Hidden Bibliographic Details
| Other authors / contributors: | Carabenciov, Ioan, author.
International Monetary Fund. Research Department.
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| ISBN: | 1462324509
9781462324507
1452737975
9781452737973
1283516373
9781283516372
9786613828828
6613828823
1451989261
9781451989267
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| Notes: | At head of title: Research Dept.
"December 2008."
Includes bibliographical references (pages 31-32).
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.
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| Summary: | This is the second 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. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.
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| Other form: | Print version: Small quarterly multi-country projection model. Washington, D.C. : International Monetary Fund, ©2008
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