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Monetary Policy Analysis and Forecasting in the World Economy
Vitek, Francis - 2009
This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within...
Persistent link: https://www.econbiz.de/10012677496
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Smooth Forecast Reconciliation
Ando, Sakai - 2024
method can reproduce the smoothness of professional forecasts subject to various constraints and slightly improve forecast …
Persistent link: https://www.econbiz.de/10015058568
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Identifying News Shocks from Forecasts
Adams, Jonathan - 2023
forecast data from the SPF, CBO, Federal Reserve, and asset prices. Unanticipated fiscal stimulus and interest rate shocks we …
Persistent link: https://www.econbiz.de/10015059043
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Incorporating Market Information into the Construction of the Fan Chart
Kannan, Prakash - 2009
. Using the International Monetary Fund (IMF)'s global growth forecast as a working example, the paper goes through the …
Persistent link: https://www.econbiz.de/10012677838
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Evaluation of the World Economic Outlook Forecasts.
Timmermann, Allan - 2006
FORECASTS -- IV. EMPIRICAL RESULTS -- V. ANALYSIS OF STATISTICAL SIGNIFICANCE -- VI. CAN THE WEO FORECAST ERRORS BE PREDICTED … -- X. LONG-RUN FORECASTING PERFORMANCE FOR G-7 ECONOMIES -- XI. COMPARISON OF WEO AND CONSENSUS FORECASTS -- XII. FORECAST …
Persistent link: https://www.econbiz.de/10012691044
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FINEX - A New Workhorse Model for Macroeconomic Forecasting and Policy Analysis
Berg, Andrew - 2023
This paper presents a semi-structural macroeconomic model aimed at facilitating policy analysis and forecasting, primarily in countries with imperfect capital mobility and hybrid monetary policy regimes. Compared to earlier gap-trend projection models, the Forecasting Model of Internal and...
Persistent link: https://www.econbiz.de/10015058939
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Panel Nowcasting for Countries Whose Quarterly GDPs are Unavailable
Akbal, Omer Faruk - 2023
Quarterly GDP statistics facilitate timely economic assessment, but the availability of such data are limited for more than 60 developing economies, including about 20 countries in sub-Saharan Africa as well as more than two-thirds of fragile and conflict-affected states. To address this limited...
Persistent link: https://www.econbiz.de/10015059362
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The Information Content of Money in Forecasting Euro Area Inflation
Stavrev, Emil - 2008
This paper contributes to the debate on the role of money in monetary policy by analyzing the information content of money in forecasting euro-area inflation. We compare the predictive performance within and among various classes of structural and empirical models in a consistent framework using...
Persistent link: https://www.econbiz.de/10012677626
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Predicting IMF-Supported Programs: A Machine Learning Approach
Batsuuri, Tsendsuren - 2024
This study applies state-of-the-art machine learning (ML) techniques to forecast IMF-supported programs, analyzes the … ML prediction results relative to traditional econometric approaches, explores non-linear relationships among predictors … models consistently outperform traditional methods in out-of-sample prediction of new IMF-supported arrangements with key …
Persistent link: https://www.econbiz.de/10015058608
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Do Household Expectations Help Predict Inflation?
Brandão-Marques, Luis - 2023
We examine whether changes in the distribution of household inflation expectations contain information on future inflation. We first discuss recent shifts in micro data from the US, UK, Germany, and Canada. We then zoom in on the US to explore econometrically whether distributional...
Persistent link: https://www.econbiz.de/10015058986