Policy analysis and forecasting in the world economy: a panel dynamic stochastic general equilibrium approach
"This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model encompasses an approximate linear panel dynamic stochastic general equilibrium model featuring a monetary transmission mechani...
| Main Author: | |
|---|---|
| Institution: | ETUI-European Trade Union Institute |
| Format: | TEXT |
| Language: | English |
| Published: |
Washington, DC
2013
IMF |
| Subjects: | |
| Online Access: | https://www.labourline.org/KENTIKA-19121516124919497989-Policy-analysis-and-forecastin.htm |
| _version_ | 1771659899844952066 |
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| author | Vitek, Francis |
| author_facet | Vitek, Francis |
| collection | Library items |
| description | "This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model encompasses an approximate linear panel dynamic stochastic general equilibrium model featuring a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment." |
| format | TEXT |
| id | 19121516124919497989_e65f4e3b457948dda2c6ea6cb3456b2b |
| institution | ETUI-European Trade Union Institute |
| is_hierarchy_id | 19121516124919497989_e65f4e3b457948dda2c6ea6cb3456b2b |
| is_hierarchy_title | Policy analysis and forecasting in the world economy: a panel dynamic stochastic general equilibrium approach |
| language | English |
| physical | 88 p. Digital |
| publishDate | 2013 |
| publisher | Washington, DC IMF |
| spellingShingle | Vitek, Francis economic forecast economic model macroeconomics monetary policy Policy analysis and forecasting in the world economy: a panel dynamic stochastic general equilibrium approach |
| thumbnail | https://www.labourline.org/Image_prev.jpg?Archive=109758092793 |
| title | Policy analysis and forecasting in the world economy: a panel dynamic stochastic general equilibrium approach |
| topic | economic forecast economic model macroeconomics monetary policy |
| url | https://www.labourline.org/KENTIKA-19121516124919497989-Policy-analysis-and-forecastin.htm |