissance, inquiet pour l’inflation »

Source: FMI Bulletin Vol.37, No.8 Août 2008

Volume/Issue: 37/8

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 August 2008

Language: French

ISBN: 9781451976168

Keywords: inflation, rising inflation, monetary fund, inflationary pressures, monetary policy, inflationary pressure, increase in inflation, inflation concerns, inflation forecasts

Inflation, La crise de subprimes, Assistance technique, Ghana, Lutte contre le blanchiment des capitaux, Les dépenses sociales, États-Unis, La marasme immobilier, Japon, Lipsky, Swaziland, Investissements directs é...