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GPM6 : the Global Projection Model with 6 regions /

"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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Carabenciov, Ioan (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2013.
Colección:IMF working paper ; WP/13/87.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a GPM6 :  |b the Global Projection Model with 6 regions /  |c Ioan Carabenciov [and others]. 
246 3 0 |a Global Projection Model with 6 regions 
260 |a [Washington, D.C.] :  |b International Monetary Fund,  |c ©2013. 
300 |a 1 online resource (79 pages) :  |b color illustrations 
336 |a text  |b txt  |2 rdacontent 
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490 1 |a IMF working paper ;  |v WP/13/87 
500 |a Title from PDF title page (IMF Web site, viewed Apr. 10, 2013). 
500 |a "Research Department"--Page 2 of pdf. 
500 |a "April 2013"--Page 2 of pdf. 
520 |a "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"--Abstract. 
504 |a Includes bibliographical references (pages 39-41). 
505 0 |a Cover; Contents; I. Introduction; II. Background to the Model Specification; III. The specification of the model; A. Data definitions; B. Stochastic processes; 1. Potential Output; 2. NAIRU; 3. Equilibrium real interest rate; 4. Real exchange rate; C. Behavioral equations for the G3 economies; 1. Output Gap; 2. Inflation; 3. Policy Interest Rate; 4. Medium-term Interest Rate; 5. Uncovered Interest Parity; 6. Unemployment Rate; D. Differences in specification of behavioral equations for the emerging economies; 1. Output Gap; 2. Uncovered Interest Parity; 3. Unemployment Rate. 
505 8 |a IV. Confronting the Model with the DataA. Bayesian estimation; 1. General approach; 2. Calibration and estimation in the GPM6 model; B. Results; 1. Estimated and calibrated coefficients; 2. Root Mean Squared Errors; 3. Variance decompositions; 4. Impulse response functions; 5. A global demand shock; V. Concluding Remarks; References; Appendix 1: GPM6 Data Definitions; Tables; 1. GPM6 Parameters Table; 2. Results from estimation of parameters in GPM6 (sample 1994Q1-2007Q4); 3. GPM6 Trade and Spillovers Table; 4. GPM6 Trade and Spillovers Table[2]. 
505 8 |a 5. Results from estimation -- standard deviation of structural shocks[1]6. Results from estimation -- standard deviation of structural shocks[2]; 7. Root Mean Squared Errors 1999Q1-2007Q4 .; 8. Variance Decomposition[1]; 9. Variance Decomposition[2]; Figures; 1. Shock to (Omitted); 2. Shock to (Omitted); 3. Shock to (Omitted); 4. Shock to (Omitted); 5. Shock to (Omitted); 6. Shock to (Omitted); 7. Shock to (Omitted); 8. Shock to (Omitted); 9. Shock to (Omitted); 10. Shock to (Omitted); 11. Shock to (Omitted); 12. Shock to (Omitted); 13. Shock to (Omitted); 14. Shock to (Omitted). 
505 8 |a 15. Shock to (Omitted)16. Shock to (Omitted); 17. Shock to (Omitted); 18. Shock to (Omitted); 19. Shock to (Omitted); 20. Shock to (Omitted); 21. Shock to (Omitted); 22. Shock to (Omitted); 23. Global Demand Shock. 
546 |a English. 
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650 0 |a Macroeconomics  |x Econometric models. 
650 0 |a Monetary policy. 
650 0 |a Bayesian statistical decision theory. 
650 6 |a Politique monétaire. 
650 6 |a Théorie de la décision bayésienne. 
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650 7 |a Monetary policy  |2 fast 
700 1 |a Carabenciov, Ioan,  |e author. 
710 2 |a International Monetary Fund.  |b Research Department,  |e issuing body. 
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