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Source: Vietnam : Bayesian Estimation of Output Gap

Volume/Issue: 2010/149

Series: IMF Working Papers

Author(s): Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201327

Keywords: Output Gap, Unobservable Component Model, Bayesian Methods, equation, equations, real interest rate, monetary policy, Model Construction and Estimation, Viet Nam,

The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together with other para...

Monetary Transmission of Global Imbalances in Asian Countries

Monetary Transmission of Global Imbalances in Asian Countries »

Source: Monetary Transmission of Global Imbalances in Asian Countries

Volume/Issue: 2010/214

Series: IMF Working Papers

Author(s): Il Lee , and Woon Choi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455205455

Keywords: global imbalance, monetary transmission, net saving rates, dynamic panel, monetary fund, real rates, real output,

The paper explores the linkages between the global and domestic monetary gaps, and estimates the effects of monetary gaps on output growth, inflation, and net saving rates using panel data for 20 Asian countries fo...

Vietnam
			: Bayesian Estimation of Output Gap

Vietnam : Bayesian Estimation of Output Gap »

Volume/Issue: 2010/149

Series: IMF Working Papers

Author(s): Wojciech Maliszewski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201327.001

ISBN: 9781455201327

Keywords: Output Gap, Unobservable Component Model, Bayesian Methods, equation, equations, real interest rate, monetary policy, Model Construction and Estimation, Viet Nam,

The paper constructs a new output gap measure for Vietnam by applying Bayesian methods to a two-equation AS-AD model, while treating the output gap as an unobservable series to be estimated together with other para...

Monetary Transmission of Global Imbalances in Asian Countries

Monetary Transmission of Global Imbalances in Asian Countries »

Volume/Issue: 2010/214

Series: IMF Working Papers

Author(s): Il Lee , and Woon Choi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

DOI: http://dx.doi.org/10.5089/9781455205455.001

ISBN: 9781455205455

Keywords: global imbalance, monetary transmission, net saving rates, dynamic panel, monetary fund, real rates, real output,

The paper explores the linkages between the global and domestic monetary gaps, and estimates the effects of monetary gaps on output growth, inflation, and net saving rates using panel data for 20 Asian countries fo...