Search Results

You are looking at 1 - 10 of 12 items :

  • Keyword: inflation forecasting x
Clear All Modify Search
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...

Ghostbusting

Ghostbusting »

Source: Ghostbusting : Which Output Gap Measure Really Matters?

Volume/Issue: 2004/146

Series: IMF Working Papers

Author(s): Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

ISBN: 9781451856675

Keywords: Output gap, inflation forecasting, forecasting, statistics, statistic, inflationary pressures, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper investigates various output gap measures in a simple inflation forecasting framework. Reflecting the cyclical position of an economy, an (unobservable) output gap has important implications for economic...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Source: An Evaluation of the World Economic Outlook Forecasts

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Some Simulation Properties of the Major Euro Area Economies in Multimod

Some Simulation Properties of the Major Euro Area Economies in Multimod »

Source: Some Simulation Properties of the Major Euro Area Economies in Multimod

Volume/Issue: 2003/31

Series: IMF Working Papers

Author(s): Douglas Laxton , and Benjamin Hunt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2003

ISBN: 9781451845044

Keywords: Macroeconomic models, simulation properties, inflation, monetary policy, aggregate demand, nominal interest rate, monetary authority, Model Evaluation and Selection, General Aggregative Models: Forecasting and Simulation, Public Economics: General,

This paper was prepared as part of a euro area macroeconomic model comparisons project. Four standard macroeconomic experiments are considered to illustrate the differences in dynamic adjustment properties of two v...

Leading Indicators of Fiscal Distress

Leading Indicators of Fiscal Distress »

Source: Leading Indicators of Fiscal Distress

Volume/Issue: 2016/28

Series: IMF Working Papers

Author(s): Martin Bruns , and Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 February 2016

ISBN: 9781475594799

Keywords: fiscal distress, extreme bound analysis, debt, currency, inflation, emerging economies, default, Studies of Particular Policy Episodes, General Outlook and Conditions, Forecasting and Simulation

Early warning systems (EWS) are widely used for assessing countries’ vulnerability to fiscal distress. Most EWS employ a specific set of only fiscal leading indicators predetermined by the researchers, which casts...

Monetary Policy Under EMU

Monetary Policy Under EMU »

Source: Monetary Policy Under EMU : Differences in the Transmission Mechanism?

Volume/Issue: 2001/102

Series: IMF Working Papers

Author(s): Benedict Clements , Zenon Kontolemis , and Joaquim Levy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451852615

Keywords: Transmission Mechanism, inflation, monetary transmission, central bank, monetary transmission mechanism, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation, Monetary Policy, Central Banking

This study identifies differences in the monetary policy transmission mechanism across the countries in the euro area. It is argued that part of the differences in the response of economic activity to monetary poli...

Information Rigidity and the Expectations Formation Process
			: A Simple Framework and New Facts

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

DOI: http://dx.doi.org/10.5089/9781475519242.001

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...

Ghostbusting
			: Which Output Gap Measure Really Matters?

Ghostbusting : Which Output Gap Measure Really Matters? »

Volume/Issue: 2004/146

Series: IMF Working Papers

Author(s): Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

DOI: http://dx.doi.org/10.5089/9781451856675.001

ISBN: 9781451856675

Keywords: Output gap, inflation forecasting, forecasting, statistics, statistic, inflationary pressures, Prices, Business Fluctuations, and Cycles: Forecasting and Simulation,

This paper investigates various output gap measures in a simple inflation forecasting framework. Reflecting the cyclical position of an economy, an (unobservable) output gap has important implications for economic...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

DOI: http://dx.doi.org/10.5089/9781451863192.001

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Some Simulation Properties of the Major Euro Area Economies in Multimod

Some Simulation Properties of the Major Euro Area Economies in Multimod »

Volume/Issue: 2003/31

Series: IMF Working Papers

Author(s): Douglas Laxton , and Benjamin Hunt

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2003

DOI: http://dx.doi.org/10.5089/9781451845044.001

ISBN: 9781451845044

Keywords: Macroeconomic models, simulation properties, inflation, monetary policy, aggregate demand, nominal interest rate, monetary authority, Model Evaluation and Selection, General Aggregative Models: Forecasting and Simulation, Public Economics: General,

This paper was prepared as part of a euro area macroeconomic model comparisons project. Four standard macroeconomic experiments are considered to illustrate the differences in dynamic adjustment properties of two v...