Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
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 fiscal transmission mechanism, and extensive macrofinancial linkages, both within and...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
2012
|
| Schriftenreihe: | IMF Working Papers
Working Paper No. 12/149 |
| Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment |
| Beschreibung: | 1 Online-Ressource (77 p) |
| ISBN: | 1475504187 9781475504187 |
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| spelling | Vitek, Francis Verfasser aut Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach Vitek, Francis Washington, D.C International Monetary Fund 2012 1 Online-Ressource (77 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/149 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 fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment Online-Ausg http://elibrary.imf.org/view/IMF001/12862-9781475504187/12862-9781475504187/12862-9781475504187.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Vitek, Francis Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach |
| title | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach |
| title_auth | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach |
| title_exact_search | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach |
| title_exact_search_txtP | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach |
| title_full | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach Vitek, Francis |
| title_fullStr | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach Vitek, Francis |
| title_full_unstemmed | Policy Analysis and Forecasting in the World Economy A Panel Unobserved Components Approach Vitek, Francis |
| title_short | Policy Analysis and Forecasting in the World Economy |
| title_sort | policy analysis and forecasting in the world economy a panel unobserved components approach |
| title_sub | A Panel Unobserved Components Approach |
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