IMF Publications by Subject
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Econometric analysis:
2004
Title: Financial Integration: A New Methodology and An Illustration
Series: Working Paper No. 2004/110
Date: June 1, 2004
Subject: Asset prices Econometric analysis Factor models Financial institutions Financial markets Prices Stock markets Stocks Time series analysis
Title: Performance of Western Hemisphere Trading Blocs: A Cost-Corrected Gravity Approach
Series: Working Paper No. 2004/109
Date: June 1, 2004
Subject: Econometric analysis Economic integration Exports Gravity models Imports International trade Trade agreements Trade integration
Title: Challenging the Empirical Evidence From Present Value Models of the Current Account
Series: Working Paper No. 2004/106
Date: June 1, 2004
Subject: Balance of payments Current account Econometric analysis National accounts Personal income Vector autoregression
Title: To Buy or Not to Buy? Uncertainty, Irreversibility and Heterogeneous Investment Dynamics in Italian Company Data
Series: Working Paper No. 2004/104
Date: June 1, 2004
Subject: Bonds Capital accumulation Econometric analysis Economic sectors Estimation techniques Financial institutions Manufacturing National accounts Stocks
Title: Autocorrelation-Corrected Standard Errors in Panel Probits: An Application to Currency Crisis Prediction
Series: Working Paper No. 2004/039
Date: March 1, 2004
Subject: Currency crises Early warning systems Econometric analysis Estimation techniques Export performance Financial crises Foreign exchange International trade Real exchange rates
Title: Czech Republic: Selected Issues and Statistical Appendix
Series: Country Report No. 2004/003
Date: January 9, 2004
Subject: Bank credit Banking Credit Econometric analysis Exchange rates Foreign exchange Money Nominal effective exchange rate Vector autoregression
Title: Exchange Rate Pass-Through in the Euro Area: The Role of Asymmetric Pricing Behavior
Series: Working Paper No. 2004/014
Date: January 1, 2004
Subject: Currencies Econometric analysis Exchange rates Export prices Foreign exchange Import prices Money Prices Vector autoregression
2003
Title: Why Does Fdi Go Where it Goes? New Evidence From the Transition Economies
Series: Working Paper No. 2003/228
Date: November 1, 2003
Subject: Balance of payments Econometric analysis Environment Estimation techniques Financial institutions Foreign direct investment Labor Labor costs Natural resources Stocks
Title: The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period
Series: Working Paper No. 2003/208
Date: October 1, 2003
Subject: Econometric analysis Estimation techniques Financial services Long term interest rates Short term interest rates Yield curve Zero lower bound
Title: An Empirical Reassessment of the Relationship Between Finance and Growth
Series: Working Paper No. 2003/123
Date: June 1, 2003
Subject: Econometric analysis Economic and financial statistics Economic sectors Estimation techniques Financial markets Financial sector Financial sector development Financial statistics Threshold analysis