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The Flexible System of Global Models – FSGM

The Flexible System of Global Models – FSGM »

Source: The Flexible System of Global Models - FSGM

Volume/Issue: 2015/64

Series: IMF Working Papers

Author(s): Michal Andrle , Patrick Blagrave , Pedro Espaillat , Keiko Honjo , Benjamin Hunt , Mika Kortelainen , René Lalonde , Douglas Laxton , Eleonara Mavroeidi , Dirk Muir , Susanna Mursula , and Stephen Snudden

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2015

ISBN: 9781475518665

Keywords: dynamic stochastic general equilibrium models, macroeconomic interdependence, consumption, investment, demand, trade, potential output, Forecasting and Simulation, Monetary Policy (Targets, Instruments

The Flexible System of Global Models (FSGM) is a group of models developed by the Economic Modeling Division of the IMF for policy analysis. A typical module of FSGM is a multi-region, forward-looking semi-structur...

Policy and Spillover Analysis in the World Economy

Policy and Spillover Analysis in the World Economy »

Source: Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach

Volume/Issue: 2014/200

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2014

ISBN: 9781616355784

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel dynamic stochastic general equilibrium model, Bayesian econometrics, consumption, equilibrium, demand, Bayesian Analysis

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...

The Flexible System of Global Models - FSGM

The Flexible System of Global Models - FSGM »

Volume/Issue: 2015/64

Series: IMF Working Papers

Author(s): Michal Andrle , Patrick Blagrave , Pedro Espaillat , Keiko Honjo , Benjamin Hunt , Mika Kortelainen , René Lalonde , Douglas Laxton , Eleonara Mavroeidi , Dirk Muir , Susanna Mursula , and Stephen Snudden

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2015

DOI: http://dx.doi.org/10.5089/9781475518665.001

ISBN: 9781475518665

Keywords: dynamic stochastic general equilibrium models, macroeconomic interdependence, consumption, investment, demand, trade, potential output, Forecasting and Simulation, Monetary Policy (Targets, Instruments

The Flexible System of Global Models (FSGM) is a group of models developed by the Economic Modeling Division of the IMF for policy analysis. A typical module of FSGM is a multi-region, forward-looking semi-structur...

Policy and Spillover Analysis in the World Economy
			: A Panel Dynamic Stochastic General Equilibrium Approach

Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach »

Volume/Issue: 2014/200

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 October 2014

DOI: http://dx.doi.org/10.5089/9781616355784.001

ISBN: 9781616355784

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel dynamic stochastic general equilibrium model, Bayesian econometrics, consumption, equilibrium, demand, Bayesian Analysis

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and rea...