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Policy Analysis in Real Time Using IMF's Monetary Model

https://doi.org/10.2139/ssrn.1636762
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1 of 25 checkable references need attention · checked 2026-10-07

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

13 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.

References needing attention

does not resolve to a known work10.1111/1468-0297.00226
The 24 checked references that resolve
resolves10.1093/0198288107.001.0001
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
resolves10.5089/9781451849769.001
The IMF and the force of History: Ten Events and Ten Ideas that Have Shaped the Institution
resolves10.1198/jbes.2009.07204
Tests of Equal Predictive Ability With Real-Time Data
resolves10.1016/s0304-4076(01)00072-0
A real-time data set for macroeconomists
resolves10.1016/j.worlddev.2005.11.010
An identity crisis? Examining IMF financial programming
resolves10.2307/1913236
Co-Integration and Error Correction: Representation, Estimation, and Testing
resolves10.1111/j.1468-0297.2008.02163.x
Forecasting Substantial Data Revisions in the Presence of Model Uncertainty
resolves10.1111/j.1468-0297.2006.01067.x
UK Real‐Time Macro Data Characteristics
resolves10.2307/1061671
Monetary Policy Rules with Model and Data Uncertainty
resolves10.1016/s1573-4404(85)02011-1
Chapter 20 Income and price effects in foreign trade
resolves10.3233/jem-1996-22302
Forecasting GNP with noisy data: a case study
resolves10.1016/0304-3878(90)90056-H
Adjustment with growth
resolves10.1007/978-94-011-4411-7
Equilibrium Exchange Rates
resolves10.1016/0304-3932(84)90024-2
Are preliminary announcements of the money stock rational forecasts?
resolves10.2307/1912846
The Transmission of Data Noise into Policy Noise in U.S. Monetary Control
resolves10.1007/978-1-4757-3536-9
Estimating Trade Elasticities
resolves10.5089/9781451850277.001
A Model for Financial Programming
resolves10.1257/aer.91.4.964
Monetary Policy Rules Based on Real-Time Data
resolves10.1162/003465302760556422
The Unreliability of Output-Gap Estimates in Real Time
resolves10.2307/3866128
Monetary Analysis of Income Formation and Payments Problems
resolves10.1016/s0264-9993(98)00019-4
The IMF monetary model at 40
resolves10.1787/187765075405
The Changing Nature of IMF Conditionality
resolves10.1016/j.jpolmod.2004.12.005
Modeling monetary transmission and policy in China
resolves10.2307/3867308
A Model of Adjustment and Growth: An Empirical Analysis
The 13 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedref3
no DOI — not checkedBuilding a real time data base for GDP (E)
no DOI — not checkedref9
no DOI — not checkedThe real-time predictive content of money for output
no DOI — not checkedref15
no DOI — not checkedref18
no DOI — not checkedref25
no DOI — not checkedCredit policy and the balance of payments
no DOI — not checkedref33
no DOI — not checkedref35
no DOI — not checkedref36
no DOI — not checkedCointegration tests for the import relationships for the US and the UK
no DOI — not checkedEach dot represents an estimate based on a sample from a different data vintage, marked on the horizontal axes. In the left-hand column, the estimates are based on observations and sample periods that increase with the maturity of the vintages
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references with neither a DOI nor an arXiv id.

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