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May 25, 2013

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Subject/Keyword: Forecasting models

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1. Title: GPM6 - The Global Projection Model with 6 Regions   Author/Editor: Carabenciov, Ioan ; Freedman, Charles ; Garcia-Saltos, Roberto ; Laxton, Douglas ; Kamenik, Ondra ; Manchev, Petar   Series: Working Paper No. 13/87   Published: April 10, 2013   Subject(s): Forecasting models | Real effective exchange rates | Interest rates | External shocks | Unemployment | Demand | Spillovers | World Economic Outlook     2. Title: Rating Through-the-Cycle: What does the Concept Imply for Rating Stability and Accuracy?   Author/Editor: Kiff, John ; Kisser, Michael ; Schumacher, Liliana   Series: Working Paper No. 13/64   Published: March 08, 2013   Subject(s): Credit risk | Business cycles | Forecasting models     3. Title: Forecasting and Monetary Policy Analysis in Low-Income Countries: Food and non-Food Inflation in Kenya   Author/Editor: Andrle, Michal ; Berg, Andrew ; Morales, R. ; Portillo, Rafael ; Vlcek, Jan   Series: Working Paper No. 13/61   Published: March 07, 2013   Subject(s): Economic forecasting | Kenya | Food imports | Inflation | Monetary policy | Low-income developing countries | Forecasting models     4. Title: Fiscal Foresight and Information Flows   Author/Editor: Leeper, Eric M. ; Walker, Todd B. ; Yang, Shu-Chun S.   Series: Working Paper No. 12/153   Published: June 01, 2012   Subject(s): Asset prices | Economic forecasting | Fiscal policy | Forecasting models | Tax policy   Author's Keyword(s): News | anticipated taxes | non-fundamental representation | identified VARs   5. Title: Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach   Author/Editor: Vitek, Francis   Series: Working Paper No. 12/149   Published: June 01, 2012   Subject(s): Cross country analysis | Fiscal policy | Monetary policy | Monetary transmission mechanism | Spillovers | Forecasting models   Author's Keyword(s): Monetary policy analysis | Fiscal policy analysis | Spillover analysis | Forecasting | World economy | Panel unobserved components model | Bayesian econometrics   6. Title: Systemic Real and Financial Risks: Measurement, Forecasting, and Stress Testing   Author/Editor: De Nicoló, Gianni ; Lucchetta, Marcella   Series: Working Paper No. 12/58   Published: February 01, 2012   Subject(s): Economic indicators | Financial risk | Forecasting models | Group of seven | Time series   Author's Keyword(s): Systemic Risks | Dynamic Factor Model | Quantile Auto-regressions | Density Forecasts   7. Title: Inflation Dynamics in FYR Macedonia   Author/Editor: Shamloo, Maral   Series: Working Paper No. 11/287   Published: December 01, 2011   Subject(s): Forecasting models | Inflation | Interest rates | Macedonia, former Yugoslav Republic of | Monetary policy   Author's Keyword(s): Inflation forecasting | VECM | DFM | Phillips Curve   8. Title: Precautionary Savings in a Small Open Economy Revisited   Author/Editor: Roitman, Agustin   Series: Working Paper No. 11/253   Published: November 01, 2011   Subject(s): Borrowing | Forecasting models | Interest rates | Savings   Author's Keyword(s): Saving | precautionary savings | risk aversion | prudence | preferences   9. Title: Do Commodity Futures Help Forecast Spot Prices?   Author/Editor: Reichsfeld, David A ; Roache, Shaun K.   Series: Working Paper No. 11/254   Published: November 01, 2011   Subject(s): Commodity markets | Commodity prices | Economic forecasting | Forecasting models   Author's Keyword(s): Asset Pricing | Futures Pricing | Financial Forecasting   10. Title: Predicting Recessions: A New Approach For Identifying Leading Indicators and Forecast Combinations   Author/Editor: Baba, Chikako ; Kisinbay, Turgut   Series: Working Paper No. 11/235   Published: October 01, 2011   Subject(s): Business cycles | Economic forecasting | Economic indicators | Economic recession | Forecasting models | United States   Author's Keyword(s): business cycles | leading indicators | forecast encompassing | forecast combination   11. Title: A Quantitative Assessment of Financial Conditions in Asia   Author/Editor: Osorio, Carolina ; Pongsaparn, Runchana ; Unsal, D. Filiz   Series: Working Paper No. 11/170   Published: July 01, 2011   Subject(s): Asia | Economic growth | Economic conditions | Financial sector | Forecasting models | Global Financial Crisis 2008-2009 | Gross domestic product   Author's Keyword(s): Financial conditions index | VAR | Dynamic Factor Analysis   12. Title: In Which Exchange Rate Models Do Forecasters Trust?   Author/Editor: Hauner, David ; Lee, Jaewoo ; Takizawa, H.   Series: Working Paper No. 11/116   Published: May 01, 2011   Subject(s): Economic forecasting | Exchange rates | Forecasting models | Interest rate differential | Purchasing power parity   Author's Keyword(s): Exchange rate models | forecasting.   13. Title: Toward Inflation Targeting in Sri Lanka   Author/Editor: Anand, Rahul ; Ding, Ding ; Peiris, Shanaka J.   Series: Working Paper No. 11/81   Published: April 01, 2011   Subject(s): Central banks | Forecasting models | Inflation targeting | Monetary policy | Sri Lanka   Author's Keyword(s): Inflation Targeting | Monetary Policy | Bayesian Estimation   14. Title: Financial Conditions Indexes for the United States and Euro Area   Author/Editor: Matheson, Troy   Series: Working Paper No. 11/93   Published: April 01, 2011   Subject(s): Economic conditions | Economic forecasting | Euro Area | Forecasting models | United States   Author's Keyword(s): Financial Conditions | Short-term Forecasting | Real-Time Data   15. Title: Real-time Forecasts of Economic Activity for Latin American Economies   Author/Editor: Liu, Philip ; Matheson, Troy ; Romeu, Rafael   Series: Working Paper No. 11/98   Published: April 01, 2011   Subject(s): Cross country analysis | Data quality assessment framework | Economic forecasting | Economic growth | Forecasting models | Latin America   Author's Keyword(s): Nowcasting | Short-term forecasting | Real-time data | and Latin America   16. Title: Evaluating GDP Forecasting Models for Korea   Author/Editor: Zeng, Li   Series: Working Paper No. 11/53   Published: March 01, 2011   Subject(s): Economic models | Forecasting models | Gross domestic product | Korea, Republic of   Author's Keyword(s): Forecast | GDP | Korea | indicator model | reference band   17. Title: New Indicators for Tracking Growth in Real Time   Author/Editor: Matheson, Troy   Series: Working Paper No. 11/43   Published: February 01, 2011   Subject(s): Business cycles | Developed countries | Economic growth | Economic indicators | Emerging markets | Forecasting models | Time series   Author's Keyword(s): Nowcasting | Short-term forecasting | Real-time data   18. Title: A Perspective on Predicting Currency Crises   Author/Editor: Flood, Robert P. ; Marion, Nancy P. ; Yepez, Juan   Series: Working Paper No. 10/227   Published: October 01, 2010   Subject(s): Currencies | Devaluation | Economic forecasting | Financial crisis | Forecasting models   Author's Keyword(s): Speculative attacks | currency crises | fixed exchange rate | devaluation | Monte Carlo   19. Title: Cyclical Behavior of Inventories and Growth Projections Recent Evidence from Europe and the United States   Author/Editor: Clausen, Jens R. ; Hoffmaister, Alexander W.   Series: Working Paper No. 10/212   Published: September 01, 2010   Subject(s): Business cycles | Cross country analysis | Europe | Forecasting models | Manufacturing sector | Production growth | United States   Author's Keyword(s): Inventories | business cycle | forecasting   20. Title: Can Global Liquidity Forecast Asset Prices?   Author/Editor: Darius, Reginald   Series: Working Paper No. 10/196   Published: August 01, 2010   Subject(s): Asset prices | Economic growth | Forecasting models | Inflation | International liquidity | Price increases | Real estate prices | Spillovers   Author's Keyword(s): Global Liquidity | Asset Price | Spillover Analysis

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