Policy Analysis and Forecasting in the World Economy: A Panel Unobserved Components Approach
June 1, 2012
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Format: Chicago
Summary
Subject: Balance of payments, Central bank policy rate, Current account balance, Financial services, Inflation, Market interest rates, National accounts, Prices, Return on investment
Keywords: Bayesian econometrics, Business cycle, Central bank policy rate, Cross-economy equality restriction, Current account, Current account balance, Fiscal policy analysis, Forecasting, Global, Inflation, Interest rate, Market interest rates, Monetary policy, Monetary policy analysis, Panel unobserved components model, Policy interest rate, Price inflation, Recipient economy, Return on investment, Risk premium, Spillover analysis, Terms of trade, Transmission mechanism, World economy, WP
Publication Details
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Pages:
77
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2012/149
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Stock No:
WPIEA2012149
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ISBN:
9781475504187
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ISSN:
1018-5941