IMF Publications by Subject
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Econometric models:
2024
Title: Mending the Crystal Ball: Enhanced Inflation Forecasts with Machine Learning
Series: Working Paper No. 2024/206
Date: September 27, 2024
Subject: Consumer price indexes Econometric analysis Econometric models Economic forecasting Exchange rates Foreign exchange Inflation Inflation persistence Labor Machine learning Output gap Prices Producer price indexes Production Technology Unemployment rate
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
2013
Title: System Priors: Formulating Priors about DSGE Models' Properties
Series: Working Paper No. 2013/257
Date: December 19, 2013
Subject: Dynamic stochastic general equilibrium models Econometric models Inflation targeting Labor
2006
Title: Fundamentals-Based Estimation of Default Probabilities - A Survey
Series: Working Paper No. 2006/149
Date: June 1, 2006
Subject: Business cycles Credit Credit ratings Econometric models Loans
2004
Title: Robust Versus Optimal Rules in Monetary Policy: A Note
Series: Working Paper No. 2004/096
Date: June 1, 2004
Subject: Banking Econometric models
2003
Title: What Determines the Implementation of IMF-Supported Programs?
Series: Working Paper No. 2003/008
Date: January 1, 2003
Subject: Econometric analysis Econometric models Expenditure Financial institutions Inflation Loans Political economy Prices Public expenditure review
2002
Title: The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time?
Series: Working Paper No. 2002/054
Date: March 1, 2002
Subject: Econometric analysis Econometric models Exchange rates Financial services Foreign exchange Monetary policy Monetary policy instruments Monetary transmission mechanism Short term interest rates
2001
Title: Econometric Analysis of Discrete Reforms
Series: Working Paper No. 2001/156
Date: October 1, 2001
Subject: Econometric analysis Econometric models Exchange rate arrangements Exchange rate unification Exchange rates Foreign exchange
Title: In Search of Coincident and Leading Indicators of Economic Activity in Argentina
Series: Working Paper No. 2001/030
Date: March 1, 2001
Subject: Business cycles Cyclical indicators Econometric analysis Econometric models Economic and financial statistics Economic forecasting Economic growth
2000
Title: The Effects of Monetary and Fiscal Policy on Aggregate Demand in a Small Open Economy: An Application of the Structural Error Correction Model
Series: Working Paper No. 2000/165
Date: October 1, 2000
Subject: Demand for money Econometric models Exchange rates Fiscal policy Fiscal stimulus Foreign exchange Money Real exchange rates
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