Monetary Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach /

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 and a...

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Bibliographic Details
Main Author: Vitek, Francis
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/238
Online Access:Full text available on IMF