Monetary policy analysis and forecasting in the world economy : a panel unobserved components approach /

Monetary policy analysis and forecasting in the world economy : a panel unobserved components approach /

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Bibliographic Details
Author / Creator:	Vitek, Francis, author.
Imprint:	[Washington, D.C.] : International Monetary Fund, ©2009.
Description:	1 online resource (42 pages) : color illustrations
Language:	English
Series:	IMF working paper ; WP/09/238 IMF working paper ; WP/09/238.
Subject:	Monetary policy -- Econometric models. Business cycles -- Econometric models. Business cycles -- Econometric models. Monetary policy -- Econometric models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12498386

Hidden Bibliographic Details
Other authors / contributors:	International Monetary Fund. Strategy, Policy, and Review Department.
ISBN:	1462353746 9781462353743 1451873859 9781451873856 1452704651 9781452704654 1282844393 9781282844391 9786612844393 6612844396
Digital file characteristics:	text file
Notes:	Includes bibliographical references (page 42). English. Print version record.
Summary:	This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment.
Other form:	Print version: Vitek, Francis. Monetary policy analysis and forecasting in the world economy. [Washington, D.C.] : International Monetary Fund, ©2009

Description
Summary:	This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a novel Bayesian framework for conditioning on judgment.
Physical Description:	1 online resource (42 pages) : color illustrations
Bibliography:	Includes bibliographical references (page 42).
ISBN:	1462353746 9781462353743 1451873859 9781451873856 1452704651 9781452704654 1282844393 9781282844391 9786612844393 6612844396