A small quarterly multi-country projection model with financial-real linkages and oil prices /

A small quarterly multi-country projection model with financial-real linkages and oil prices /

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Bibliographic Details
Imprint:	Washington, D.C. : International Monetary Fund, ©2008.
Description:	1 online resource (74 pages) : illustrations
Language:	English
Series:	IMF working paper ; WP/08/280.
Subject:	Economic forecasting -- United States -- Econometric models. Economic forecasting -- Europe -- Econometric models. Economic forecasting -- Japan -- Econometric models. Inflation (Finance) -- United States -- Econometric models. Inflation (Finance) -- Europe -- Econometric models. Inflation (Finance) -- Japan -- Econometric models. Monetary policy -- United States -- Econometric models. Monetary policy -- Europe -- Econometric models. Monetary policy -- Japan -- Econometric models. Petroleum products -- Prices -- United States. Petroleum products -- Prices -- Europe. Petroleum products -- Prices -- Japan. Economic forecasting -- Econometric models Economic history Inflation (Finance) -- Econometric models Monetary policy -- Econometric models Petroleum products -- Prices United States -- Economic conditions -- 1945- -- Econometric models. Europe -- Economic conditions -- 1945- -- Econometric models. Japan -- Economic conditions -- 1945- -- Econometric models. Europe Japan United States
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/14153386

Hidden Bibliographic Details
Other authors / contributors:	Carabenciov, Ioan, author. International Monetary Fund. Research Department.
ISBN:	1462388078 9781462388073 1452735956 9781452735955 1282391658 9781282391659 9786613820082 6613820083 1451999356 9781451999358
Notes:	At head of title: Research Dept. "December 2008." Includes bibliographical references (pages 36-38). Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2011. Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 English. digitized 2011 HathiTrust Digital Library committed to preserve Print version record.
Summary:	This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
Other form:	Print version: Small quarterly multi-country projection model with financial-real linkages and oil prices. Washington, D.C. : International Monetary Fund, ©2008

Description
Summary:	This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
Item Description:	At head of title: Research Dept. "December 2008."
Physical Description:	1 online resource (74 pages) : illustrations
Format:	Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Bibliography:	Includes bibliographical references (pages 36-38).
ISBN:	1462388078 9781462388073 1452735956 9781452735955 1282391658 9781282391659 9786613820082 6613820083 1451999356 9781451999358