Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. Strategy, Policy, and Review Department, issuing body.
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| ISBN: | 9781475599565
1475599560
9781475542493
1475542496
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| Notes: | Title from PDF title page (IMF Web site, viewed Jun. 8, 2012).
"Strategy, Policy, and Review Department."
"June 2012."
Includes bibliographical references.
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| Summary: | This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
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| Other form: | Print version: Vitek, Francis. Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach. Washington : International Monetary Fund, ©2012 9781475504187
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