Cargando…
Constructing forecast confidence bands during the financial crisis /
We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, and bank lending tightening affects the United States. To calculate confidence intervals...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
2009.
|
| Colección: | IMF working paper ;
WP/09/214. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn694140988 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 100326s2009 dcua ob i000 0 eng d | ||
| 040 | |a E7B |b eng |e pn |c E7B |d OCLCQ |d CUS |d SNK |d OCLCE |d OCLCQ |d OCLCA |d OCLCF |d OCLCO |d EBLCP |d YDXCP |d OCLCO |d OCL |d OCLCQ |d OCLCO |d CUS |d OCLCO |d AZK |d OCLCO |d MERUC |d COCUF |d MOR |d CCO |d PIFAG |d ZCU |d OCLCQ |d OCLCO |d U3W |d STF |d WRM |d OCLCA |d CEF |d NRAMU |d ICG |d VT2 |d AU@ |d OCLCQ |d OCLCO |d DKC |d OCLCQ |d HS0 |d UWK |d ADU |d OCLCQ |d OCL |d OCLCO |d OCLCQ |d OCL |d UKCRE |d BOL |d OCLCQ |d REDDC |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCL |d OCLCQ |d OCLCL |d SHC | ||
| 019 | |a 712987721 |a 763025822 |a 764532916 |a 870245230 |a 891560626 |a 952777749 |a 961639340 |a 962624872 |a 974985765 |a 975045047 |a 988505789 |a 991949394 |a 1018084271 |a 1037689912 |a 1038661022 |a 1043633061 |a 1045587717 |a 1055346264 |a 1056398681 |a 1058185253 |a 1058932440 |a 1060857321 |a 1075571799 |a 1081279983 |a 1097119426 |a 1103546351 |a 1107340868 |a 1109121872 |a 1110283940 |a 1112822726 |a 1114388236 |a 1119025870 |a 1144267465 |a 1150184768 |a 1153508796 |a 1162420304 |a 1202555993 |a 1228612440 |a 1257357538 |a 1290077434 |a 1313543563 |a 1420103169 | ||
| 020 | |a 9781452728872 | ||
| 020 | |a 1452728879 | ||
| 020 | |a 145191783X | ||
| 020 | |a 9781451917833 | ||
| 020 | |a 1462375944 | ||
| 020 | |a 9781462375943 | ||
| 020 | |a 1282844202 | ||
| 020 | |a 9781282844209 | ||
| 020 | |a 1451873611 | ||
| 020 | |a 9781451873610 | ||
| 020 | |a 9786612844201 | ||
| 020 | |a 6612844205 | ||
| 024 | 8 | |a 10.5089/9781451917833.001 | |
| 029 | 1 | |a AU@ |b 000053012632 | |
| 029 | 1 | |a DEBBG |b BV044178642 | |
| 029 | 1 | |a NZ1 |b 13863476 | |
| 035 | |a (OCoLC)694140988 |z (OCoLC)712987721 |z (OCoLC)763025822 |z (OCoLC)764532916 |z (OCoLC)870245230 |z (OCoLC)891560626 |z (OCoLC)952777749 |z (OCoLC)961639340 |z (OCoLC)962624872 |z (OCoLC)974985765 |z (OCoLC)975045047 |z (OCoLC)988505789 |z (OCoLC)991949394 |z (OCoLC)1018084271 |z (OCoLC)1037689912 |z (OCoLC)1038661022 |z (OCoLC)1043633061 |z (OCoLC)1045587717 |z (OCoLC)1055346264 |z (OCoLC)1056398681 |z (OCoLC)1058185253 |z (OCoLC)1058932440 |z (OCoLC)1060857321 |z (OCoLC)1075571799 |z (OCoLC)1081279983 |z (OCoLC)1097119426 |z (OCoLC)1103546351 |z (OCoLC)1107340868 |z (OCoLC)1109121872 |z (OCoLC)1110283940 |z (OCoLC)1112822726 |z (OCoLC)1114388236 |z (OCoLC)1119025870 |z (OCoLC)1144267465 |z (OCoLC)1150184768 |z (OCoLC)1153508796 |z (OCoLC)1162420304 |z (OCoLC)1202555993 |z (OCoLC)1228612440 |z (OCoLC)1257357538 |z (OCoLC)1290077434 |z (OCoLC)1313543563 |z (OCoLC)1420103169 | ||
| 037 | |n Title subscribed to via ProQuest Academic Complete | ||
| 042 | |a dlr | ||
| 043 | |a n-us--- |a e------ |a a-ja--- | ||
| 050 | 4 | |a HB3722 |b .C446 2009eb | |
| 050 | 4 | |a HG3810 | |
| 082 | 0 | 4 | |a 330.9 |a 330.90511 |
| 049 | |a UAMI | ||
| 245 | 0 | 0 | |a Constructing forecast confidence bands during the financial crisis / |c Huigang Chen [and others]. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c 2009. | ||
| 300 | |a 1 online resource (23 pages) : |b color illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 340 | |g polychrome. |2 rdacc |0 http://rdaregistry.info/termList/RDAColourContent/1003 | ||
| 347 | |a data file | ||
| 490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/09/214 | |
| 504 | |a Includes bibliographical references (pages 19-20). | ||
| 520 | 3 | |a We derive forecast confidence bands using a Global Projection Model covering the United States, the euro area, and Japan. In the model, the price of oil is a stochastic process, interest rates have a zero floor, and bank lending tightening affects the United States. To calculate confidence intervals that respect the zero interest rate floor, we employ Latin hypercube sampling. Derived confidence bands suggest non-negligible risks that U.S. interest rates might stay near zero for an extended period, and that severe credit conditions might persist. | |
| 588 | 0 | |a Print version record. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2011. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2011 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 505 | 0 | |a Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Model Structure; 2.1 Overview; 2.2 Model components; 2.2.1 Variable definitions; 2.2.2 Underlying equilibrium values and stochastic processes; 2.2.3 Bank lending tightening; 2.2.4 Output gap; 2.2.5 Unemployment; 2.2.6 Inflation; 2.2.7 Policy rule for the interest rate; 2.2.8 Exchange rate; 2.2.9 Variance and coviariance of disturbances; III. GPM-Generated Confidence Bands; 3.1 Construction; 3.2 U.S. inflation; 1. U.S. Year-on Year CPI Inflation; 3.3 U.S. interest rate; 2. U.S. Interest Rate; 3.4 U.S. output gap. | |
| 505 | 8 | |a 3. U.S. Output Gap3.5 Bank lending tightening; 4. Bank Lending Tightening; 5. Oil Price; IV. Conclusions; References; Footnotes. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Global Financial Crisis, 2008-2009. | |
| 650 | 0 | |a Financial crises |z United States |x Econometric models. | |
| 650 | 0 | |a Financial crises |z European Union countries |x Econometric models. | |
| 650 | 0 | |a Financial crises |z Japan |x Econometric models. | |
| 650 | 0 | |a Petroleum products |x Prices |z United States |x Econometric models. | |
| 650 | 0 | |a Petroleum products |x Prices |z European Union countries |x Econometric models. | |
| 650 | 0 | |a Petroleum products |x Prices |z Japan |x Econometric models. | |
| 650 | 0 | |a Interest rates |z United States |x Econometric models. | |
| 650 | 0 | |a Interest rates |z European Union countries |x Econometric models. | |
| 650 | 0 | |a Interest rates |z Japan |x Econometric models. | |
| 650 | 0 | |a Bank loans |z United States |x Econometric models. | |
| 650 | 0 | |a Bank loans |z European Union countries |x Econometric models. | |
| 650 | 0 | |a Bank loans |z Japan |x Econometric models. | |
| 650 | 6 | |a Crise financière mondiale, 2008-2009. | |
| 650 | 6 | |a Produits pétroliers |x Prix |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Produits pétroliers |x Prix |z Pays de l'Union européenne |x Modèles économétriques. | |
| 650 | 6 | |a Produits pétroliers |x Prix |z Japon |x Modèles économétriques. | |
| 650 | 6 | |a Taux d'intérêt |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Taux d'intérêt |z Pays de l'Union européenne |x Modèles économétriques. | |
| 650 | 6 | |a Taux d'intérêt |z Japon |x Modèles économétriques. | |
| 650 | 6 | |a Prêts bancaires |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Prêts bancaires |z Pays de l'Union européenne |x Modèles économétriques. | |
| 650 | 6 | |a Prêts bancaires |z Japon |x Modèles économétriques. | |
| 650 | 7 | |a Bank loans |x Econometric models |2 fast | |
| 650 | 7 | |a Financial crises |x Econometric models |2 fast | |
| 650 | 7 | |a Interest rates |x Econometric models |2 fast | |
| 650 | 7 | |a Petroleum products |x Prices |x Econometric models |2 fast | |
| 651 | 7 | |a European Union countries |2 fast | |
| 651 | 7 | |a Japan |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJkT7GyCmyjxytDfqk6Yfq | |
| 651 | 7 | |a United States |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJtxgQXMWqmjMjjwXRHgrq | |
| 647 | 7 | |a Global Financial Crisis |d (2008-2009) |2 fast |1 https://id.oclc.org/worldcat/entity/E39Qhp4vBbr3T8xBMDbJhDhGmm |0 (OCoLC)fst01755654 | |
| 648 | 7 | |a 2008-2009 |2 fast | |
| 700 | 1 | |a Chen, Huigang, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. | |
| 758 | |i has work: |a Constructing forecast confidence bands during the financial crisis (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFVfYDYvC8xHtFtDrxQT9C |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |t Constructing forecast confidence bands during the financial crisis. |d [Washington, D.C.] : International Monetary Fund, ©2009 |w (OCoLC)575396721 |
| 830 | 0 | |a IMF working paper ; |v WP/09/214. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608844 |z Texto completo |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL1608844 | ||
| 938 | |a ebrary |b EBRY |n ebr10368607 | ||
| 938 | |a YBP Library Services |b YANK |n 11618163 | ||
| 994 | |a 92 |b IZTAP | ||