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Testing the Transparency Benefits of Inflation Targeting

Testing the Transparency Benefits of Inflation Targeting »

Source: Testing the Transparency Benefits of Inflation Targeting : Evidence from Private Sector Forecasts

Volume/Issue: 2006/289

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865493

Keywords: inflation forecasts, central bank transparency, propensity score matching, central bank, Asymmetric and Private Information,

I test whether inflation targeting (IT) enhances transparency using inflation forecast data for 11 IT adoption countries. IT adoption promotes convergence in forecast errors, suggesting that it enhances transparenc...

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...

Policy Analysis and Forecasting in the  World Economy

Policy Analysis and Forecasting in the World Economy »

Source: Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...

Monetary Policy Analysis and Forecasting in the World Economy

Monetary Policy Analysis and Forecasting in the World Economy »

Source: Monetary Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Volume/Issue: 2009/238

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873856

Keywords: Monetary policy analysis, world economy, panel unobserved components model, Bayesian conditioning on judgment, monetary conditions, nominal interest rate, price inflation, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model...

Monetary Policy Analysis and Forecasting in the Group of Twenty

Monetary Policy Analysis and Forecasting in the Group of Twenty »

Source: Monetary Policy Analysis and Forecasting in the Group of Twenty : A Panel Unobserved Components Approach

Volume/Issue: 2010/152

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201358

Keywords: Monetary policy analysis, Panel unobserved components model, Bayesian conditioning on judgment, inflation, monetary conditions, nominal interest rate, Bayesian Analysis, Multiple or Simultaneous Equation Models: Models with Panel Data, Model Construction and Estimation, Forecasting and Other Model Applications

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structu...

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...

Testing the Transparency Benefits of Inflation Targeting
			: Evidence from Private Sector Forecasts

Testing the Transparency Benefits of Inflation Targeting : Evidence from Private Sector Forecasts »

Volume/Issue: 2006/289

Series: IMF Working Papers

Author(s): Christopher Crowe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865493.001

ISBN: 9781451865493

Keywords: inflation forecasts, central bank transparency, propensity score matching, central bank, Asymmetric and Private Information,

I test whether inflation targeting (IT) enhances transparency using inflation forecast data for 11 IT adoption countries. IT adoption promotes convergence in forecast errors, suggesting that it enhances transparenc...

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...