Monetary Policy Analysis and Forecasting in the Group of Twenty
AbstractThis paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into twenty national economies along the lines of the Group of Twenty. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and across economies. A variety of monetary policy analysis and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment.
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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 10/152.
Date of creation: 01 Jun 2010
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-31 (All new papers)
- NEP-CBA-2010-07-31 (Central Banking)
- NEP-FOR-2010-07-31 (Forecasting)
- NEP-MON-2010-07-31 (Monetary Economics)
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- Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.
- International Monetary Fund, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 11/218, International Monetary Fund.
- Trung Bui & Tamim Bayoumi, 2011. "Apocalypse then," IMF Working Papers 11/212, International Monetary Fund.
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