IMF Publications by Subject
Browse by Author
Vector autoregression:
2013
Title: Cross-Country Linkages in Europe: A Global VAR Analysis
Series: Working Paper No. 2013/194
Date: September 11, 2013
Subject: Credit Econometric analysis Financial services Inflation Long term interest rates Money Prices Production Production growth Vector autoregression
Title: Republic of Poland: Selected Issues
Series: Country Report No. 2013/220
Date: July 23, 2013
Subject: Econometric analysis Expenditure Fiscal consolidation Fiscal policy Medium taxpayer office Public debt Revenue administration Revenue performance assessment Tax gap Vector autoregression
Title: The Impact of Uncertainty Shocks on the UK Economy
Series: Working Paper No. 2013/066
Date: March 8, 2013
Subject: Central bank policy rate Econometric analysis Financial crises Financial services GDP forecasting Global financial crisis of 2008-2009 Industrial production National accounts Production Unemployment rate Vector autoregression
Title: Monetary Transmission Mechanism in the East African Community: An Empirical Investigation
Series: Working Paper No. 2013/039
Date: February 6, 2013
Subject: Central bank policy rate Credit Econometric analysis Exchange rates Financial services Foreign exchange Monetary base Money Vector autoregression
Title: Boosting Competitiveness to Grow Out of Debt: Can Ireland Find a Way Back to Its Future?
Series: Working Paper No. 2013/035
Date: February 1, 2013
Subject: Balance of payments Econometric analysis Export performance Exports Foreign direct investment Foreign exchange International trade Real effective exchange rates Vector autoregression
Title: Capital Requirements for Over-the-Counter Derivatives Central Counterparties
Series: Working Paper No. 2013/003
Date: January 8, 2013
Subject: Banking Central counterparty clearing house Credit default swap Currencies Econometric analysis Financial markets Financial regulation and supervision Hedging Money Vector autoregression
2012
Title: The Global Impact of the Systemic Economies and MENA Business Cycles
Series: Working Paper No. 2012/255
Date: October 25, 2012
Subject: Commodities Econometric analysis Foreign exchange Oil Oil prices Oil production Prices Production Real effective exchange rates Vector autoregression
Title: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy
Series: Working Paper No. 2012/253
Date: October 23, 2012
Subject: Commodities Econometric analysis Foreign exchange Oil Oil prices Oil production Prices Production Real effective exchange rates Vector autoregression
Title: Public Debt Dynamics: The Effects of Austerity, Inflation, and Growth Shocks
Series: Working Paper No. 2012/230
Date: September 1, 2012
Subject: Debt sustainability analysis Econometric analysis External debt Fiscal policy Fiscal stance Inflation Prices Public debt Vector autoregression
Title: Fiscal Foresight and Information Flows
Series: Working Paper No. 2012/153
Date: June 1, 2012
Subject: Econometric analysis Expenditure Financial institutions Fiscal policy Labor taxes Municipal bonds Tax law Tax policy Taxes Vector autoregression