Monetary Policy Analysis and Forecasting in the World Economy.

This paper develops a panel unobserved components model of the monetary transmission mechanism in the world economy, disaggregated into its fifteen largest national economies. This structural macroeconometric model features extensive linkages between the real and financial sectors, both within and a...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Vitek, Francis
Format:	eBook
Language:	English
Published:	Washington : International Monetary Fund, 2009.
Series:	IMF Working Papers.
Subjects:	Monetary policy > Econometric models. Business cycles > Econometric models. Business cycles > Econometric models Monetary policy > Econometric models