Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a fiscal transmission mechanism, and extensive macrofinancial linkages, both within and across economies. A variety of monetary policy analysis, fiscal policy analysis, spillover analysis, and forecasting applications of the estimated model are demonstrated, based on a Bayesian framework for conditioning on judgment

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Year of publication:	2012
Authors:	Vitek, Francis
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Makroökonometrie \| Macroeconometrics \| Welt \| World \| Panel \| Panel study \| Theorie \| Theory \| Geldpolitik \| Monetary policy \| Prognoseverfahren \| Forecasting model \| Wirkungsanalyse \| Impact assessment \| Finanzpolitik \| Fiscal policy

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