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A Small Quarterly Projection Model of the US Economy

2008-12-01 Business & Economics
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Release : 2008-12-01
Genre : Business & Economics
Kind : eBook
Book Rating : 368/5 ( reviews)

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Book Synopsis A Small Quarterly Projection Model of the US Economy by : Mr.Ondrej Kamenik

Download or read book A Small Quarterly Projection Model of the US Economy written by Mr.Ondrej Kamenik. This book was released on 2008-12-01. Available in PDF, EPUB and Kindle. Book excerpt: This is the first of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the U.S. economy. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties. After developing a benchmark model without financial-real linkages, we introduce such linkages into the model and compare the results with and without linkages.

A Small Quarterly Projection Model of the US Economy

2008
Download A Small Quarterly Projection Model of the US Economy PDF Online Free

Author :
Release : 2008
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis A Small Quarterly Projection Model of the US Economy by :

Download or read book A Small Quarterly Projection Model of the US Economy written by . This book was released on 2008. Available in PDF, EPUB and Kindle. Book excerpt:

A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices

2008-12-01 Business & Economics
Download A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices PDF Online Free

Author :
Release : 2008-12-01
Genre : Business & Economics
Kind : eBook
Book Rating : 384/5 ( reviews)

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Book Synopsis A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices by : Mr.Ondrej Kamenik

Download or read book A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices written by Mr.Ondrej Kamenik. This book was released on 2008-12-01. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.

A Small Quarterly Multi-country Projection Model with Financial-real Linkages and Oil Prices

2008 Economic forecasting
Download A Small Quarterly Multi-country Projection Model with Financial-real Linkages and Oil Prices PDF Online Free

Author :
Release : 2008
Genre : Economic forecasting
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis A Small Quarterly Multi-country Projection Model with Financial-real Linkages and Oil Prices by :

Download or read book A Small Quarterly Multi-country Projection Model with Financial-real Linkages and Oil Prices written by . This book was released on 2008. Available in PDF, EPUB and Kindle. Book excerpt: This is the third of a series of papers that are being written as part of a larger project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit for studying both own-country and cross-country linkages. In this paper, we estimate a small quarterly projection model of the US, Euro Area, and Japanese economies that incorporates oil prices and allows us to trace out the effects of shocks to oil prices. The model is estimated with Bayesian techniques. We show how the model can be used to construct efficient baseline forecasts that incorporate judgment imposed on the near-term outlook.

GPM6

2013-04-10 Business & Economics
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Author :
Release : 2013-04-10
Genre : Business & Economics
Kind : eBook
Book Rating : 943/5 ( reviews)

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Book Synopsis GPM6 by : Ioan Carabenciov

Download or read book GPM6 written by Ioan Carabenciov. This book was released on 2013-04-10. Available in PDF, EPUB and Kindle. Book excerpt: This is the sixth of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In this paper, we add three more regions and make a number of other changes to a previously estimated small quarterly projection model of the US, euro area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties.

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