Policy and Spillover Analysis in the World Economy : a Panel Dynamic Stochastic General Equilibrium Approach /

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Bibliographic Details
Author / Creator:	Vitek, Francis, author.
Imprint:	[Washington, D.C.] : International Monetary Fund, ©2014. ©2014
Description:	1 online resource (95 pages) : color illustrations.
Language:	English
Series:	IMF working paper ; WP/14/200 IMF working paper ; WP/14/200.
Subject:	Capital movements -- Econometric models. Monetary policy -- Econometric models. Fiscal policy -- Econometric models. Business cycles -- Econometric models. Economic forecasting -- Econometric models. Computable general equilibrium models. Panel analysis. Business cycles -- Econometric models. Capital movements -- Econometric models. Computable general equilibrium models. Economic forecasting -- Econometric models. Fiscal policy -- Econometric models. Monetary policy -- Econometric models. Panel analysis. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12504142

Hidden Bibliographic Details
Other authors / contributors:	International Monetary Fund. Strategy, Policy, and Review Department, issuing body.
ISBN:	9781484362501 1484362500 9781616355784
Notes:	"October 2014." "Strategy, Policy and Review Department." Includes bibliographical references (pages 93-94). Includes bibliographical references. Online resource; title from pdf title page (IMF.org Web site, viewed November 4, 2014).
Summary:	This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary and fiscal transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth. --Abstract.
Other form:	Print version: Vitek, Francis. Policy and spillover analysis in the world economy : a panel dynamic stochastic general equilibrium approach. Washington, District of Columbia : International Monetary Fund, ©2014 95 pages IMF working paper ; WP14/200 9781616355784

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