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May 19, 2013

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Subject/Keyword: unobserved components model

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1. 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   2. Title: Output and Unemployment Dynamics during the Great Recession: A Panel Unobserved Components Analysis   Author/Editor: Vitek, Francis   Series: Working Paper No. 10/185   Published: August 01, 2010   Author's Keyword(s): Output dynamics | Unemployment dynamics | World economy | Great Recession | Panel unobserved components model   3. Title: Monetary Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach   Author/Editor: Vitek, Francis   Series: Working Paper No. 09/238   Published: October 01, 2009   Subject(s): Business cycles | Cross country analysis | Developed countries | Economic forecasting | Economic models | Emerging markets | Financial sector | Inflation | International financial system | Monetary policy | Monetary transmission mechanism | Real sector   Author's Keyword(s): Monetary policy analysis | forecasting | world economy | panel unobserved components model | Bayesian conditioning on judgment.   4. Title: The Impact of Introducing a Minimum Wage on Business Cycle Volatility: A Structural Analysis for Hong Kong SAR   Author/Editor: Porter, Nathaniel John ; Vitek, Francis   Series: Working Paper No. 08/285   Published: December 01, 2008   Subject(s): Minimum wage | Hong Kong Special Administrative Region of China | Business cycles | External shocks | Exchange rate regimes | Monetary policy | Inflation | Wage indexation | Labor market policy | Economic models   Author's Keyword(s): Minimum wage | indexation mechanism | business cycle volatility | dynamic stochastic general equilibrium model | unobserved components model | market flexibility | small open economy   5. Title: Long-Run Productivity Shifts and Cyclical Fluctuations: Evidence for Italy   Author/Editor: Sgherri, Silvia   Series: Working Paper No. 05/228   Published: December 01, 2005   Subject(s): Productivity | Italy | Business cycles | Economic models   Author's Keyword(s): Productivity growth | business cycle | unobserved components models | filtering.

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