IMF Publications by Subject
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Econometric analysis:
1997
Title: Modeling the World Economic Outlook At the IMF: A Historical Review
Series: Working Paper No. 1997/048
Date: April 1, 1997
Subject: Econometric analysis Econometric models Exchange rates Foreign exchange Government debt management Inflation Prices Public financial management (PFM)
Title: Aspects of the Monetary Transmission Mechanism Under Exchange Rate Targeting: The Case of France
Series: Working Paper No. 1997/044
Date: April 1, 1997
Subject: Credit Econometric analysis Exchange rates Financial services Foreign exchange Monetary policy Monetary transmission mechanism Money Short term interest rates Vector autoregression
Title: Stock Market Equilibrium and Macroeconomic Fundamentals
Series: Working Paper No. 1997/015
Date: January 1, 1997
Subject: Asset prices Demand for money Econometric analysis Financial institutions Financial markets Money Prices Stock markets Stocks Vector autoregression
Title: Long: Horizon Exchange Rate Predictability?
Series: Working Paper No. 1997/006
Date: January 1, 1997
Subject: Econometric analysis Exchange rates Foreign exchange Vector error correction models
1996
Title: Business Cycle in Czechoslovakia Under Central Planning: Were Credit Shocks Causing it?
Series: Working Paper No. 1996/129
Date: November 1, 1996
Subject: Bank credit Business cycles Credit Econometric analysis Economic growth Industrial production Money Production Vector autoregression
Title: Domestic, Foreign or Common Shocks?
Series: Working Paper No. 1996/107
Date: September 1, 1996
Subject: Business cycles Consumption Econometric analysis Economic growth Imports International trade National accounts Production Productivity Vector autoregression
Title: Infrequent Large Nominal Devaluations and their Impacton the Futures Prices for Foreign Exchange in Brazil
Series: Working Paper No. 1996/049
Date: May 1, 1996
Subject: Econometric analysis Estimation techniques Exchange rate devaluation Financial institutions Financial markets Foreign exchange Futures Futures markets National accounts Return on investment
Title: Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration
Series: Working Paper No. 1996/028
Date: April 1, 1996
Subject: Asset prices Econometric analysis Financial institutions Financial markets Price indexes Prices Stock markets Stocks Vector autoregression
1995
Title: A General Equilibrium Approach to Interenterprise Arrears in Transition Economies with Application to Russia
Series: Working Paper No. 1995/145
Date: December 1, 1995
Subject: Arrears Econometric analysis Economic sectors External debt General equilibrium models Monetary base Money Privatization Trade credits
Title: Is Regionalism Simply a Diversion? Evidence from the Evolution of the EC and EFTA
Series: Working Paper No. 1995/109
Date: November 1, 1995
Notes: Revised version of paper presented at the Sixth Annual East Asian Seminar on Economics, Seoul, Korea, June 15-17, 1995.
Subject: Customs unions Econometric analysis Foreign exchange Gravity models International trade Plurilateral trade Purchasing power parity Trade agreements