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...

Cijeli opis

Bibliografski detalji
Glavni autor: Vitek, Francis
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2014.
Serija:IMF Working Papers; Working Paper ; No. 2014/200
Online pristup:Full text available on IMF
Opis
Sažetak: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.
Opis djela:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Opis:1 online resource (95 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Pristup:Electronic access restricted to authorized BRAC University faculty, staff and students