IMF Publications by Subject
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Structural vector autoregression:
2015
Title: Spillovers from Global and Regional Shocks to Armenia
Series: Working Paper No. 2015/241
Date: November 23, 2015
Subject: Balance of payments Econometric analysis Exports Financial sector policy and analysis International trade Oil prices Prices Remittances Spillovers Structural vector autoregression
Title: Institutions and Growth: a GMM/IV Panel VAR Approach
Series: Working Paper No. 2015/174
Date: July 27, 2015
Subject: Econometric analysis Estimation techniques National accounts Personal income Structural vector autoregression Vector autoregression
Title: Crime and the Economy in Mexican States: Heterogeneous Panel Estimates (1993-2012)
Series: Working Paper No. 2015/121
Date: June 4, 2015
Subject: Balance of payments Crime Econometric analysis Foreign direct investment Migration Population and demographics Structural vector autoregression Vector autoregression
2012
Title: What (Really) Accounts for the Fall in Hours After a Technology Shock?
Series: Working Paper No. 2012/211
Date: August 1, 2012
Subject: Econometric analysis Labor Prices Real wages Sticky prices Structural vector autoregression Technology
Title: Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries
Series: Working Paper No. 2012/191
Date: July 1, 2012
Subject: Bank credit Econometric analysis Exchange rate arrangements Exchange rates Foreign exchange Monetary policy Monetary transmission mechanism Money Structural vector autoregression
Title: What Drives Credit Growth in Emerging Asia?
Series: Working Paper No. 2012/043
Date: February 1, 2012
Subject: Credit Credit booms Econometric analysis Exchange rate flexibility Financial services Foreign exchange Money Short term interest rates Structural vector autoregression
2010
Title: Deconstructing the International Business Cycle: Why does a U.S. sneeze give the rest of the world a cold?
Series: Working Paper No. 2010/239
Date: October 1, 2010
Subject: Business cycles Commodity prices Spillovers Structural vector autoregression Vector autoregression
Title: Monetary Policy Matters: New Evidence Basedon a New Shock Measure
Series: Working Paper No. 2010/230
Date: October 1, 2010
Subject: Central bank policy rate Econometric analysis Financial institutions Financial services Futures Industrial production Production Structural vector autoregression Vector autoregression
Title: Inflation Dynamics in Yemen: An Empirical Analysis
Series: Working Paper No. 2010/144
Date: June 1, 2010
Subject: Econometric analysis Exchange rates Foreign exchange Inflation Monetary base Money Prices Structural vector autoregression Vector error correction models
Title: Spillovers of Domestic Shocks: Will They Counteract the “Great Moderation”?
Series: Working Paper No. 2010/078
Date: March 1, 2010
Subject: Financial crises Production growth Spillovers Stocks Structural vector autoregression