GPM6 : the Global Projection Model with 6 regions

GPM6 : the Global Projection Model with 6 regions / Ioan Carabenciov [and others].

"This is the sixth 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 to which economists have access for studying both own-country and cross-country linkages. In this...

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Bibliographic Details
Main Author: Carabenciov, Ioan (Author)
Format: eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, ©2013.
Series:IMF working paper ; WP/13/87.
Subjects:
Macroeconomics > Econometric models.
Monetary policy.
Bayesian statistical decision theory.
BUSINESS & ECONOMICS > Economics > Macroeconomics.
POLITICAL SCIENCE > Economic Conditions.
Bayesian statistical decision theory
Macroeconomics > Econometric models
Monetary policy
Online Access:Click for online access
Description
Summary:"This is the sixth 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 to which economists have access for studying both own-country and cross-country linkages. In this paper, we add three more regions and make a number of other changes to a previously estimated small quarterly projection model of the US, euro area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties"--Abstract.
Item Description:Title from PDF title page (IMF Web site, viewed Apr. 10, 2013).
"Research Department"--Page 2 of pdf.
"April 2013"--Page 2 of pdf.
Physical Description:1 online resource (79 pages) : color illustrations
Bibliography:Includes bibliographical references (pages 39-41).
ISBN:9781484325384
1484325389
1484391705
9781484391709
Language:English.

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