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Shock from Graying

Shock from Graying »

Source: Shock from Graying : Is the Demographic Shift Weakening Monetary Policy Effectiveness

Volume/Issue: 2013/191

Series: IMF Working Papers

Author(s): Patrick Imam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 September 2013

ISBN: 9781475598070

Keywords: Demographic shift, life-cycle model, monetary policy, inflation, monetary transmission, central bank, inflation targeting, Demographic Trends and Forecasts,

Abstract Empirical evidence is mounting that, in advanced economies, changes in monetary policy have a more benign impact on the economy—given better anchored inflation expectations and inflation being less...

Modeling the World Economic Outlook At the IMF

Modeling the World Economic Outlook At the IMF »

Source: Modeling the World Economic Outlook At the IMF : A Historical Review

Volume/Issue: 1997/48

Series: IMF Working Papers

Author(s): James Boughton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1997

ISBN: 9781451846706

Keywords: World Economic Outlook, forecasting, econometric models - history, IMF, inflation, monetary fund, monetary policy, aggregate demand, monetary growth

The World Economic Outlook (WEO) exercise at the IMF evolved during the 1980s, partly in response to demands by policymakers in national finance ministries for objective and internationally comparable projections a...

Why Has the Euro Been so Weak?

Why Has the Euro Been so Weak? »

Source: Why Has the Euro Been so Weak?

Volume/Issue: 2001/155

Series: IMF Working Papers

Author(s): Guy Meredith

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451857313

Keywords: euro weakness, exchange rate, real interest rates, inflation, exchange rate movements, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

The weakness of the euro has been surprising given the widely-held expectation that it would be a strong currency. This paper critically examines explanations for the slide in the euro, finding that many are questi...

The Impact of Demographics on Productivity and Inflation in Japan

The Impact of Demographics on Productivity and Inflation in Japan »

Source: The Impact of Demographics on Productivity and Inflation in Japan

Volume/Issue: 2016/237

Series: IMF Working Papers

Author(s): Niklas Westelius , and Yihan Liu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 December 2016

ISBN: 9781475559712

Keywords: Total factor productivity, Population growth, Demographic transition, Inflation, Japan, Asia and Pacific, Aging, and Productivity, Productivity, Demographic Trends and Forecasts

Is Japan's aging and, more recently, declining population hampering growth and reflation efforts? Exploiting demographic and economic variation in prefectural data between 1990 and 2007, we find that aging of the w...

The Information Content of Money in Forecasting Euro Area Inflation

The Information Content of Money in Forecasting Euro Area Inflation »

Source: The Information Content of Money in Forecasting Euro Area Inflation

Volume/Issue: 2008/166

Series: IMF Working Papers

Author(s): Emil Stavrev , and Helge Berger

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2008

ISBN: 9781451870244

Keywords: Information content of money, inflation forecasting, New Keynesian model, DSGE model, P* model, Two-pillar Phillips curve, VAR model, general dynamic factor model, Bayesian estimation, aggregate demand

This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among...

Data-Rich DSGE and Dynamic Factor Models

Data-Rich DSGE and Dynamic Factor Models »

Source: Data-Rich DSGE and Dynamic Factor Models

Volume/Issue: 2011/216

Series: IMF Working Papers

Author(s): Maxym Kryshko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463903497

Keywords: Data-rich DSGE models, dynamic factor models, Bayesian estimation, inflation, monetary policy, real output, monetary base, monetary economics, Bayesian Analysis, Multiple or Simultaneous Equation Models: Time-Series Models

Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in macroeconomics. The empirical factor literature argues that the co-movement of large panels o...

Shock from Graying
			: Is the Demographic Shift Weakening Monetary Policy Effectiveness

Shock from Graying : Is the Demographic Shift Weakening Monetary Policy Effectiveness »

Volume/Issue: 2013/191

Series: IMF Working Papers

Author(s): Patrick Imam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 September 2013

DOI: http://dx.doi.org/10.5089/9781475598070.001

ISBN: 9781475598070

Keywords: Demographic shift, life-cycle model, monetary policy, inflation, monetary transmission, central bank, inflation targeting, Demographic Trends and Forecasts,

Abstract Empirical evidence is mounting that, in advanced economies, changes in monetary policy have a more benign impact on the economy—given better anchored inflation expectations and inflation being less...

Modeling the World Economic Outlook At the IMF
			: A Historical Review

Modeling the World Economic Outlook At the IMF : A Historical Review »

Volume/Issue: 1997/48

Series: IMF Working Papers

Author(s): James Boughton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1997

DOI: http://dx.doi.org/10.5089/9781451846706.001

ISBN: 9781451846706

Keywords: World Economic Outlook, forecasting, econometric models - history, IMF, inflation, monetary fund, monetary policy, aggregate demand, monetary growth

The World Economic Outlook (WEO) exercise at the IMF evolved during the 1980s, partly in response to demands by policymakers in national finance ministries for objective and internationally comparable projections a...

Why Has the Euro Been so Weak?

Why Has the Euro Been so Weak? »

Volume/Issue: 2001/155

Series: IMF Working Papers

Author(s): Guy Meredith

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

DOI: http://dx.doi.org/10.5089/9781451857313.001

ISBN: 9781451857313

Keywords: euro weakness, exchange rate, real interest rates, inflation, exchange rate movements, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation,

The weakness of the euro has been surprising given the widely-held expectation that it would be a strong currency. This paper critically examines explanations for the slide in the euro, finding that many are questi...

The Impact of Demographics on Productivity and Inflation in Japan

The Impact of Demographics on Productivity and Inflation in Japan »

Volume/Issue: 2016/237

Series: IMF Working Papers

Author(s): Niklas Westelius , and Yihan Liu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 December 2016

DOI: http://dx.doi.org/10.5089/9781475559712.001

ISBN: 9781475559712

Keywords: Total factor productivity, Population growth, Demographic transition, Inflation, Japan, Asia and Pacific, Aging, and Productivity, Productivity, Demographic Trends and Forecasts

Is Japan's aging and, more recently, declining population hampering growth and reflation efforts? Exploiting demographic and economic variation in prefectural data between 1990 and 2007, we find that aging of the w...