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Displaying results 1 to 7 of 7.

  1. Mitigating climate change
    growth-friendly policies to achieve net zero emissions by 2050
    Published: July 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    Background paper prepared for the October 2020 IMF World Economic Outlook. This paper provides a detailed presentation of the simulation results from the October 2020 IMF World Economic Outlook chapter 3 and an additional scenario with carbon pricing... more

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan

     

    Background paper prepared for the October 2020 IMF World Economic Outlook. This paper provides a detailed presentation of the simulation results from the October 2020 IMF World Economic Outlook chapter 3 and an additional scenario with carbon pricing only for comparison with the comprehensive policy package where green investments were also included. This paper has greatly benefitted from continuous discussions with Oya Celasun and Benjamin Carton on the design of simulations; contributions from Philip Barrett for part of the simulations; and research support from Jaden Kim. We also received helpful comments from other IMF staff. All remaining errors are ours. McKibbin and Liu acknowledge financial support from the Australian Research Council Centre of Excellence in Population Ageing Research (CE170100005)

     

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781513592978
    Other identifier:
    Series: IMF working paper ; WP/21, 195
    Subjects: Climate Change; Net-Zero Emissions; Green Infrastructure; Macroeconomics; DSGE; CGE; G-Cubed; Forecasting and Other Model Applications; Large Data Sets; Model Construction and Estimation; Open Economy Macroeconomics; Quantitative Policy Modeling
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  2. Nowcasting GDP
    a scalable approach using DFM, machine learning and novel data, applied to European economies
    Published: 2022 MAR
    Publisher:  International Monetary Fund, [Washington, D.C.]

    This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and compiles datasets of standard and nontraditional variables, such as Google search and air quality. It applies standard dynamic... more

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    Verlag (kostenfrei)
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan

     

    This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and compiles datasets of standard and nontraditional variables, such as Google search and air quality. It applies standard dynamic factor models (DFMs) and several machine learning (ML) algorithms to nowcast GDP growth across a heterogenous group of European economies during normal and crisis times. Most of our methods significantly outperform the AR(1) benchmark model. Our DFMs tend to perform better during normal times while many of the ML methods we used performed strongly at identifying turning points. Our approach is easily applicable to other countries, subject to data availability

     

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9798400204425
    Other identifier:
    Series: Working paper / International Monetary Fund ; WP/22, 52
    Subjects: Nowcasting; Factor Model; Machine Learning; Large Data Sets; Forecasting and Other Model Applications; Machine Learning Algorithm; Monetary Policy; Multiple or Simultaneous Equation Models; Nowcasting, Factor Model, Machine Learning and Large Data Sets
    Scope: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  3. Tracking trade from space
    an application to Pacific Island countries
    Published: August 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    This paper proposes an easy-to-follow approach to track merchandise trade using vessel data and applies it to Pacific island countries. Pacific islands rely heavily on imports and maritime transport for trade. They are also highly vulnerable to... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Unlimited inter-library loan, copies and loan

     

    This paper proposes an easy-to-follow approach to track merchandise trade using vessel data and applies it to Pacific island countries. Pacific islands rely heavily on imports and maritime transport for trade. They are also highly vulnerable to climate change and natural disasters that pose risks to ports and supply chains. Using satellite-based vessel tracking data from the UN Global Platform, we construct daily indicators of port and trade activity for Pacific island countries. The algorithm significantly advances estimation techniques of previous studies, particularly by employing ways to overcome challenges with the estimation of cargo payloads, using detailed information on shipping liner schedules to validate port calls, and applying country-specific information to define port boundaries. The approach can complement and help fill gaps in official data, provide early warning signs of turning points in economic activity, and assist policymakers and international organizations to monitor and provide timely responses to shocks (e.g., COVID-19)

     

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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781513593531
    Other identifier:
    Series: IMF working paper ; WP/21, 225
    Subjects: Big Data; Climate Change; Trade; Asia and Pacific; Global Supply Chains; Climate; Forecasting and Other Model Applications; Large Data Sets; Trade
    Scope: 1 Online-Ressource (circa 40 Seiten), Illustrationen
  4. Nowcasting GDP
    a scalable approach using DFM, machine learning and novel data, applied to European economies
    Published: 2022 MAR
    Publisher:  International Monetary Fund, [Washington, D.C.]

    This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and compiles datasets of standard and nontraditional variables, such as Google search and air quality. It applies standard dynamic... more

    Access:
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    e-Book Nationallizenz
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    VS 301
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    E-Book Nationallizenz IMF
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    E-Book IMF
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    E_Book IMF
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    This paper describes recent work to strengthen nowcasting capacity at the IMF's European department. It motivates and compiles datasets of standard and nontraditional variables, such as Google search and air quality. It applies standard dynamic factor models (DFMs) and several machine learning (ML) algorithms to nowcast GDP growth across a heterogenous group of European economies during normal and crisis times. Most of our methods significantly outperform the AR(1) benchmark model. Our DFMs tend to perform better during normal times while many of the ML methods we used performed strongly at identifying turning points. Our approach is easily applicable to other countries, subject to data availability

     

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  5. Tracking trade from space
    an application to Pacific Island countries
    Published: August 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    This paper proposes an easy-to-follow approach to track merchandise trade using vessel data and applies it to Pacific island countries. Pacific islands rely heavily on imports and maritime transport for trade. They are also highly vulnerable to... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Orient-Institut Beirut
    Online
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Universitätsbibliothek Braunschweig
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    VS 301
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    E-Book Nationallizenz IMF
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    E-Book International Monetary Fund
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    E-Book IMF
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    E_Book IMF
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    This paper proposes an easy-to-follow approach to track merchandise trade using vessel data and applies it to Pacific island countries. Pacific islands rely heavily on imports and maritime transport for trade. They are also highly vulnerable to climate change and natural disasters that pose risks to ports and supply chains. Using satellite-based vessel tracking data from the UN Global Platform, we construct daily indicators of port and trade activity for Pacific island countries. The algorithm significantly advances estimation techniques of previous studies, particularly by employing ways to overcome challenges with the estimation of cargo payloads, using detailed information on shipping liner schedules to validate port calls, and applying country-specific information to define port boundaries. The approach can complement and help fill gaps in official data, provide early warning signs of turning points in economic activity, and assist policymakers and international organizations to monitor and provide timely responses to shocks (e.g., COVID-19)

     

    Export to reference management software   RIS file
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  6. Mitigating climate change
    growth-friendly policies to achieve net zero emissions by 2050
    Published: July 2021
    Publisher:  International Monetary Fund, [Washington, D.C.]

    Background paper prepared for the October 2020 IMF World Economic Outlook. This paper provides a detailed presentation of the simulation results from the October 2020 IMF World Economic Outlook chapter 3 and an additional scenario with carbon pricing... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Orient-Institut Beirut
    Online
    No inter-library loan
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    No inter-library loan
    Universitätsbibliothek Braunschweig
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    Staats- und Universitätsbibliothek Bremen
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    Universitätsbibliothek Erfurt / Forschungsbibliothek Gotha, Universitätsbibliothek Erfurt
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    Bibliothek der Pädagogischen Hochschule Freiburg/Breisgau
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    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Universitäts- und Landesbibliothek Sachsen-Anhalt / Zentrale
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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Technische Universität Hamburg, Universitätsbibliothek
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    Duale Hochschule Baden-Württemberg Heidenheim, Bibliothek
    e-Book Nationallizenz
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    Fachhochschule Kiel, Zentralbibliothek
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VS 301
    No inter-library loan
    Universitätsbibliothek Leipzig
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    Leuphana Universität Lüneburg, Medien- und Informationszentrum, Universitätsbibliothek
    No inter-library loan
    Duale Hochschule Baden-Württemberg Mosbach, Bibliothek
    E-Book Nationallizenz IMF
    No inter-library loan
    Hochschule Offenburg, University of Applied Sciences, Bibliothek Campus Offenburg
    E-Book International Monetary Fund
    No inter-library loan
    Hochschulbibliothek Pforzheim, Bereichsbibliothek Technik und Wirtschaft
    e-Book International Monetary Fund eLibrary
    No loan of volumes, only paper copies will be sent
    Duale Hochschule Baden-Württemberg Ravensburg, Bibliothek
    E-Book IMF
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    Hochschule Albstadt-Sigmaringen, Bibliothek Sigmaringen
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    Duale Hochschule Baden-Württemberg Villingen-Schwenningen, Bibliothek
    E_Book IMF
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    Background paper prepared for the October 2020 IMF World Economic Outlook. This paper provides a detailed presentation of the simulation results from the October 2020 IMF World Economic Outlook chapter 3 and an additional scenario with carbon pricing only for comparison with the comprehensive policy package where green investments were also included. This paper has greatly benefitted from continuous discussions with Oya Celasun and Benjamin Carton on the design of simulations; contributions from Philip Barrett for part of the simulations; and research support from Jaden Kim. We also received helpful comments from other IMF staff. All remaining errors are ours. McKibbin and Liu acknowledge financial support from the Australian Research Council Centre of Excellence in Population Ageing Research (CE170100005)

     

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  7. Random subspace local projections
    Published: 2023
    Publisher:  Australian National University, Crawford School of Public Policy, Canberra

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    VSP 1716
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: CAMA working paper series ; 2023, 34 (July 2023)
    Subjects: Local Projections; Random Subspace; Impulse Response Functions; Large Data Sets
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen