A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices /

This is the third 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 quar...

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Bibliographic Details
Main Author:	Juillard, Michel
Other Authors:	Carabenciov, Ioan, Ermolaev, Igor, Freedman, Charles, Kamenik, Ondra, Kamenik, Ondrej, Korshunov, Dmitry, Laxton, Douglas, Laxton, Jared
Format:	Book
Language:	English
Published:	Washington, D.C. : International Monetary Fund, 2008
Series:	IMF Working Papers ; Working Paper No. 08/280 IMF Working Papers; Working Paper ; No. 2008/280 IMF eLibrary
Subjects:	Aggregate demand Calibration Confidence intervals Correlation Correlations Economic forecasting Effective exchange rates Equation Equations External shocks Forecasting models Forecasting High inflation Increase in inflation Increase in interest rates Inflation equation Inflation process Inflation rate Inflation rates Inflation target Inflation Inflationary impact Inflationary pressures Integral Measure of inflation Monetary economics Monetary policy Nominal interest rate Nominal interest rates Observable variable Oil prices Price inflation 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 Currency Deflation Economic theory Energy: Demand and Supply Foreign Exchange Foreign exchange Macroeconomics Macroeconomics: Production Output gap Potential output Price Level Prices Production and Operations Management Production Japan United States
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A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices /

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