Josefine Quast
Josefine Quast
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Welcome! Great to have you stop by.
Welcome! Great to have you stop by.
I am an Economist (EP) in the IMF's Western Hemisphere Department and conduct empirical research, particularly focusing on the robust and reliable measurement of business and financial cycles and real-time analysis. Beyond these topics, I am interested in measuring data transparency, and international financial spillovers.
I am an Economist (EP) in the IMF's Western Hemisphere Department and conduct empirical research, particularly focusing on the robust and reliable measurement of business and financial cycles and real-time analysis. Beyond these topics, I am interested in measuring data transparency, and international financial spillovers.
News:
News:
Working Paper: Behind Schedule? Assessing Global Developments in the Provision of Economic Statistics, IMF Working Paper 2025/236.
Working Paper: Beyond Endpoints: Revisiting the Challenges of Estimating Trends in Real Time [SSRN]
For Matlab-Code on the Modified Hamilton Filter click here.
Publications:
Publications:
Global financial stress and financial transmission channels, with Sandra Eickmeier, Norbert Metiu, and Sabine Tanneberger, Handbook of Financial Integration, Editor: Guglielmo M. Caporale, 2024, Chapter 6, 134-171.
The Federal Reserve’s Output Gap: The Unreliability of Real-Time Reliability Tests, with Maik H. Wolters, Journal of Applied Econometrics, 2023, 38(7), 1101-1111.
Reliable Real-time Output Gap Estimates Based on a Modified Hamilton Filter, with Maik H. Wolters, Journal of Business & Economic Statistics, 2022, 40(1), pp. 152-168.
Stock Market Dynamics and the Relative Importance of Domestic, Foreign, and Common Shocks, with Martin Ademmer and Wolfram Horn, International Journal of Finance & Economics, 2022, 27(4), pp. 3911-3923.
IMF Country Reports:
IMF Country Reports:
IMF (2024). Canada, 2024 Article IV Consultation, IMF Country Report No. 2024/228, July 2024 (with K. Mathai, A. Aghababyan, F. Díez, C. Ferrero, I. Gallardo, M. Ghazanchyan, P. Grippa, L. Liu, S. Lizarazo Ruiz, F. Lutz, and Y. Yang).
Disclaimer: This is my personal website and the views expressed here should not be attributed to the IMF, its Executive Board, or IMF management.
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