IMF Publications by Author
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Marzie Taheri Sanjani:
2022
Title: Nowcasting GDP - A Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies
Series: Working Paper No. 2022/052
Date: March 11, 2022
Subject: Business cycles COVID-19 Econometric analysis Economic forecasting Economic growth Factor models Health Machine learning Technology
2016
Title: Did the Global Financial Crisis Break the U.S. Phillips Curve?
Series: Working Paper No. 2016/126
Date: July 5, 2016
Subject: Financial crises Global financial crisis of 2008-2009 Inflation Labor Prices Production Total factor productivity Unemployment Unemployment rate
2015
Title: How External Factors Affect Domestic Economy: Nowcasting an Emerging Market
Series: Working Paper No. 2015/269
Date: December 23, 2015
Subject: Business cycles Cyclical indicators Economic forecasting Economic growth Industrial production Oil prices Production Production growth
Title: Steady as She Goes—Estimating Potential Output During Financial “Booms and Busts”
Series: Working Paper No. 2015/233
Date: November 9, 2015
Subject: Credit Economic theory Financial frictions Housing prices Money Output gap Potential output Prices Production
Title: Financial Factors: Implications for Output Gaps
Series: Working Paper No. 2015/153
Date: July 14, 2015
Subject: Housing Housing prices Inflation National accounts Output gap Potential output Prices Production
2014
Title: Financial Frictions in Data: Evidence and Impact
Series: Working Paper No. 2014/238
Date: December 24, 2014
Subject: Bond yields Credit Debt default Econometric analysis Economic theory External debt Financial frictions Financial institutions Impulse response analysis Money Vector autoregression
Title: Financial Frictions and Sources of Business Cycle
Series: Working Paper No. 2014/194
Date: October 23, 2014
Subject: Business cycles Economic growth Economic theory Financial crises Financial frictions Financial institutions Labor Nonbank financial institutions
Title: Output Gap in Presence of Financial Frictions and Monetary Policy Trade-offs
Series: Working Paper No. 2014/128
Date: July 18, 2014
Subject: Economic theory Financial frictions Inflation Labor Output gap Potential output Prices Production Wages