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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...

The Political Economy of Revenue-Forecasting Experience From Low-Income Countries

The Political Economy of Revenue-Forecasting Experience From Low-Income Countries »

Source: The Political Economy of Revenue-Forecasting Experience From Low-Income Countries

Volume/Issue: 2005/2

Series: IMF Working Papers

Author(s): Stephan Danninger , Annette Kyobe , and M. Cangiano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

ISBN: 9781451860214

Keywords: forecasting bias, forecasting, revenue forecast, survey, budget preparation, Taxation, Subsidies, and Revenue: General,

This paper analyzes interference and timeliness in the revenue-forecasting process, using new data on revenue-forecasting practices in low-income countries. Interference is defined as the occurrence of a significan...

Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel

Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel »

Source: Information Rigidities : Comparing Average and Individual Forecasts for a Large International Panel

Volume/Issue: 2014/31

Series: IMF Working Papers

Author(s): Jonas Dovern , Ulrich Fritsche , Prakash Loungani , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 February 2014

ISBN: 9781484305201

Keywords: Rational inattention, aggregation bias, growth forecasts, information rigidity, forecast behaviour, emerging economies, econometrics, parameters, Forecasting and Simulation,

We study forecasts for real GDP growth using a large panel of individual forecasts from 36 advanced and emerging economies during 1989-2010. We show that the degree of information rigidity in average forecasts is s...

The Yield Curve and Real Activity

The Yield Curve and Real Activity »

Source: The Yield Curve and Real Activity

Volume/Issue: 1993/19

Series: IMF Working Papers

Author(s): Zuliu Hu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1993

ISBN: 9781451843705

Keywords: forecasting, stock price, stock prices, bonds, bond

The financial press frequently suggest that the shape of yield curve reflects information about the prospects of the economy. This paper attempts to formalize the link between the yield curve and the real economic...

Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts

Do Forecasters Believe in Okun’s Law? An Assessment of Unemployment and Output Forecasts »

Source: Do Forecasters Believe in Okun's Law? An Assessment of Unemployment and Output Forecasts

Volume/Issue: 2014/24

Series: IMF Working Papers

Author(s): Laurence Ball , João Tovar Jalles , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 February 2014

ISBN: 9781475584097

Keywords: forecast revisions, Okun&;amp;#x2019;s Law, Great Recession, forecast assessment, unemployment rate, unemployment forecasts, recession, employment, Forecasting and Other Model Applications, Forecasting and Simulation

This paper provides an assessment of the consistency of unemployment and output forecasts. We show that, consistent with Okun's Law, forecasts of real GDP growth and the change in unemployment are negatively correl...

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...

Information Rigidity in Growth Forecasts

Information Rigidity in Growth Forecasts »

Source: Information Rigidity in Growth Forecasts : Some Cross-Country Evidence

Volume/Issue: 2011/125

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Prakash Loungani , and Herman Stekler

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455263424

Keywords: Information rigidity, forecasts, crises, banking crises, recession, impulse responses, number of observations, forecast errors, Forecasting and Other Model Applications, Prices

We document information rigidity in forecasts for real GDP growth in 46 countries over the past two decades. We investigate: (i) if rigidities are lower around turning points in the economy, such as in times of rec...

A World Trade Leading Index (WTLI)

A World Trade Leading Index (WTLI) »

Source: A World Trade Leading Index (WTLI)

Volume/Issue: 2015/20

Series: IMF Working Papers

Author(s): Karim Barhoumi , and Laurent Ferrara

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 January 2015

ISBN: 9781498307543

Keywords: factor models., trade, growth rate, variables, Trade Forecasting and Simulation, Forecasting and Simulation,

This paper develops a new monthly World Trade Leading Indicator (WTLI) that relies on nonparametric and parametric approaches. Compared to the CPB World Trade Monitor's benchmark indicator for global trade the WTLI...

Kingdom of the Netherlands

Kingdom of the Netherlands »

Source: Kingdom of the Netherlands : Netherlands: Selected Issues

Volume/Issue: 2008/172

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 June 2008

ISBN: 9781451829594

Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment

Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...

Kingdom of the Netherlands—Netherlands: Selected Issues

Kingdom of the Netherlands—Netherlands: Selected Issues »

Source: Kingdom of the Netherlands : Netherlands: Selected Issues

Volume/Issue: 2008/172

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 June 2008

ISBN: 9781451829594

Keywords: demand shock, forecast error, error variance, confidence intervals, transport equipment

Overall competitiveness of the Dutch economy seems adequate, but domestically produced exports have lost market share recently. Over the past three decades, globalization has greatly influenced economies as countri...