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Title GPM6 : the Global Projection Model with 6 regions / Ioan Carabenciov [and others].

Publication Info. [Washington, D.C.] : International Monetary Fund, [2013]
©2013

Item Status

Description 1 online resource (79 pages) : color illustrations.
text file
Series IMF working paper ; WP/13/87
IMF working paper ; WP/13/87.
Note Title from PDF title page (IMF Web site, viewed Apr. 10, 2013).
"Research Department"--Page 2 of pdf.
"April 2013"--Page 2 of pdf.
Summary "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"--Abstract.
Bibliography Includes bibliographical references (pages 39-41).
Local Note eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject Macroeconomics -- Econometric models.
Macroeconomics -- Econometric models.
Monetary policy.
Monetary policy.
Bayesian statistical decision theory.
Bayesian statistical decision theory.
Genre/Form Electronic books.
Added Author Carabenciov, Ioan, author.
International Monetary Fund. Research Department, issuing body.
Added Title Global Projection Model with 6 regions
ISBN 9781484325384 (electronic book)
1484325389 (electronic book)
9781484302774
148430277X
9781484318942
1484318943