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Vector autoregression:
1992
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
Title: The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting
Series: Working Paper No. 1992/034
Date: May 1, 1992
Notes: Also published in Staff Papers, Vol. 40, No. 1, March 1993.
Subject: Econometric analysis Exchange rate assessments Exchange rate modelling Exchange rates Foreign exchange National accounts Personal income Vector autoregression
1991
Title: Modelling the Yield Curve
Series: Working Paper No. 1991/134
Date: December 1, 1991
Subject: Bonds Econometric analysis Financial institutions Financial services Short term interest rates Treasury bills and bonds Vector autoregression Yield curve