Macrofinancial analysis in the world economy : a panel dynamic stochastic general equilibrium approach /

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Bibliographic Details
Author / Creator:	Vitek, Francis, (IMF staff), author.
Imprint:	[Washington, D.C.] : International Monetary Fund, ©2015.
Description:	1 online resource (112 pages) : color illustrations.
Language:	English
Series:	IMF working paper ; WP/15/227 IMF working paper ; WP/15/227.
Subject:	Macroeconomics -- Econometric models. Industries -- Econometric models. Imports -- Econometric models. Exports -- Econometric models. Banks and banking -- Econometric models. Bank loans -- Econometric models. Monetary policy -- Econometric models. Fiscal policy -- Econometric models. Financial risk management -- Econometric models. Capital movements -- Econometric models. Bank loans -- Econometric models. Banks and banking -- Econometric models. Capital movements -- Econometric models. Exports -- Econometric models. Fiscal policy -- Econometric models. Imports -- Econometric models. Industries -- Econometric models. Macroeconomics -- Econometric models. Monetary policy -- Econometric models.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12504798

Hidden Bibliographic Details
Other authors / contributors:	International Monetary Fund. Monetary and Capital Markets Department.
ISBN:	1513537423 9781513537429 1513525115 9781513525112 1513551140 9781513551142
ISSN:	1018-5941
Notes:	"October 2015." "Monetary and Capital Markets Department." Includes bibliographical references (pages 110-111). Online resource; title from pdf title page (IMF.org Web site, viewed November 2, 2015).
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, macroprudential policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary, fiscal and macroprudential transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth. --Abstract.
Other form:	1513537423
Standard no.:	10.5089/9781513537429.001

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