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A Small Quarterly Projection Model of the US Economy
Ermolaev, Igor; Juillard, Michel; Carabenciov, Ioan; … - International Monetary Fund (IMF) - 2008
sensible forecasting properties. After developing a benchmark model without financial-real linkages, we introduce such linkages …
Persistent link: https://www.econbiz.de/10005263685
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A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices
Juillard, Michel; Freedman, Charles; Korshunov, Dmitry; … - International Monetary Fund (IMF) - 2008
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...
Persistent link: https://www.econbiz.de/10005264080
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A Small Quarterly Multi-Country Projection Model
Laxton, Jared; Ermolaev, Igor; Freedman, Charles; … - International Monetary Fund (IMF) - 2008
produce both plausible dynamics and sensible forecasting properties. We show how the model can be used to construct efficient …
Persistent link: https://www.econbiz.de/10005825847