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Econometric models
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Title: (Not) Dancing Together : Monetary Policy Stance and the Government Spending Multiplier
Author/Editor:Vincent Belinga ; Constant Lonkeng Ngouana
lblSeries:Working Paper No. 15/114
 Subject: Central banks and their policies ; Econometric models ; Sensitivity analysis ; Shock identification ; Monetary policy ; Fiscal stimulus and multipliers ; Fiscal policy ; Government expenditures
Title: 6½ Decades of Global Trade and Income : “New Normal” or “Back to Normal” after GTC and GFC?
Author/Editor:Sanjay Kalra
lblSeries:Working Paper No. 16/139
 Subject: International trade ; Exports ; Income ; Economic growth ; Structural vector autoregression ; Econometric models
Title: A Model for Monetary Policy Analysis in Uruguay
Author/Editor:Rafael Portillo ; Yulia Ustyugova
lblSeries:Working Paper No. 15/170
 Subject: Central banks and their policies ; Uruguay ; Monetary policy ; Inflation targeting ; Demand for money ; Econometric models ; Forecasting
Title: A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area
Author/Editor:Michal Andrle ; Roberto Garcia-Saltos ; Giang Ho
lblSeries:Working Paper No. 14/186
 Subject: Spillovers ; Poland ; Euro Area ; Demand ; External shocks ; Business cycles ; Cross country analysis ; Econometric models
Title: A Network Model of Multilaterally Equilibrium Exchange Rates
Author/Editor:Alexei P Kireyev ; Andrei Leonidov
lblSeries:Working Paper No. 16/130
 Subject: Exchange rates ; Currencies ; Supply and demand ; Time series ; Econometric models
Title: A Simple Multivariate Filter for Estimating Potential Output
Author/Editor:Patrick Blagrave ; Roberto Garcia-Saltos ; Douglas Laxton ; Fan Zhang
lblSeries:Working Paper No. 15/79
 Subject: Economic theory ; Econometric models ; Inflation ; Gross domestic product ; Potential output ; Parameter estimation ; Unemployment
Title: A Stock-Flow Accounting Model of the Labor Market: An Application to Israel
Author/Editor:Yossi Yakhin ; Natalya Presman
lblSeries:Working Paper No. 15/58
 Subject: Labor markets ; Israel ; Unemployment ; Structural vector autoregression ; Econometric models ; Time series
Title: A Tale of Two Sectors : Why is Misallocation Higher in Services than in Manufacturing?
Author/Editor:Daniel A Dias ; Christine J. Richmond ; Carlos Robalo Marques
lblSeries:Working Paper No. 16/220
 Subject: Labor markets ; Portugal ; Services ; Manufacturing sector ; Capital ; Developed countries ; Total factor productivity ; Econometric models
Title: A Volatility and Persistence-Based Core Inflation
Author/Editor:Tito Nícias Teixeira da Silva Filho ; Francisco Marcos Rodrigues Figueiredo
lblSeries:Working Paper No. 15/8
 Subject: Inflation persistence ; Oil prices ; Commodity price fluctuations ; Consumer price indexes ; Brazil ; Inflation measurement ; Econometric models
Title: Africa Rising: Harnessing the Demographic Dividend
Author/Editor:Paulo Drummond ; Vimal Thakoor ; Shu Yu
lblSeries:Working Paper No. 14/143
 Subject: Demographic transition ; Africa ; Sub-Saharan Africa ; Population growth ; Human capital ; Labor force participation ; Econometric models
Title: Aggregate Uncertainty and Sectoral Productivity Growth : The Role of Credit Constraints
Author/Editor:Sangyup Choi ; Davide Furceri ; Yi Huang ; Prakash Loungani
lblSeries:Working Paper No. 16/174
 Subject: Productivity ; Industry ; Economic growth ; Manufacturing sector ; Developed countries ; Econometric models ; Time series
Title: An Analysis of OPEC’s Strategic Actions, US Shale Growth and the 2014 Oil Price Crash
Author/Editor:Alberto Behar ; Robert A Ritz
lblSeries:Working Paper No. 16/131
 Subject: Oil sector ; Organization of Petroleum Exporting Countries ; Markets ; United States ; Oil production ; Supply and demand ; Oil prices ; Econometric models
Title: An Application of the "Fan-Chart Approach" to Debt Sustainability in Post-HIPC Low-Income Countries
Author/Editor:Maximilien Kaffo Melou ; Mariusz A. Sumlinski ; Chris Geiregat
lblSeries:Working Paper No. 14/102
 Subject: Debt sustainability analysis ; Heavily indebted poor countries ; Public debt ; Multilateral debt relief initiative ; Econometric models ; Cross country analysis
Title: Are African Households Heterogeneous Agents? : Stylized Facts on Patterns of Consumption, Employment, Income and Earnings for Macroeconomic Modelers
Author/Editor:Louise Fox
lblSeries:Working Paper No. 15/102
 Subject: Econometric models ; Djibouti ; Congo, Democratic Republic of the ; Congo, Republic of ; Comoros ; Central African Republic ; Chad ; Algeria ; Angola ; Burkina Faso ; Burundi ; Benin ; Botswana ; Business cycles ; Cameroon ; Employment ; Ethiopia ; Eritrea ; Equatorial Guinea ; Egypt ; Rwanda ; Seychelles ; Senegal ; Sierra Leone ; Somalia ; South Africa ; South Sudan ; Ghana ; Gambia, The ; Gabon ; Guinea-Bissau ; Guinea ; Income distribution ; Income inequality ; Household consumption ; Mali ; Mauritania ; Mauritius ; Nigeria ; Niger ; Morocco ; Mozambique ; Namibia ; Kenya ; Lesotho ; Liberia ; Libyan Arab Jamahiriya ; Madagascar ; Malawi ; Sub-Saharan Africa ; Sudan ; Swaziland ; Tanzania ; Togo ; Uganda ; Tunisia ; Zimbabwe ; Zambia
Title: Are Non-Euro Area EU Countries Importing Low Inflation from the Euro Area?
Author/Editor:Plamen Iossifov ; Jiri Podpiera
lblSeries:Working Paper No. 14/191
 Subject: Disinflation ; Europe ; Euro Area ; Inflation targeting ; Open economies ; Econometric models
Title: Arrears to the IMF – A Ghost of the Past?
Author/Editor:Anne Oeking ; Mariusz A. Sumlinski
lblSeries:Working Paper No. 16/225
 Subject: Overdue obligations ; Fund ; Resolution framework ; External debt ; Imports ; Exports ; Reserves ; Developed countries ; Econometric models
Title: Balance Sheet Repair and Corporate Investment in Japan
Author/Editor:Joong Shik Kang
lblSeries:Working Paper No. 14/141
 Subject: Corporate sector ; Japan ; Balance sheets ; Corporate investment ; Econometric models
Title: Bank Risk Within and Across Equilibria
Author/Editor:Itai Agur
lblSeries:Working Paper No. 14/116
 Subject: International financial system ; Banking sector ; Credit risk ; Risk premium ; Econometric models
Title: Borrower Protection and the Supply of Credit: Evidence from Foreclosure Laws
Author/Editor:Jihad Dagher ; Yangfan Sun
lblSeries:Working Paper No. 14/212
 Subject: Mortgages ; United States ; Banks ; Loans ; Credit ; Supply and demand ; Econometric models
Title: Can Government Demand Stimulate Private Investment? Evidence from U.S. Federal Procurement
Author/Editor:Shafik Hebous ; Tom Zimmermann
lblSeries:Working Paper No. 16/60
 Subject: Public procurement ; United States ; Demand ; Government expenditures ; Private investments ; Business enterprises ; External borrowing ; Econometric models
Title: Can Property Taxes Reduce House Price Volatility? Evidence from U.S. Regions
Author/Editor:Mr. Tigran Poghosyan
lblSeries:Working Paper No. 16/216
 Subject: Property taxes ; United States ; Tax rates ; Housing prices ; State taxation ; Tax policy ; Econometric models
Title: Can Reform Waves Turn the Tide? Some Case Studies Using the Synthetic Control Method
Author/Editor:Bibek Adhikari ; Romain A Duval ; Bingjie Hu ; Prakash Loungani
lblSeries:Working Paper No. 16/171
 Subject: Fiscal reforms ; New Zealand ; Australia ; Denmark ; Ireland ; Netherlands ; Germany ; Labor market reforms ; Economic growth ; Developed countries ; Cross country analysis ; Econometric models
Title: Capital Controls or Macroprudential Regulation?
Author/Editor:Anton Korinek ; Damiano Sandri
lblSeries:Working Paper No. 15/218
 Subject: Borrowing ; Capital controls ; Capital controls ; East Asia ; Emerging markets ; Exchange rate depreciation ; Financial stability ; Domestic savings ; Econometric models ; Financial crises ; Macroprudential policies and financial stability
Title: Capital Flow Deflection
Author/Editor:Paolo Giordani ; Michele Ruta ; Hans Weisfeld ; Ling Zhu
lblSeries:Working Paper No. 14/145
 Subject: Capital flows ; Capital controls ; Capital inflows ; Spillovers ; Econometric models
Title: Centrality-based Capital Allocations
Author/Editor:Adrian Alter ; Ben Craig ; Peter Raupach
lblSeries:Working Paper No. 14/237
 Subject: Banking systems ; Interconnectedness ; Capital requirements ; Credit risk ; Systemic risk ; Financial contagion ; Econometric models
Title: Changing Times for Frontier Markets : A Perspective from Portfolio Investment Flows and Financial Integration
Author/Editor:Nordine Abidi ; Burcu Hacibedel ; Mwanza Nkusu
lblSeries:Working Paper No. 16/177
 Subject: Private investments ; Low-income developing countries ; Foreign direct investment ; Capital flows ; Economic integration ; Time series ; Econometric models
Title: China's Slowdown and Global Financial Market Volatility : Is World Growth Losing Out?
Author/Editor:Paul Cashin ; Kamiar Mohaddes ; Mehdi Raissi
lblSeries:Working Paper No. 16/63
 Subject: Economic growth ; China ; Gross domestic product ; International capital markets ; Business cycles ; Econometric models ; Time series
Title: Collateral Damage : Dollar Strength and Emerging Markets’ Growth
Author/Editor:Pablo Druck ; Nicolas E. Magud ; Rodrigo Mariscal
lblSeries:Working Paper No. 15/179
 Subject: US dollar ; Exchange rate appreciation ; Exchange rate depreciation ; Commodity price fluctuations ; Demand ; Economic growth ; Emerging markets ; Econometric models
Title: Comparing the Employment-Output Elasticities of Expatriates and Nationals in the Gulf Cooperation Council
Author/Editor:Alberto Behar
lblSeries:Working Paper No. 15/191
 Subject: Employment ; Cooperation Council for the Arab States of the Gulf ; Labor force ; Foreign labor ; Labor market characteristics ; Econometric models ; Error analysis
Title: Contingent Liabilities from Banks : How to Track Them?
Author/Editor:Serkan Arslanalp ; Yin Liao
lblSeries:Working Paper No. 15/255
 Subject: Contingent liabilities ; Banks ; Banking sector ; Econometric models
Title: Correcting “Beyond the Cycle" : Accounting for Asset Prices in Structural Fiscal Balances
Author/Editor:Estelle X. Liu ; Todd Mattina ; Tigran Poghosyan
lblSeries:Working Paper No. 15/109
 Subject: Econometric models ; Asset prices ; Business cycles ; Financial crisis ; Financial crises ; Error analysis ; OECD ; Revenues ; Structural fiscal balance
Title: Cost-Benefit Analysis of Leaning Against the Wind : Are Costs Larger Also with Less Effective Macroprudential Policy?
Author/Editor:Lars E. O. Svensson
lblSeries:Working Paper No. 16/3
 Subject: Monetary policy ; Interest rates ; Unemployment ; Macroprudential Policy ; Financial stability ; Econometric models
Title: Credit Expansion in Emerging Markets : Propeller of Growth?
Author/Editor:Mercedes Garcia-Escribano ; Fei Han
lblSeries:Working Paper No. 15/212
 Subject: Brazil ; Credit expansion ; Emerging markets ; Economic growth ; Time series ; Econometric models
Title: Credit Quality in Developing Economies: Remittances to the Rescue?
Author/Editor:Christian Ebeke ; Boileau Loko ; Arina Viseth
lblSeries:Working Paper No. 14/144
 Subject: Remittances ; Capital inflows ; Bank credit ; Private sector ; Non-performing loans ; Developing countries ; Econometric models
Title: Das Public Kapital: How Much Would Higher German Public Investment Help Germany and the Euro Area?
Author/Editor:Selim Elekdag ; Dirk Muir
lblSeries:Working Paper No. 14/227
 Subject: Public investment ; Germany ; Euro Area ; Demand ; Economic growth ; Capital productivity ; Fiscal policy ; Monetary policy ; Econometric models
Title: Debt Maturity : Does It Matter for Fiscal Space?
Author/Editor:Jun Il Kim
lblSeries:Working Paper No. 15/257
 Subject: Public debt ; Sovereign debt defaults ; Fiscal policy ; Debt sustainability ; Econometric models
Title: Debt, Growth and Natural Disasters A Caribbean Trilogy
Author/Editor:Sebastian Acevedo Mejia
lblSeries:Working Paper No. 14/125
 Subject: Debt and growth ; Caribbean ; Gross domestic product ; Public debt ; Official development assistance ; Debt relief ; Econometric models
Title: Delegated Portfolio Management, Benchmarking, and the Effects on Financial Markets
Author/Editor:Deniz Igan ; Marcelo Pinheiro
lblSeries:Working Paper No. 15/198
 Subject: Asset management ; Investment ; Liquidity ; Econometric models ; Financial markets ; Mutual funds ; Return on investment
Title: Demand Patterns in France, Germany, and Belgium: Can We Explain the Differences?
Author/Editor:Igor Lebrun ; Esther Pérez Ruiz
lblSeries:Working Paper No. 14/165
 Subject: Demand ; France ; Germany ; Belgium ; Private consumption ; Disposable income ; Capital expenditure ; Exports ; Cross country analysis ; Econometric models
Title: Determinants of Bank Interest Margins in the Caucasus and Central Asia
Author/Editor:Raja Almarzoqi ; Sami Ben Naceur
lblSeries:Working Paper No. 15/87
 Subject: Banking sector ; Central Asia and the Caucasus ; Interest rates ; Profit margins ; Panel analysis ; Econometric models ; Cross country analysis
Title: Determinants of Firm Profitability in Colombia’s Manufacturing Sector : Exchange Rate or Structural?
Author/Editor:Naomi Griffin
lblSeries:Working Paper No. 15/97
 Subject: Exchange rate appreciation ; Colombia ; Colombia ; Econometric models ; Manufacturing sector ; Manufacturing ; Profits ; Real effective exchange rates
Title: Did the Global Financial Crisis Break the U.S. Phillips Curve?
Author/Editor:Stefan Laseen ; Marzie Taheri Sanjani
lblSeries:Working Paper No. 16/126
 Subject: Global Financial Crisis 2008-2009 ; Inflation ; Unemployment ; Time series ; Vector autoregression ; Econometric models
Title: Do IMF-Supported Programs Catalyze Donor Assistance to Low-Income Countries?
Author/Editor:Yasemin Bal-Gunduz ; Masyita Crystallin
lblSeries:Working Paper No. 14/202
 Subject: Fund-supported adjustment programs ; Low-income developing countries ; Official development assistance ; Econometric models ; Variables (Mathematics)
Title: Do Subnational Fiscal Rules Foster Fiscal Discipline? New Empirical Evidence from Europe
Author/Editor:Ananya Kotia ; Victor Duarte Lledo
lblSeries:Working Paper No. 16/84
 Subject: Fiscal rules ; Europe ; Fiscal policy ; Intergovernmental fiscal relations ; Fiscal balance ; Econometric models
Title: Does A Regional Trade Agreement Lessen or Exacerbate Growth Volatility? An Empirical Investigation
Author/Editor:Kangni Kpodar ; Patrick A. Imam
lblSeries:Working Paper No. 15/177
 Subject: Regional trade ; Bilateral trade agreements ; Economic growth ; External shocks ; Developed countries ; Developing countries ; Econometric models
Title: Does Easing Monetary Policy Increase Financial Instability?
Author/Editor:Ambrogio Cesa-Bianchi ; Alessandro Rebucci
lblSeries:Working Paper No. 15/139
 Subject: Financial crises ; Financial stability ; Econometric models ; Automatic stabilizers ; Real interest rates ; Macroprudential Policy ; Monetary policy ; United States
Title: Does Openness Matter for Financial Development in Africa?
Author/Editor:Antonio David ; Montfort Mlachila ; Ashwin Moheeput
lblSeries:Working Paper No. 14/94
 Subject: Development ; Sub-Saharan Africa ; Trade liberalization ; Capital account liberalization ; Economic integration ; Econometric models
Title: Dollarization in Sub-Saharan Africa : Experiences and Lessons
Author/Editor:Mauro Mecagni ; Juan S Corrales ; Jemma Dridi ; Rodrigo Garcia-Verdu ; Patrick A. Imam ; Justin Matz ; Carla Macario ; Rodolfo Maino ; Yibin Mu ; Ashwin Moheeput ; Futoshi Narita ; Marco Pani ; Manuel Rosales Torres ; Sebastian Weber ; Etienne B Yehoue
lblSeries:African Departmental Paper No. 15/4
 Subject: Dollarization ; Sub-Saharan Africa ; Foreign exchange ; Foreign currency deposits ; Capital controls ; Econometric models
Title: Drivers of Peru's Equilibrium Real Exchange Rate: Is the Nuevo Sol a Commodity Currency?
Author/Editor:Melesse Tashu
lblSeries:Working Paper No. 15/26
 Subject: Real exchange rates ; Peru ; Exports ; Commodity prices ; Real effective exchange rates ; Econometric models
Title: Employment Impacts of Upstream Oil and Gas Investment in the United States
Author/Editor:Mark Agerton ; Peter Hartley ; Kenneth Medlock III ; Ted Temzelides
lblSeries:Working Paper No. 15/28
 Subject: Oil production ; United States ; Natural gas ; Commodity boom ; Job creation ; Employment ; Econometric models ; Time series
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