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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...

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...

Estimating a Small Open-Economy Model for Egypt

Estimating a Small Open-Economy Model for Egypt »

Source: Estimating a Small Open-Economy Model for Egypt : Spillovers, Inflation Dynamics, and Implications for Monetary Policy

Volume/Issue: 2011/108

Series: IMF Working Papers

Author(s): Elif Arbatli , and Kenji Moriyama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455261376

Keywords: Small open economy model, transmission mechanism, exchange rate, interest rate, real interest, real interest rate, output gap, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

This paper estimates a small open economy model for Egypt to analyze inflation, output dynamics and monetary policy during 2005-2010. The interest rate channel is found to be relatively weak in Egypt, complicating...

Estimating a Small Open-Economy Model for Egypt
			: Spillovers, Inflation Dynamics, and Implications for Monetary Policy

Estimating a Small Open-Economy Model for Egypt : Spillovers, Inflation Dynamics, and Implications for Monetary Policy »

Volume/Issue: 2011/108

Series: IMF Working Papers

Author(s): Elif Arbatli , and Kenji Moriyama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

DOI: http://dx.doi.org/10.5089/9781455261376.001

ISBN: 9781455261376

Keywords: Small open economy model, transmission mechanism, exchange rate, interest rate, real interest, real interest rate, output gap, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

This paper estimates a small open economy model for Egypt to analyze inflation, output dynamics and monetary policy during 2005-2010. The interest rate channel is found to be relatively weak in Egypt, complicating...