Gpm6: The Global Projection Model with 6 Regions

Author:   Ioan Carabenciov ,  Charles Freedman
Publisher:   International Monetary Fund
ISBN:  

9781299591196


Pages:   80
Publication Date:   01 January 2013
Format:   Electronic book text
Availability:   In stock   Availability explained
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Gpm6: The Global Projection Model with 6 Regions


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Overview

This is the sixth of a series of papers that are being written as part of a project to estimate a small quarterly Global Projection Model (GPM). The GPM project is designed to improve the toolkit to which economists have access for studying both own-country and cross-country linkages. In this paper, we add three more regions and make a number of other changes to a previously estimated small quarterly projection model of the US, euro area, and Japanese economies. The model is estimated with Bayesian techniques, which provide a very efficient way of imposing restrictions to produce both plausible dynamics and sensible forecasting properties.

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Author:   Ioan Carabenciov ,  Charles Freedman
Publisher:   International Monetary Fund
Imprint:   International Monetary Fund
ISBN:  

9781299591196


ISBN 10:   1299591191
Pages:   80
Publication Date:   01 January 2013
Audience:   General/trade ,  General
Format:   Electronic book text
Publisher's Status:   Active
Availability:   In stock   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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