A small quarterly multi-country projection model /

A small quarterly multi-country projection model /

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Bibliographic Details
Imprint:	Washington, D.C. : International Monetary Fund, ©2008.
Description:	1 online resource (59 pages) : illustrations
Language:	English
Series:	IMF working paper ; WP/08/279.
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. Economic forecasting -- Econometric models Economic history Inflation (Finance) -- Econometric models Monetary policy -- Econometric models 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/14153405

Hidden Bibliographic Details
Other authors / contributors:	Carabenciov, Ioan, author. International Monetary Fund. Research Department.
ISBN:	1462324509 9781462324507 1452737975 9781452737973 1283516373 9781283516372 9786613828828 6613828823 1451989261 9781451989267
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.
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.
Other form:	Print version: Small quarterly multi-country projection model. Washington, D.C. : International Monetary Fund, ©2008

Description
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.
Item Description:	At head of title: Research Dept. "December 2008."
Physical Description:	1 online resource (59 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 31-32).
ISBN:	1462324509 9781462324507 1452737975 9781452737973 1283516373 9781283516372 9786613828828 6613828823 1451989261 9781451989267