A Small Quarterly Multi Country Projection Model With Financial Real Linkages And Oil Prices
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A Small Quarterly Multi Country Projection Model With Financial Real Linkages And Oil Prices
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Author : Mr.Ondrej Kamenik
language : en
Publisher: International Monetary Fund
Release Date : 2008-12-01
A Small Quarterly Multi Country Projection Model With Financial Real Linkages And Oil Prices written by Mr.Ondrej Kamenik and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-01 with Business & Economics categories.
This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
A Small Quarterly Multi Country Projection Model
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Author : Mr.Ondrej Kamenik
language : en
Publisher: INTERNATIONAL MONETARY FUND
Release Date : 2008-12-01
A Small Quarterly Multi Country Projection Model written by Mr.Ondrej Kamenik and has been published by INTERNATIONAL MONETARY FUND this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-01 with Business & Economics categories.
This is the second of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
A Small Quarterly Projection Model Of The Us Economy
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Author : Mr.Ondrej Kamenik
language : en
Publisher: International Monetary Fund
Release Date : 2008-12-01
A Small Quarterly Projection Model Of The Us Economy written by Mr.Ondrej Kamenik and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-12-01 with Business & Economics categories.
This is the first of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the U.S. economy. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. After developing a benchmark model without financial-real linkages, we introduce such linkages into the model and compare the results with and without linkages.
A Small Quarterly Multi Country Projection Model
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Author :
language : en
Publisher:
Release Date : 2008
A Small Quarterly Multi Country Projection Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Economic forecasting categories.
This is the second of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
Adding Indonesia To The Global Projection Model
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Author :
language : en
Publisher:
Release Date : 2009
Adding Indonesia To The Global Projection Model written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Economic forecasting categories.
This is the fifth of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In this paper, we add Indonesia to a previously estimated small quarterly projection model of the US, euro area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties.
A Small Quarterly Multi Country Projection Model With Financial Real Linkages And Oil Prices
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2008
A Small Quarterly Multi Country Projection Model With Financial Real Linkages And Oil Prices written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Economic forecasting categories.
This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
Gpm6
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Author : Ioan Carabenciov
language : en
Publisher: International Monetary Fund
Release Date : 2013-04-10
Gpm6 written by Ioan Carabenciov and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-10 with Business & Economics categories.
This is the sixth of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In this paper, we add three more regions and make a number of other changes to a previously estimated small quarterly projection model of the US, euro area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties.
An Extended Quarterly Projection Model Credit Cycle Macrofinancial Linkages And Macroprudential Measures The Case Of The Philippines
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Author : Mr. Philippe D Karam
language : en
Publisher: International Monetary Fund
Release Date : 2021-10-22
An Extended Quarterly Projection Model Credit Cycle Macrofinancial Linkages And Macroprudential Measures The Case Of The Philippines written by Mr. Philippe D Karam and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-22 with Business & Economics categories.
We extend a modern practical Quarterly Projection Model to study credit cycle dynamics and risks, focusing on macrofinancial linkages and the role of macroprudential policy in achieving economic and financial stability. We tailor the model to the Philippines and evaluate the model’s properties along several dimensions. The model produces plausible dynamics and sensible forecasts. This along with its simplicity makes it useful for policy analysis. In particular, it should help policymakers understand the quantitative implications of responding to changes in domestic financial conditions, along with other shocks, through the joint use of macroprudential and monetary policies.
Systemic Risk Aggregate Demand And Commodity Prices
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Author : Javier Gómez-Pineda
language : en
Publisher: International Monetary Fund
Release Date : 2015-07-20
Systemic Risk Aggregate Demand And Commodity Prices written by Javier Gómez-Pineda and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-20 with Business & Economics categories.
The paper presents a global model with systemic and country risks, as well as commodity prices.We show that systemic risk shocks have an important impact on world economic activity, with the busts in world output gap corresponding to unobserved systemic risk associated with major financial events. In addition, systemic risk shocks are shown to be important drivers of output gaps while country risk premium shocks can have important effects on the trade balance. Commodity prices, in particular the price of oil, are shown to be demand driven. The model performs well at one- and four-quarter horizons compared to a survey of analysts' forecasts. In addition, systemic risk shocks explain a large share of the forecast variance for the world output gap, country output gaps, the price of oil, and country risk premiums. The importance of systemic risk shocks lends support for financial surveillance with a systemic focus.
Global Implications Of Lower Oil Prices
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Author : Mr. Aasim M. Husain
language : en
Publisher: International Monetary Fund
Release Date : 2015-07-14
Global Implications Of Lower Oil Prices written by Mr. Aasim M. Husain and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-14 with Business & Economics categories.
The sharp drop in oil prices is one of the most important global economic developments over the past year. The SDN finds that (i) supply factors have played a somewhat larger role than demand factors in driving the oil price drop, (ii) a substantial part of the price decline is expected to persist into the medium term, although there is large uncertainty, (iii) lower oil prices will support global growth, (iv) the sharp oil price drop could still trigger financial strains, and (v) policy responses should depend on the terms-of-trade impact, fiscal and external vulnerabilities, and domestic cyclical position.