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An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Source: An Evaluation of the World Economic Outlook Forecasts

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Solving and Estimating Indeterminate DSGE Models1

Solving and Estimating Indeterminate DSGE Models1 »

Source: Solving and Estimating Indeterminate DSGE Models

Volume/Issue: 2013/200

Series: IMF Working Papers

Author(s): Roger Farmer , and Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2013

ISBN: 9781475589214

Keywords: Indeterminacy, DSGE Models, Expectational Errors, model, models, software, literature, press, General, Estimation

We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare...

Books: China and India: Drawing Lessons from What Works

Books: China and India: Drawing Lessons from What Works »

Source: IMF Survey, Volume 35, Issue 20

Volume/Issue: 35/20

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2006

ISBN: 9781451968835

Keywords: international monetary fund, public debt, financial sector, Banks and banking, Business Conditions, Capital Market, Carstens Carstens, Agustin Guillermo, 1958-, Economic Development. Finance

Murilo Portugal, Agustin Carstens, Kyrgyz Republic, HIPC, central Asia, Indonesian debt, Saudi Arabian economy, Peter Kenen, European Central Bank, ECB, Danish economy, flexicurity,Burundi's economy, aid volatility...

An Evaluation of the World Economic Outlook Forecasts

An Evaluation of the World Economic Outlook Forecasts »

Volume/Issue: 2006/59

Series: IMF Working Papers

Author(s): Allan Timmermann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

DOI: http://dx.doi.org/10.5089/9781451863192.001

ISBN: 9781451863192

Keywords: Global economic condition, forecast performance, and evaluation, inflation, statistics, correlation, inflation forecasts, General Aggregative Models: Forecasting and Simulation, Prices, Business Fluctuations

The World Economic Outlook (WEO) is a key source of forecasts of global economic conditions. It is therefore important to review the performance of these forecasts against both actual outcomes and alternative forec...

Solving and Estimating Indeterminate DSGE Models

Solving and Estimating Indeterminate DSGE Models »

Volume/Issue: 2013/200

Series: IMF Working Papers

Author(s): Roger Farmer , and Vadim Khramov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2013

DOI: http://dx.doi.org/10.5089/9781475589214.001

ISBN: 9781475589214

Keywords: Indeterminacy, DSGE Models, Expectational Errors, model, models, software, literature, press, General, Estimation

We propose a method for solving and estimating linear rational expectations models that exhibit indeterminacy and we provide step-by-step guidelines for implementing this method in the Matlab-based packages Dynare...