IMF Publications by Subject
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Vector autoregression:
2024
Title: Has the Transmission of US Monetary Policy Changed Since 2022?
Series: Working Paper No. 2024/129
Date: June 21, 2024
Subject: Econometric analysis Industrial production Production Vector autoregression
Title: Policy Multipliers in Japan Under QQE
Series: Working Paper No. 2024/113
Date: June 7, 2024
Subject: Central bank balance sheet Central Banks Econometric analysis Expenditure Financial services Financial statements Fiscal multipliers Fiscal policy Monetary policy Public debt Public financial management (PFM) Real interest rates Structural vector autoregression Tax expenditures Unconventional monetary policies Vector autoregression
Title: Public Debt Dynamics and the Impact of Fiscal Policy
Series: Working Paper No. 2024/087
Date: April 26, 2024
Subject: Econometric analysis Fiscal consolidation Fiscal policy Fiscal stance Public debt Structural vector autoregression Vector autoregression
2023
Title: Identifying News Shocks from Forecasts
Series: Working Paper No. 2023/208
Date: September 29, 2023
Subject: Econometric analysis Expenditure Fiscal policy Fiscal stimulus Inflation Prices Vector autoregression
Title: Assessing the Impact of Policy Changes on a Nowcast
Series: Working Paper No. 2023/153
Date: July 28, 2023
Subject: Econometric analysis Economic forecasting Oil prices Prices Structural vector autoregression Vector autoregression
2022
Title: Measuring Quarterly Economic Growth from Outer Space
Series: Working Paper No. 2022/109
Date: June 3, 2022
Subject: COVID-19 Econometric analysis GDP measurement Health National accounts Population and demographics Vector autoregression
Title: Shocks to Inflation Expectations
Series: Working Paper No. 2022/072
Date: April 29, 2022
Subject: Econometric analysis Economic theory Inflation Machine learning Neoclassical theory Prices Rational expectations Technology Vector autoregression
2021
Title: Republic of Tajikistan: Selected Issues
Series: Country Report No. 2021/197
Date: September 3, 2021
Subject: Balance of payments Econometric analysis Exchange rates Foreign exchange International organization Monetary policy Oil prices Prices Remittances Vector autoregression
Title: Patterns in IMF Growth Forecast Revisions: A Panel Study at Multiple Horizons
Series: Working Paper No. 2021/136
Date: May 7, 2021
Subject: Econometric analysis Economic forecasting Economic sectors Financial crises International trade Technology Technology transfer Terms of trade Time series analysis Vector autoregression
Title: Foreign Exchange Intervention Rules for Central Banks: A Risk-based Framework
Series: Working Paper No. 2021/032
Date: February 12, 2021
Subject: Currency markets Exchange rate risk Exchange rates Foreign exchange Vector autoregression