IMF Publications by Subject
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Vector autoregression:
2010
Title: Investigating growth spillovers from Europe
Series: Working Paper No. 2010/119
Date: May 1, 2010
Subject: Agricultural sector Econometric analysis Economic sectors Exports International trade Output gap Production Tourism Vector autoregression
Title: Yield Curve Dynamics and Spillovers in Central and Eastern European Countries
Series: Working Paper No. 2010/051
Date: February 1, 2010
Subject: Central bank policy rate Inflation Real effective exchange rates Vector autoregression Yield curve
Title: Systemic Risks and the Macroeconomy
Series: Working Paper No. 2010/029
Date: February 1, 2010
Subject: Bank credit Banking Econometric analysis Financial institutions Financial sector policy and analysis Inflation Loans Money Prices Systemic risk Vector autoregression
Title: The Impact of the Global Crisis on Canada—What Do Macro-Financial Linkages Tell Us?
Series: Working Paper No. 2010/005
Date: January 1, 2010
Subject: Domestic credit Oil prices Real effective exchange rates Treasury bills and bonds Vector autoregression
2009
Title: The Role of Financial Variables in Predicting Economic Activity in the Euro Area
Series: Working Paper No. 2009/241
Date: November 1, 2009
Subject: Financial statistics Loans Stock markets Vector autoregression Yield curve
Title: Do Trading Partners Still Matter for Nigeria's Growth? A Contribution to the Debateon Decoupling and Spillovers
Series: Working Paper No. 2009/218
Date: October 1, 2009
Subject: Econometric analysis Emerging and frontier financial markets Exchange rates Financial markets Financial sector policy and analysis Foreign exchange Oil prices Prices Spillovers Vector autoregression
Title: Macroeconomic Fluctuations in the Caribbean: The Role of Climatic and External Shocks
Series: Working Paper No. 2009/159
Date: July 1, 2009
Subject: Business cycles Econometric analysis Economic growth Environment Financial services Natural disasters Oil prices Prices Real interest rates Vector autoregression
Title: Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries
Series: Working Paper No. 2009/125
Date: June 1, 2009
Subject: Exports Oil prices Real effective exchange rates Spillovers Vector autoregression
Title: ECCU Business Cycles: Impact of the U.S.
Series: Working Paper No. 2009/071
Date: April 1, 2009
Subject: Balance of payments Business cycles Commodity prices Econometric analysis Economic growth Financial sector policy and analysis Prices Remittances Spillovers Vector autoregression
Title: Regional Financial Spillovers Across Europe: A Global VAR Analysis
Series: Working Paper No. 2009/023
Date: February 1, 2009
Subject: Banking Credit Econometric analysis Financial institutions Financial services Foreign banks Interbank rates Money Stocks Vector autoregression