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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| 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 | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a data file |2 rda | ||
| 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. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 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 POLITICAL SCIENCE |x Economic Conditions. |2 bisacsh | |
| 650 | 7 | |a Bayesian statistical decision theory. |2 fast |0 (OCoLC)fst00829019 | |
| 650 | 7 | |a Macroeconomics |x Econometric models. |2 fast |0 (OCoLC)fst01005225 | |
| 650 | 7 | |a Monetary policy. |2 fast |0 (OCoLC)fst01025230 | |
| 700 | 1 | |a Carabenciov, Ioan, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Research Department, |e issuing body. | |
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