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Cover Art
Author Carabenciov, Ioan.

Title GPM6 [electronic resource] : The Global Projection Model with 6 Regions / Ioan Carabenciov.

Published Washington, D.C. : International Monetary Fund, 2013.


Location Call No. Status
Physical description 1 online resource (79 p.)
Series IMF Working Papers; Working Paper ; No. 13/87
IMF Working Papers; Working Paper ; No. 13/87
Summary 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.
Notes Description based on print version record.
Other author Carabenciov, Ioan.
Freedman, Charles.
Garcia-Saltos, Roberto.
Kamenik, Ondra.
Laxton, Douglas.
Manchev, Petar.
Subject Bayesian Estimation
Exchange Rate
Macroeconomic Modeling
Model Construction and Estimation
Monetary Policy (Targets, Instruments, and Effects)
ISBN 1484318943 : 18.00 USD
ISSN 1018-5941
Standard Number 10.5089/9781484318942.001