IMF Publications by Subject
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Vector autoregression:
2007
Title: The Effect of External Conditions on Growth in Latin America
Series: Working Paper No. 2007/176
Date: July 1, 2007
Subject: Commodity prices Corporate bonds Emerging and frontier financial markets Vector autoregression Yield curve
Title: Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
Series: Working Paper No. 2007/141
Date: June 1, 2007
Subject: Inflation Real exchange rates Vector autoregression Vector error correction models
Title: What Explains Germany’s Rebounding Export Market Share?
Series: Working Paper No. 2007/024
Date: February 1, 2007
Subject: Export performance Exports Imports International trade Labor Labor costs Vector autoregression Wage bargaining
2006
Title: A VAR Analysis of Kenya’s Monetary Policy Transmission Mechanism: How Does the Central Bank’s REPO Rate Affect the Economy?
Series: Working Paper No. 2006/300
Date: December 1, 2006
Subject: Monetary base Monetary transmission mechanism Nominal effective exchange rate Short term interest rates Vector autoregression
Title: FEER for the CFA Franc
Series: Working Paper No. 2006/236
Date: October 1, 2006
Subject: Econometric analysis Exchange rates Foreign exchange Government consumption National accounts Real effective exchange rates Real exchange rates Vector autoregression
Title: Spain: Financial Sector Assessment Program: Technical Note: Nonfinancial Equity Investments of Spanish Credit Institutions
Series: Country Report No. 2006/214
Date: June 14, 2006
Subject: Banking Basel II Commercial banks Econometric analysis Financial institutions Financial markets Financial regulation and supervision Stock markets Stocks Vector autoregression
Title: Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP)
Series: Working Paper No. 2006/134
Date: May 1, 2006
Subject: Credit Credit risk Vector autoregression
Title: Disintermediation and Monetary Transmission in Canada
Series: Working Paper No. 2006/084
Date: March 1, 2006
Subject: Asset prices Bank credit Corporate sector Loans Vector autoregression
2005
Title: FIRST: A Market-Based Approach to Evaluate Financial System Risk and Stability
Series: Working Paper No. 2005/232
Date: December 1, 2005
Subject: Commercial banks Credit default swap Credit risk Stress testing Vector autoregression
Title: The Perils of Tax Smoothing: Sustainable Fiscal Policy with Random Shocks to Permanent Output
Series: Working Paper No. 2005/207
Date: November 1, 2005
Subject: Expenditure Fiscal policy Public debt Tax arrears management Vector autoregression