Peter B. Manchev

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

3

DOWNLOADS

325

SSRN CITATIONS

6

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Estimating Potential Output with a Multivariate Filter

IMF Working Paper No. 10/285
Number of pages: 38 Posted: 01 Feb 2011
International Monetary Fund (IMF), Government of Canada - Bank of Canada, International Monetary Fund (IMF), Independent, International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF) and Government of New Zealand - Department of Economics
Downloads 148 (215,690)
Citation 1

Abstract:

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Cross country analysis, Economic growth, Economic models, Financial crisis, Fiscal policy, Global Financial Crisis 2008-2009, Industrial production, Inflation, Monetary policy, Unemployment

2.

Characteristic-Based Mean-Variance Portfolio Choice

FRB International Finance Discussion Paper No. 981
Number of pages: 30 Posted: 06 Nov 2009
Erik Hjalmarsson and Peter B. Manchev
University of Gothenburg - Centre for Finance and International Monetary Fund (IMF)
Downloads 136 (230,843)
Citation 6

Abstract:

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mean-variance analysis, momentum strategies, portfolio choice, stock characteristics, value strategies

3.

GPM6: The Global Projection Model with 6 Regions

IMF Working Paper No. 13/87
Number of pages: 80 Posted: 03 May 2013
International Monetary Fund (IMF), Government of Canada - Bank of Canada, International Monetary Fund (IMF), International Monetary Fund (IMF) - Research Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 41 (456,886)

Abstract:

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Forecasting models, Real effective exchange rates, Interest rates, External shocks, Unemployment, Demand, Spillovers, World Economic Outlook, Macroeconomic Modeling, Bayesian Estimation, Monetary Policy, exchange rate, inflation, real exchange rate, real interest rate, aggregate demand, purchasing power parity, rate of inflation, inflation target, nominal interest rate, real interest rates, exchange rates, purchasing power, real effective exchange rate, nominal exchange rate, effective exchange rate, real exchange rates, exchange rate movements, purchasing power parity terms, inflation rates, inflation equation, exchange rate appreciation, real exchange rate appreciation, inflationary pressu