Monetary Policy Analysis and Forecasting in the World Economy; A Panel Unobserved Components Approach
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References listed on IDEAS
- Sims, Christopher A., 2008.
"Improving monetary policy models,"
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Elsevier, vol. 32(8), pages 2460-2475, August.
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- Alain Kabundi & Francisco Nadal De Simone, 2011.
"France in the global economy: a structural approximate dynamic factor model analysis,"
Springer, vol. 41(2), pages 311-342, October.
- Francisco d Nadal De Simone & Alain N. Kabundi, 2007. "France in the Global Economy; A Structural Approximate Dynamic Factor Model Analysis," IMF Working Papers 07/129, International Monetary Fund.
- Bayoumi, Tamim & Vitek, Francis, 2011. "Spillovers from the Euro Area Sovereign Debt Crisis: A Macroeconometric Model Based Analysis," CEPR Discussion Papers 8497, C.E.P.R. Discussion Papers.
- Helene Poirson Ward & Sebastian Weber, 2011. "Growth Spillover Dynamics From Crisis to Recovery," IMF Working Papers 11/218, International Monetary Fund.
More about this item
KeywordsCross country analysis; Developed countries; Economic forecasting; Business cycles; Financial sector; Emerging markets; Economic models; Real sector; International financial system; Monetary transmission mechanism; Monetary policy; Inflation; Forecasting; Monetary policy analysis; world economy; panel unobserved components model; Bayesian conditioning on judgment; monetary conditions; nominal interest rate; price inflation; Bayesian Analysis; Multiple or Simultaneous Equation Models: Models with Panel Data; Model Construction and Estimation; Forecasting and Other Model Applications; Financial Markets and the Macroeconomy; Open Economy Macroeconomics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-11-27 (All new papers)
- NEP-CBA-2009-11-27 (Central Banking)
- NEP-FOR-2009-11-27 (Forecasting)
- NEP-MAC-2009-11-27 (Macroeconomics)
- NEP-MON-2009-11-27 (Monetary Economics)
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