IMF Publications by Subject
Browse by Author
Vector autoregression:
2011
Title: Real-time Forecasts of Economic Activity for Latin American Economies
Series: Working Paper No. 2011/098
Date: April 1, 2011
Subject: Commodity prices Economic and financial statistics Factor models GDP forecasting Vector autoregression
Title: Evaluating GDP Forecasting Models for Korea
Series: Working Paper No. 2011/053
Date: March 1, 2011
Subject: Economic forecasting GDP forecasting Private consumption Time series analysis Vector autoregression
Title: New Indicators for Tracking Growth in Real Time
Series: Working Paper No. 2011/043
Date: February 1, 2011
Subject: Business cycles Economic and financial statistics Factor models Global financial crisis of 2008-2009 Vector autoregression
Title: Conformism and Public News
Series: Working Paper No. 2011/033
Date: February 1, 2011
Subject: Competition Return on investment Technology Vector autoregression
2010
Title: Do Credit Shocks Matter? A Global Perspective
Series: Working Paper No. 2010/261
Date: November 1, 2010
Subject: Business cycles Credit Inflation Productivity Vector autoregression
Title: Forecasting U.S. Investment
Series: Working Paper No. 2010/246
Date: November 1, 2010
Subject: Capital productivity Economic forecasting Private investment Vector autoregression Vector error correction models
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: Cyclical Behavior of Inventories and Growth Projections Recent Evidence From Europe and the United States
Series: Working Paper No. 2010/212
Date: September 1, 2010
Subject: Business cycles Econometric analysis Economic growth Economic theory Employment protection Labor Production Production growth Supply shocks Vector autoregression
Title: Tunisia: Selected Issues
Series: Country Report No. 2010/109
Date: May 6, 2010
Subject: Agricultural sector Econometric analysis Economic sectors Exports International trade Output gap Production Tourism Vector autoregression