|
Results:
1
2
3
4
[Next]
[New Search]
[Sort by Author]
[Sort by Title]
|
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 8, 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 7, 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 1, 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 1, 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 1, 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 1, 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:
Do Commodity Futures Help Forecast Spot Prices?
Author/Editor: Reichsfeld, David A ; Roache, Shaun K.
Series: Working Paper No. 11/254
Published: November 1, 2011
Subject(s): Commodity markets | Commodity prices | Economic forecasting | Forecasting models
Author's keyword(s):
Asset Pricing
| Futures Pricing
| Financial Forecasting
|
| |
9. |
Title:
Precautionary Savings in a Small Open Economy Revisited
Author/Editor: Roitman, Agustin
Series: Working Paper No. 11/253
Published: November 1, 2011
Subject(s): Borrowing | Forecasting models | Interest rates | Savings
Author's keyword(s):
Saving; precautionary savings; risk aversion; prudence; preferences
|
| |
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 1, 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 1, 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 1, 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:
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 1, 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
|
| |
14. |
Title:
Financial Conditions Indexes for the United States and Euro Area
Author/Editor: Matheson, Troy
Series: Working Paper No. 11/93
Published: April 1, 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:
Toward Inflation Targeting in Sri Lanka
Author/Editor: Anand, Rahul ; Ding, Ding ; Peiris, Shanaka J.
Series: Working Paper No. 11/81
Published: April 1, 2011
Subject(s): Central banks | Forecasting models | Inflation targeting | Monetary policy | Sri Lanka
Author's keyword(s):
Inflation Targeting
| Monetary Policy
| Bayesian Estimation
|
| |
16. |
Title:
Evaluating GDP Forecasting Models for Korea
Author/Editor: Zeng, Li
Series: Working Paper No. 11/53
Published: March 1, 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 1, 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 1, 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 1, 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 1, 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
|
| |
