IMF Publications by Subject
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Econometric analysis:
1995
Title: Flexible Estimation of Demand Schedules and Revenue Under Different Auction Formats
Series: Working Paper No. 1995/116
Date: November 1, 1995
Subject: Commodities Econometric analysis Estimation techniques Gold Gold prices Prices
Title: Informational Efficiency in Developing Equity Markets
Series: Working Paper No. 1995/058
Date: June 1, 1995
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial institutions Financial markets National accounts Prices Stock markets Stocks
Title: Recession and Recovery in the United Kingdom in the 1990'+L927s: A Vector Autoregression Approach
Series: Working Paper No. 1995/040
Date: April 1, 1995
Subject: Consumption Econometric analysis Financial services Foreign exchange Government consumption National accounts Real exchange rates Real interest rates Vector autoregression
1994
Title: Linkages in Price Level and Inflation Rate Between Cfa Franc Zone Countries and France
Series: Working Paper No. 1994/093
Date: August 1, 1994
Subject: Consumer price indexes Econometric analysis Foreign exchange Inflation Prices Purchasing power parity Vector autoregression
Title: Relative Prices and Economic Adjustment in the U.S. and the EU: A Real Story About European Monetary Union
Series: Working Paper No. 1994/065
Date: June 1, 1994
Notes: Also published in Staff Papers, Vol. 42, No. 1, March 1995.
Subject: Currencies Econometric analysis Economic integration Exchange rates Foreign exchange Monetary unions Money National accounts Personal income Structural vector autoregression
Title: The Use of Financial Spreads As Indicator Variables: Evidence for the U.K. and Germany
Series: Working Paper No. 1994/031
Date: March 1, 1994
Notes: Also published in Staff Papers, Vol. 41, No. 3, September 1994.
Subject: Econometric analysis Financial institutions Financial services Foreign exchange Inflation Prices Real exchange rates Sovereign bonds Vector error correction models Yield curve
1993
Title: Intertemporal Substitution in Consumption Revisited
Series: Working Paper No. 1993/026
Date: March 1, 1993
Notes: Study based on data from individual G-7 and a panel of twenty OECD countries.
Subject: Consumption Deposit rates Econometric analysis Estimation techniques Financial institutions Financial services National accounts Real interest rates Treasury bills and bonds
Title: Asset Pricing in the International Economy
Series: Working Paper No. 1993/015
Date: February 1, 1993
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial institutions National accounts Prices Return on investment Treasury bills and bonds
1992
Title: The Savings Trap and Economic Take-Off
Series: Working Paper No. 1992/091
Date: November 1, 1992
Subject: Econometric analysis Financial institutions Financial services Income Labor National accounts Overlapping generations models Real interest rates Stocks
Title: Exchange Rates, Country Preferences, and Gold
Series: Working Paper No. 1992/051
Date: July 1, 1992
Subject: Commodities Econometric analysis Exchange rate forecasting Exchange rates Foreign exchange Gold Gold prices Prices Vector autoregression