Policy and Spillover Analysis in the World Economy : A Panel Dynamic Stochastic General Equilibrium Approach /

This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission ch...

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Podrobná bibliografie
Hlavní autor: Vitek, Francis
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2014.
Edice:IMF Working Papers; Working Paper ; No. 2014/200
On-line přístup:Full text available on IMF
Popis
Shrnutí:This paper develops a structural macroeconometric model of the world economy, disaggregated into forty national economies. This panel dynamic stochastic general equilibrium model features a range of nominal and real rigidities, extensive macrofinancial linkages, and diverse spillover transmission channels. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated. These include quantifying the monetary and fiscal transmission mechanisms, accounting for business cycle fluctuations, and generating relatively accurate forecasts of inflation and output growth.
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Fyzický popis:1 online resource (95 pages)
Médium:Mode of access: Internet
ISSN:1018-5941
Přístup:Electronic access restricted to authorized BRAC University faculty, staff and students