IMF Publications by Subject
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Econometric analysis:
2017
Title: Can Italy Grow Out of Its NPL Overhang? A Panel Threshold Analysis
Series: Working Paper No. 2017/066
Date: March 24, 2017
Subject: Distressed assets Econometric analysis Financial institutions Financial sector policy and analysis Nonperforming loans Threshold analysis
2016
Title: Output and Inflation Co-movement: An Update on Business-Cycle Stylized Facts
Series: Working Paper No. 2016/241
Date: December 13, 2016
Subject: Business cycles Econometric analysis Econometric models Economic growth Financial services Inflation Inflation targeting Monetary policy Prices Short term interest rates
Title: Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador
Series: Working Paper No. 2016/236
Date: December 7, 2016
Subject: Banking Credit Econometric analysis Financial crises Financial institutions Global financial crisis of 2008-2009 Money Nonperforming loans Oil prices Prices Vector autoregression
Title: Tax Capacity and Growth: Is there a Tipping Point?
Series: Working Paper No. 2016/234
Date: December 2, 2016
Subject: Econometric analysis Expenditure Legal support in revenue administration Public investment spending Revenue administration Social security contributions Taxes Threshold analysis
Title: Arrears to the IMF – A Ghost of the Past?
Series: Working Paper No. 2016/225
Date: November 16, 2016
Subject: Arrears Commodity price indexes Credit Econometric analysis External debt Logit models Money Prices
Title: Can Property Taxes Reduce House Price Volatility? Evidence from U.S. Regions
Series: Working Paper No. 2016/216
Date: November 10, 2016
Subject: Econometric analysis Effective tax rate Estimation techniques Housing Housing prices National accounts Prices Property tax Tax policy Taxes
Title: Spatial Dependence and Data-Driven Networks of International Banks
Series: Working Paper No. 2016/184
Date: September 15, 2016
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial markets Foreign banks International banking Spatial models Stock markets Vector autoregression
Title: Measuring Concentration Risk - A Partial Portfolio Approach
Series: Working Paper No. 2016/158
Date: August 2, 2016
Subject: Asset and liability management Asset valuation Banking Basel II Credit Credit risk Econometric analysis Financial regulation and supervision Money Vector autoregression
Title: 6½ Decades of Global Trade and Income: “New Normal” or “Back to Normal” after GTC and GFC?
Series: Working Paper No. 2016/139
Date: July 12, 2016
Subject: Econometric analysis Export performance Exports International trade National accounts Personal income Structural vector autoregression Vector autoregression
Title: Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco
Series: Working Paper No. 2016/103
Date: May 23, 2016
Subject: Central bank policy rate Econometric analysis Financial services Inflation Inflation targeting Monetary policy Prices Vector autoregression Yield curve