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New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Source: New Indicators for Tracking Growth in Real Time

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

Real-time Forecasts of Economic Activity for Latin American Economies

Real-time Forecasts of Economic Activity for Latin American Economies »

Source: Real-time Forecasts of Economic Activity for Latin American Economies

Volume/Issue: 2011/98

Series: IMF Working Papers

Author(s): Philip Liu , Rafael Romeu , and Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

ISBN: 9781455254293

Keywords: Nowcasting, Short-term forecasting, Real-time data, and Latin America, gdp growth, forecasting, real gdp, equation, equations, Model Construction and Estimation

Macroeconomic policy decisions in real-time are based the assessment of current and future economic conditions. These assessments are made difficult by the presence of incomplete and noisy data. The problem is more...

After the Crisis

After the Crisis »

Source: After the Crisis : Assessing the Damage in Italy

Volume/Issue: 2010/244

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Hanan Morsy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209446

Keywords: productivity growth, output losses, unemployment, total factor productivity, tfp, employment, real gdp, Multiple or Simultaneous Equation Models: Time-Series Models,

Italy's deep-rooted structural problems resulted in an unsatisfactory productivity performance and a dismal growth over the last 15 years. The global financial crisis has exacerbated these long-standing weaknesses,...

Key Features of Australian Business Cycles

Key Features of Australian Business Cycles »

Source: Key Features of Australian Business Cycles

Volume/Issue: 2001/171

Series: IMF Working Papers

Author(s): Paul Cashin , and Sam Ouliaris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2001

ISBN: 9781451858501

Keywords: duration dependence, real gdp, growth cycles, business cycle, correlation, Multiple or Simultaneous Equation Models: Time-Series Models,

This paper identifies and describes the key features of Australian business cycles during 1959-2000. In particular, we identify the chronologies in Australia's classical cycle (expansions and contractions in the le...

Macroeconomic Fluctuations in the Caribbean

Macroeconomic Fluctuations in the Caribbean »

Source: Macroeconomic Fluctuations in the Caribbean : The Role of Climatic and External Shocks

Volume/Issue: 2009/159

Series: IMF Working Papers

Author(s): Sebastian Sosa , and Paul Cashin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451873061

Keywords: Business cycle, VAR, block exogeneity, Eastern Caribbean, gdp growth, real gdp, Multiple or Simultaneous Equation Models: Time-Series Models, Open Economy Macroeconomics,

This paper develops country-specific VAR models with block exogeneity restrictions to analyze how exogenous factors affect business cycles in the Eastern Caribbean. It finds that external shocks play a key role, ex...

GDP Growth, Potential Output, and Output Gaps in Mexico

GDP Growth, Potential Output, and Output Gaps in Mexico »

Source: GDP Growth, Potential Output, and Output Gaps in Mexico

Volume/Issue: 2005/93

Series: IMF Working Papers

Author(s): Ebrima Faal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

ISBN: 9781451861129

Keywords: GDP growth, output gap, tfp, equation, real gdp, growth rates, Aggregate Factor Income Distribution, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper analyzes the sources of Mexico's economic growth since the 1960s and compares various decompositions of historical growth into its trend and cyclical components. The role of the implied output gaps in th...

In Search of Coincident and Leading Indicators of Economic Activity in Argentina

In Search of Coincident and Leading Indicators of Economic Activity in Argentina »

Source: In Search of Coincident and Leading Indicators of Economic Activity in Argentina

Volume/Issue: 2001/30

Series: IMF Working Papers

Author(s): Alejandro Simone

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451844917

Keywords: real gdp, forecasting, cointegration, statistics, equation, Forecasting and Other Model Applications, Macroeconomics: Production, Macroeconomics: Consumption, Saving, Production

Time series on economic activity in developing countries, in particular real GDP, are reported with important lags. Therefore, it is useful to construct indicators that coincide or lead the actual direction and lev...

Deconstructing the International Business Cycle

Deconstructing the International Business Cycle »

Source: Deconstructing the International Business Cycle : Why does a U.S. sneeze give the rest of the world a cold?

Volume/Issue: 2010/239

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209392

Keywords: international business cycles, identification, structural VAR, business cycle, real gdp, correlation, standard errors, statistics, Multiple or Simultaneous Equation Models: Time-Series Models, International Factor Movements and International Business: General

The 2008 crisis underscored the interconnectedness of the international business cycle, with U.S. shocks leading to the largest global slowdown since the 1930s. We estimate spillover effects across major advanced c...

New Indicators for Tracking Growth in Real Time

New Indicators for Tracking Growth in Real Time »

Volume/Issue: 2011/43

Series: IMF Working Papers

Author(s): Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455218998.001

ISBN: 9781455218998

Keywords: Nowcasting, Short-term forecasting, Real-time data, gdp growth, forecasting, real gdp, equation, Model Construction and Estimation, Forecasting and Other Model Applications, General Aggregative Models: Forecasting and Simulation,

We develop monthly indicators for tracking growth in 32 advanced and emerging-market economies. We test the historical performance of our indicators and find that they do a good job at describing the business cycle...

Real-time Forecasts of Economic Activity for Latin American Economies

Real-time Forecasts of Economic Activity for Latin American Economies »

Volume/Issue: 2011/98

Series: IMF Working Papers

Author(s): Philip Liu , Rafael Romeu , and Troy Matheson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2011

DOI: http://dx.doi.org/10.5089/9781455254293.001

ISBN: 9781455254293

Keywords: Nowcasting, Short-term forecasting, Real-time data, and Latin America, gdp growth, forecasting, real gdp, equation, equations, Model Construction and Estimation

Macroeconomic policy decisions in real-time are based the assessment of current and future economic conditions. These assessments are made difficult by the presence of incomplete and noisy data. The problem is more...