A Small Quarterly Multi-Country Projection Model /

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 qua...

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Bibliographic Details
Main Author:	Laxton, Jared
Other Authors:	Carabenciov, Ioan, Ermolaev, Igor, Freedman, Charles, Juillard, Michel, Kamenik, Ondra, Kamenik, Ondrej, Korshunov, Dmitry, Laxton, Douglas
Format:	Book
Language:	English
Published:	Washington, D.C. : International Monetary Fund, 2008
Series:	IMF Working Papers ; Working Paper No. 08/279 IMF Working Papers; Working Paper ; No. 2008/279 IMF eLibrary
Subjects:	Aggregate demand Calibration Confidence intervals Correlation Correlations Deflation Economic forecasting Effective exchange rates Equation Equations Forecasting models Forecasting High inflation Increase in inflation Increase in interest rates Inflation equation Inflation process Inflation rate Inflation rates Inflation target Inflation Inflationary pressures Integral Measure of inflation Model Construction and Estimation Monetary Policy (Targets, Instruments, and Effects) Monetary economics Monetary policy Nominal interest rate Nominal interest rates Price Level Projection period Random walk Rate of change Rate of inflation Rates of inflation Rational expectations Real exchange rates Real interest rate Real interest rates Real output Relative prices Rise in inflation Samples Simultaneous equation Standard deviation Standard deviations Stochastic processes Survey Time series Banks and Banking Currency Economic theory Finance Foreign Exchange Foreign exchange Interest Rates: Determination, Term Structure, and Effects Interest rates Macroeconomics Macroeconomics: Production Output gap Potential output Prices Production and Operations Management Production Japan United States
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A Small Quarterly Multi-Country Projection Model /

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