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Understanding DSGE Filters in Forecasting and Policy Analysis

Understanding DSGE Filters in Forecasting and Policy Analysis »

Volume/Issue: 2013/98

Series: IMF Working Papers

Author(s): Michal Andrle

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2013

DOI: http://dx.doi.org/10.5089/9781484301357.001

ISBN: 9781484301357

Keywords: filters, DSGE models, observable decomposition, time series, inflation, monetary fund, national bank, General,

This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision properties of the model, and (iii) to impose subjecti...

Understanding DSGE Filters in Forecasting and Policy Analysis

Understanding DSGE Filters in Forecasting and Policy Analysis »

Source: Understanding DSGE Filters in Forecasting and Policy Analysis

Volume/Issue: 2013/98

Series: IMF Working Papers

Author(s): Michal Andrle

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 May 2013

ISBN: 9781484301357

Keywords: filters, DSGE models, observable decomposition, time series, inflation, monetary fund, national bank, General,

This paper introduces methods that allow analysts to (i) decompose the estimates of unobserved quantities into observed data, (ii) to better understand revision properties of the model, and (iii) to impose subjecti...

Growth Forecast Errors and  Fiscal Multipliers

Growth Forecast Errors and Fiscal Multipliers »

Source: Growth Forecast Errors and Fiscal Multipliers

Volume/Issue: 2013/1

Series: IMF Working Papers

Author(s): Olivier Blanchard , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 January 2013

ISBN: 9781475576443

Keywords: government expenditure, output fluctuations, fiscal consolidation, fiscal multipliers, growth forecast, fiscal balance, General, General, Forecasts of Budgets, Deficits

This paper investigates the relation between growth forecast errors and planned fiscal consolidation during the crisis. We find that, in advanced economies, stronger planned fiscal consolidation has been associated...

Growth Forecast Errors and  Fiscal Multipliers

Growth Forecast Errors and Fiscal Multipliers »

Volume/Issue: 2013/1

Series: IMF Working Papers

Author(s): Olivier Blanchard , and Daniel Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 January 2013

DOI: http://dx.doi.org/10.5089/9781475576443.001

ISBN: 9781475576443

Keywords: government expenditure, output fluctuations, fiscal consolidation, fiscal multipliers, growth forecast, fiscal balance, General, General, Forecasts of Budgets, Deficits

This paper investigates the relation between growth forecast errors and planned fiscal consolidation during the crisis. We find that, in advanced economies, stronger planned fiscal consolidation has been associated...

IMF Executive Board Concludes 2012 Article IV Consultation with Mauritius

IMF Executive Board Concludes 2012 Article IV Consultation with Mauritius »

Source: Mauritius : 2012 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Mauritius

Volume/Issue: 2012/62

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2012

ISBN: 9781475502541

Keywords: exchange rate, external debt, current account, public debt, debt sustainability

The 2012 Article IV Consultation on Mauritius reports that the outlook for growth and inflation is broadly positive, although growth is likely to slow somewhat to below 4 percent. The cyclical component of Mauritiu...

Mauritius
			: 2012 Article IV Consultation:  Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Mauritius

Mauritius : 2012 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Mauritius »

Volume/Issue: 2012/62

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2012

DOI: http://dx.doi.org/10.5089/9781475502541.002

ISBN: 9781475502541

Keywords: exchange rate, external debt, current account, public debt, debt sustainability

The 2012 Article IV Consultation on Mauritius reports that the outlook for growth and inflation is broadly positive, although growth is likely to slow somewhat to below 4 percent. The cyclical component of Mauritiu...

Mauritius

Mauritius »

Source: Mauritius : 2012 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Mauritius

Volume/Issue: 2012/62

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2012

ISBN: 9781475502541

Keywords: exchange rate, external debt, current account, public debt, debt sustainability

The 2012 Article IV Consultation on Mauritius reports that the outlook for growth and inflation is broadly positive, although growth is likely to slow somewhat to below 4 percent. The cyclical component of Mauritiu...

Mauritius: Staff Report for the 2012 Article IV Consultation—Informational Annex

Mauritius: Staff Report for the 2012 Article IV Consultation—Informational Annex »

Source: Mauritius : 2012 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Mauritius

Volume/Issue: 2012/62

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2012

ISBN: 9781475502541

Keywords: exchange rate, external debt, current account, public debt, debt sustainability

The 2012 Article IV Consultation on Mauritius reports that the outlook for growth and inflation is broadly positive, although growth is likely to slow somewhat to below 4 percent. The cyclical component of Mauritiu...

Statement by Mr. Kossi Assimaidou, Executive Director for Mauritius March 14, 2012

Statement by Mr. Kossi Assimaidou, Executive Director for Mauritius March 14, 2012 »

Source: Mauritius : 2012 Article IV Consultation: Staff Report; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Mauritius

Volume/Issue: 2012/62

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2012

ISBN: 9781475502541

Keywords: exchange rate, external debt, current account, public debt, debt sustainability

The 2012 Article IV Consultation on Mauritius reports that the outlook for growth and inflation is broadly positive, although growth is likely to slow somewhat to below 4 percent. The cyclical component of Mauritiu...

Sovereign Spreads and Contagion Risks in Asia

Sovereign Spreads and Contagion Risks in Asia »

Volume/Issue: 2011/134

Series: IMF Working Papers

Author(s): Filiz Unsal , and Carlos Caceres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

DOI: http://dx.doi.org/10.5089/9781455259397.001

ISBN: 9781455259397

Keywords: Sovereign spreads, contagion, market price of risk, exchange rate, exchange rate risk, euro, international monetary fund, Financial Markets and the Macroeconomy, General Financial Markets: General (includes Measurement and Data), General Financial Markets,

This paper explores how much of the movements in the sovereign spreads of Asian economies over the course of the global financial crisis has reflected shifts in (i) global risk aversion; (ii) country-specific risks...