A Small Quarterly Projection Model of the US Economy

This is the first of a series of papers that are being written as part of a 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 p...

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Bibliographic Details
Main Author:	Ermolaev, Igor
Other Authors:	Carabenciov, Ioan, Freedman, Charles, Juillard, Michel, Kamenik, Ondra, Kamenik, Ondrej, Korshunov, Dmitry, Laxton, Douglas
Format:	Book
Language:	English
Published:	Washington : International Monetary Fund, 2008 Washington, D.C. : 2008
Series:	IMF Working Papers ; Working Paper No. 08/278 IMF Working Papers IMF Working Papers; Working Paper ; No. 2008/278 IMF eLibrary
Subjects:	Aggregate demand Calibration Correlation Correlations Economic forecasting Equation Equations Forecasting models Forecasting Increase in inflation Increase in interest rates Inflation equation Inflation process Inflation rate Inflation target Inflation Inflationary pressures Integral Maximum likelihood estimation Monetary economics Monetary policy Nominal interest rate Nominal interest rates Price deflation Price level Random walk Rate of inflation Rates of inflation Rational expectations Real interest rate Real interest rates Relative prices Sample size Samples Simultaneous equation Standard deviation Standard deviations Standard errors Stochastic processes Survey Time series Banking Banks and Banking Central bank policy rate Deflation Economic theory Finance Interest Rates: Determination, Term Structure, and Effects Interest rates Macroeconomics Macroeconomics: Production Output gap Potential output Price Level Prices Production and Operations Management Production Canada United States Electronic books
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A Small Quarterly Projection Model of the US Economy

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