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World Economic Outlook, October 2018
			: Challenges to Steady Growth

World Economic Outlook, October 2018 : Challenges to Steady Growth »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 October 2018

DOI: http://dx.doi.org/10.5089/9781484376799.081

ISBN: 9781484376799

Keywords: Inflation rates, Inflation, Inflation targeting, Inflation research, Inflation risk, Global Financial Crisis 2008-2009, Gross domestric product growth, Output growth, Global Financial Stability Risks, International trade

Global growth for 2018-19 is projected to remain steady at its 2017 level, but its pace is less vigorous than projected in April and it has become less balanced. Downside risks to global growth have risen in the pa...

World Economic Outlook, October 2018
			: Challenges to Steady Growth

World Economic Outlook, October 2018 : Challenges to Steady Growth »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 January 2019

Language: Chinese

DOI: http://dx.doi.org/10.5089/9781484382844.081

ISBN: 9781484382844

Keywords: Inflation rates, Inflation, Inflation targeting, Inflation research, Inflation risk, Global Financial Crisis 2008-2009, Gross domestric product growth, Output growth, Global Financial Stability Risks, International trade

Global growth for 2018-19 is projected to remain steady at its 2017 level, but its pace is less vigorous than projected in April and it has become less balanced. Downside risks to global growth have risen in the pa...

The Use of Encompassing Tests for Forecast Combinations

The Use of Encompassing Tests for Forecast Combinations »

Source: The Use of Encompassing Tests for Forecast Combinations

Volume/Issue: 2007/264

Series: IMF Working Papers

Author(s): Turgut Kisinbay

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868272

Keywords: forecast combination, forecast encompassing, thick-modeling, forecasting, significance level, time series, significance levels, econometrics,

The paper proposes an algorithm that uses forecast encompassing tests for combining forecasts. The algorithm excludes a forecast from the combination if it is encompassed by another forecast. To assess the usefulne...

Do Asset Price Drops Foreshadow Recessions?

Do Asset Price Drops Foreshadow Recessions? »

Source: Do Asset Price Drops Foreshadow Recessions?

Volume/Issue: 2013/203

Series: IMF Working Papers

Author(s): John Bluedorn , Jörg Decressin , and Marco Terrones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 October 2013

ISBN: 9781484353363

Keywords: Macroeconomic forecasting, Uncertainty, Binary dependent variable models, price, prices, market, spread, volatility, Forecasting and Simulation, Financial Forecasting and Simulation,

This paper examines the usefulness of asset prices in predicting recessions in the G-7 countries. It finds that asset price drops are significantly associated with the beginning of a recession in these countries. I...

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 Rigidities in Economic Growth Forecasts

Information Rigidities in Economic Growth Forecasts »

Source: Information Rigidities in Economic Growth Forecasts : Evidence from a Large International Panel

Volume/Issue: 2013/56

Series: IMF Working Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 February 2013

ISBN: 9781475562958

Keywords: forecast, economic, information, emerging economies, real gdp, gdp growth, growth rate, Forecasting and Simulation, Forecasting and Simulation,

We examine the behavior of forecasts for real GDP growth using a large panel of individual forecasts from 30 advanced and emerging economies during 1989-2010. Our main findings are as follows. First, our evidence d...

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...

Constructing Forecast Confidence Bands During the Financial Crisis

Constructing Forecast Confidence Bands During the Financial Crisis »

Source: Constructing Forecast Confidence Bands During the Financial Crisis

Volume/Issue: 2009/214

Series: IMF Working Papers

Author(s): Kevin Clinton , Marianne Johnson , Huigang Chen , Ondrej Kamenik , and Douglas Laxton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873610

Keywords: forecasting and simulation, forecast confidence bands, inflation, equation, confidence interval, confidence intervals,

We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, an...

The Great Recession and the Inflation Puzzle

The Great Recession and the Inflation Puzzle »

Source: The Great Recession and the Inflation Puzzle

Volume/Issue: 2013/124

Series: IMF Working Papers

Author(s): Troy Matheson , and Emil Stavrev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2013

ISBN: 9781484334720

Keywords: Phillips Curve, price inflation, inflation dynamics, monetary fund, Forecasting and Other Model Applications, Forecasting and Simulation,

Notwithstanding persistently-high unemployment following the Great Recession, inflation in the United States has been remarkably stable. We find that a traditional Phillips curve describes the behavior of inflation...

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...