Practical Model-Based Monetary Policy Analysis : A How-To Guide /

This paper provides a how-to guide to model-based forecasting and monetary policy analysis. It describes a simple structural model, along the lines of those in use in a number of central banks. This workhorse model consists of an aggregate demand (or IS) curve, a price-setting (or Phillips) curve, a...

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প্রধান লেখক: Laxton, Douglas
অন্যান্য লেখক: Berg, Andrew, Karam, Philippe
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2006.
মালা:IMF Working Papers; Working Paper ; No. 2006/081
অনলাইন ব্যবহার করুন:Full text available on IMF
বিবরন
সংক্ষিপ্ত:This paper provides a how-to guide to model-based forecasting and monetary policy analysis. It describes a simple structural model, along the lines of those in use in a number of central banks. This workhorse model consists of an aggregate demand (or IS) curve, a price-setting (or Phillips) curve, a version of the uncovered interest parity condition, and a monetary policy reaction function. The paper discusses how to parameterize the model and use it for forecasting and policy analysis, illustrating with an application to Canada. It also introduces a set of useful software tools for conducting a model-consistent forecast.
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দৈহিক বর্ননা:1 online resource (69 pages)
বিন্যাস:Mode of access: Internet
আইএসএসএন:1018-5941
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