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1. |
Title:
Understanding DSGE Filters in Forecasting and Policy Analysis
Author/Editor: Andrle, Michal
Series: Working Paper No. 13/98
Published: May 8, 2013
Subject(s): Business cycles | Monetary policy | Economic models | Economic forecasting
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2. |
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
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3. |
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
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4. |
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
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5. |
Title:
Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel
Author/Editor: Dovern, Jonas ; Fritsche, Ulrich ; Loungani, Prakash ; Tamirisa, Natalia
Series: Working Paper No. 13/56
Published: February 27, 2013
Subject(s): Economic growth | Developed countries | Emerging markets | Economic forecasting
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6. |
Title:
Growth Forecast Errors and Fiscal Multipliers
Author/Editor: Blanchard, Olivier ; Leigh, Daniel
Series: Working Paper No. 13/1
Published: January 3, 2013
Subject(s): Economic growth | Fiscal policy | Government expenditures | Economic forecasting | Economic models
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7. |
Title:
Information Rigidity and the Expectations Formation Process: A Simple Framework and New Facts
Author/Editor: Coibion, Olivier ; Gorodnichenko, Yuriy
Series: Working Paper No. 12/296
Published: December 20, 2012
Subject(s): Economic forecasting | Economic models
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8. |
Title:
A New Heuristic Measure of Fragility and Tail Risks: Application to Stress Testing
Author/Editor: Taleb, Nassim N. ; Canetti, Elie ; Kinda, Tidiane ; Loukoianova, Elena ; Schmieder, Christian
Series: Working Paper No. 12/216
Published: August 1, 2012
Subject(s): Banks | Economic models | Public debt | Stress testing
Author's keyword(s):
Stress Testing | Forecasting | Stability
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9. |
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
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10. |
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
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11. |
Title:
Regional Economic Outlook, April 2012: Asia and Pacific - Managing Spillovers and Advancing Economic Rebalancing
Author/Editor: International Monetary Fund. Asia and Pacific Dept
Published: April 27, 2012
Subject(s): Asia and Pacific | Banks | Capital markets | China | Economic conditions | Economic forecasting | Economic growth | Europe | External shocks | Spillovers
Author's keyword(s):
economic | stabilization | turnaround | outlook | risks | policy challenges | sustainable growth | Asia | Pacific | financial linkages | financial markets | systemic economies | market movements | macroeconomics | macroeconomic policies | deleveraging | European banks | euro area | Lehman crisis | shock | rebalancing | low-income countries | Pacific Island countries | integration | investment | economic links
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12. |
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
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13. |
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
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14. |
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
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15. |
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
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16. |
Title:
Regional Economic Outlook, October 2011: Middle East and Central Asia
Author/Editor: International Monetary Fund. Middle East and Central Asia Dept.
Published: October 26, 2011
Subject(s): Regional Economic Outlook | Afghanistan, Rep. of | Pakistan | Middle East and Central Asia | North Africa | Oil exporting countries | Economic recovery | Imports | Economic conditions | Economic forecasting | Cross country analysis
Author's keyword(s):
World Economic and Financial Survey; oil exporters; oil importers; natural gas; oil; commodity prices; monetary policy; Sudan; South Sudan; energy prices; remittances; tax revenues; unemployment; fiscal deficits; fiscal balances; sovereign risk; spillovers; credit growth; inflationary pressures; inflation; GDP growth; loan concentration; foreign direct investment;
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17. |
Title:
Regional Economic Outlook, October 2011: Sub-Saharan Africa - Sustaining the Expansion
Author/Editor: International Monetary Fund. African Dept.
Published: October 26, 2011
Subject(s): Regional Economic Outlook | Sub-Saharan Africa | Economic growth | Export growth | Economic conditions | Economic forecasting | Cross country analysis
Author's keyword(s):
World Economic and Financial Surveys | Sustaining the Expansion | growth | risk | growth-poverty disconnect | real income | emerging partners | new markets | policy issues | foreign direct investment | special economic zones | exports | commodity prices | Engel curves | trade policy | tariffs
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18. |
Title:
Regional Economic Outlook, October 2011: Asia and Pacific - Navigating an Uncertain Global Environment While Building Inclusive Growth
Author/Editor: International Monetary Fund. Asia and Pacific Dept
Published: October 7, 2011
Subject(s): Asia and Pacific | Credit expansion | Demand | Economic conditions | Economic forecasting | Economic growth | Economic indicators | Inflation | Economic integration
Author's keyword(s):
World Economic and Financial Surveys | growth | domestic demand | inflation pressure | uncertain global environment | downside risks | spillovers | euro area stress | banks | vulnerabilities | policy challenges | rapid credit growth | monetary policy | poverty | growth | inequality | financial integration | risk sharing | contagion | resilience
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19. |
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
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20. |
Title:
Portugal: First Review Under the Extended Arrangement
Series: Country Report No. 11/279
Published: September 13, 2011
Subject(s): Extended arrangement reviews | Extended Fund Facility | Financial sector | Fiscal policy | Fiscal reforms | Economic indicators | Letters of Intent | Financial stability | Economic forecasting | Portugal
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