A Model-Based Analysis of Spillovers

A Model-Based Analysis of Spillovers
Author :
Publisher : International Monetary Fund
Total Pages : 50
Release :
ISBN-10 : 9781498381819
ISBN-13 : 1498381812
Rating : 4/5 (812 Downloads)

Book Synopsis A Model-Based Analysis of Spillovers by : Michal Andrle

Download or read book A Model-Based Analysis of Spillovers written by Michal Andrle and published by International Monetary Fund. This book was released on 2014-10-17 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper studies economic and financial spillovers from the euro area to Poland in a two-country semi-structural model. The model incorporates various channels of macrofinancial linkages and cross-border spillovers. We parameterize the model through an extensive calibration process, and provide a wide range of model properties and evaluation exercises. Simulation results suggest a prominent role of foreign demand shocks (euro area and global) in driving Poland’s output, inflation and interest rate dynamics, particularly in recent years. Our model also has the capability for medium-term conditional forecasting and policy analysis.


A Model-Based Analysis of Spillovers Related Books

A Model-Based Analysis of Spillovers
Language: en
Pages: 50
Authors: Michal Andrle
Categories: Business & Economics
Type: BOOK - Published: 2014-10-17 - Publisher: International Monetary Fund

GET EBOOK

This paper studies economic and financial spillovers from the euro area to Poland in a two-country semi-structural model. The model incorporates various channel
Fiscal Spillovers
Language: en
Pages: 31
Authors: Patrick Blagrave
Categories: Business & Economics
Type: BOOK - Published: 2017-10-18 - Publisher: International Monetary Fund

GET EBOOK

Are fiscal spillovers today as large as they were during the global financial crisis? How do they depend on economic and policy conditions? This note informs th
Macroprudential Policy Spillovers
Language: en
Pages: 45
Authors: Mr.Heedon Kang
Categories: Business & Economics
Type: BOOK - Published: 2017-07-24 - Publisher: International Monetary Fund

GET EBOOK

This paper analyzes cross-border macrofinancial spillovers from a variety of macroprudential policy measures, using a range of quantitative methods. Event study
Spillovers to and from the Nordic Economies
Language: en
Pages: 30
Authors: Francis Vitek
Categories: Business & Economics
Type: BOOK - Published: 2013-11-05 - Publisher: International Monetary Fund

GET EBOOK

This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on
2013 Spillover Report
Language: en
Pages: 30
Authors: International Monetary Fund. Fiscal Affairs Dept.
Categories: Business & Economics
Type: BOOK - Published: 2013-07-02 - Publisher: International Monetary Fund

GET EBOOK

Five years after the global financial crisis, the severe tensions and risks rooted last year in some of the “Systemic five” (S5)—China, euro area, Japan,