What's New
Site Map
Site Index
Contact Us
Glossary
Search
Search IMF
Entire Site
IMF Survey Magazine
Home
About the IMF
Research
Countries
Capacity Development
News
Videos
Data
Publications
Other Publications
Recent Titles
Working Papers in full text
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
All
Country Reports in full text
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
All
Staff Discussion Notes in full text
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
All
Technical Notes and Manuals in full text
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
All
IMF Publications by Subject
See also IMF Publications by
Author
or
Title
.
A
B
C
D
E
F
G
H
I
J
K
L
M
N
O
P
Q
r
S
T
U
V
W
Vector autoregression
[
Next Subject
]
[
Previous Subject
]
[
All subjects
]
Page: 1 of 1
Title:
International Remittances, Migration, and Primary Commodities in FSGM
Author/Editor:
Stephen Snudden
lblSeries:
Working Paper No. 17/20
Subject:
Title:
Evaluating Changes in the Transmission Mechanism of Government Spending Shocks
Author/Editor:
Nooman Rebei
lblSeries:
Working Paper No. 17/49
Subject:
Title:
Fiscal Policy Effectiveness in a Small Open Economy : Estimates of Tax and Spending Multipliers in Paraguay
Author/Editor:
Antonio David
lblSeries:
Working Paper No. 17/63
Subject:
Title:
Fiscal Spillovers in the Euro Area: Letting the Data Speak
Author/Editor:
Era Dabla-Norris,Pietro Dallari,Tigran Poghosyan
lblSeries:
Working Paper No. 17/241
Subject:
Title:
Unconventional Monetary Policy in a Small Open Economy
Author/Editor:
Margaux MacDonald,Michal Ksawery Popiel
lblSeries:
Working Paper No. 17/268
Subject:
Title:
Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France
Author/Editor:
Piyabha Kongsamut,Christian Mumssen,Anne-Charlotte Paret,Thierry Tressel
lblSeries:
Working Paper No. 17/269
Subject:
Title:
Monetary Policy and the Relative Price of Durable Goods
Author/Editor:
Alessandro Cantelmo,Giovanni Melina
lblSeries:
Working Paper No. 17/290
Subject:
Title:
Empirical Estimation of Fiscal Multipliers in MENA Oil-Exporting Countries with an Application to Algeria
Author/Editor:
Maria Elkhdari,Moez Souissi,Andrew Jewell
lblSeries:
Working Paper No. 18/124
Subject:
Title:
Real Effective Exchange Rate and Trade Balance Adjustment: The Case of Turkey
Author/Editor:
Plamen K Iossifov,Xuan Fei
lblSeries:
Working Paper No. 19/131
Subject:
Title:
U.S. Investment Since the Tax Cuts and Jobs Act of 2017
Author/Editor:
Emanuel Kopp,Daniel Leigh,Susanna Mursula,Suchanan Tambunlertchai
lblSeries:
Working Paper No. 19/120
Subject:
Title:
Has the Transmission of US Monetary Policy Changed Since 2022?
Author/Editor:
Philip Barrett,Josef Platzer
lblSeries:
Working Paper No. 2024/129
Subject:
Title:
Why Such Few Women in Leadership Positions in Japan?: Japan
Author/Editor:
Kohei Asao,Purva Khera,Mahima Vasishth
lblSeries:
Selected Issues Paper No. 2024/024
Subject:
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 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:
An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia
Author/Editor:
Ken Miyajima
lblSeries:
Working Paper No. 16/22
Subject:
Oil
;
Saudi Arabia
;
Oil prices
;
Banks
;
Credit expansion
;
Non-performing loans
;
Balance sheets
;
Panel analysis
;
Vector autoregression
Title:
Big Players Out of Synch : Spillovers Implications of US and Euro Area Shocks
Author/Editor:
Carolina Osorio Buitron ; Esteban Vesperoni
lblSeries:
Working Paper No. 15/215
Subject:
Spillovers
;
United States
;
Euro Area
;
Monetary policy
;
External shocks
;
Exchange rates
;
Economic conditions
;
Developed countries
;
Emerging markets
;
Vector autoregression
;
Panel analysis
Title:
Crime and the Economy in Mexican States : Heterogeneous Panel Estimates (1993-2012)
Author/Editor:
Concepción Verdugo Yepes ; Peter L. Pedroni ; Xingwei Hu
lblSeries:
Working Paper No. 15/121
Subject:
Foreign direct investment
;
Mexico
;
Mexico
;
Migrations
;
Panel analysis
;
Regional shocks
;
Time series
;
Structural vector autoregression
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:
Dynamic Connectedness of Asian Equity Markets
Author/Editor:
Roberto Guimarães-Filho ; Gee Hee Hong
lblSeries:
Working Paper No. 16/57
Subject:
Asia and Pacific
;
Asia and Pacific
;
Asia and Pacific
;
Asia and Pacific
;
Vector autoregression
;
Vector autoregression
;
Vector autoregression
;
Vector autoregression
Title:
Fiscal Multipliers in Ukraine
Author/Editor:
Pritha Mitra ; Tigran Poghosyan
lblSeries:
Working Paper No. 15/71
Subject:
Fiscal stimulus and multipliers
;
Ukraine
;
Fiscal consolidation
;
Government expenditures
;
Tax revenues
;
Structural vector autoregression
;
Econometric models
Title:
Flying to Paradise : The Role of Airlift in the Caribbean Tourism Industry
Author/Editor:
Sebastian Acevedo Mejia ; Lu Han ; Hye S Kim ; Nicole Laframboise
lblSeries:
Working Paper No. 16/33
Subject:
Aviation
;
Caribbean
;
United States
;
Tourism
;
Supply and demand
;
Econometric models
;
Structural vector autoregression
Title:
Forecast Errors and Uncertainty Shocks
Author/Editor:
Sylwia Nowak ; Pratiti Chatterjee
lblSeries:
Working Paper No. 16/228
Subject:
Economic forecasting
;
Forecasting models
;
Vector autoregression
;
Error analysis
Title:
Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?
Author/Editor:
Benjamin Beckers ; Samya Beidas-Strom
lblSeries:
Working Paper No. 15/251
Subject:
Oil prices
;
Economic forecasting
;
Forecasting models
;
Vector autoregression
Title:
Global Financial Conditions and Monetary Policy Autonomy
Author/Editor:
Carlos Caceres ; Yan Carriere-Swallow ; Bertrand Gruss
lblSeries:
Working Paper No. 16/108
Subject:
Economic conditions
;
Small open economies
;
Monetary policy
;
Central bank autonomy
;
Central banking and monetary issues
;
Spillovers
;
Vector autoregression
;
Econometric models
Title:
Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
Author/Editor:
Jorge Iván Canales Kriljenko ; Mehdi Hosseinkouchack ; Alexis Meyer-Cirkel
lblSeries:
Working Paper No. 14/241
Subject:
Spillovers
;
Sub-Saharan Africa
;
External shocks
;
Economic growth
;
Cross country analysis
;
Vector autoregression
;
Econometric models
Title:
Inequality and Growth : A Heterogeneous Approach
Author/Editor:
Francesco Grigoli ; Evelio Paredes ; Gabriel Di Bella
lblSeries:
Working Paper No. 16/244
Subject:
Income inequality ; Income distribution ; Economic growth ; Panel analysis ; Structural vector autoregression ; Econometric models
Title:
Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco
Author/Editor:
Calixte Ahokpossi ; Pilar Garcia Martinez ; Laurent Kemoe
lblSeries:
Working Paper No. 16/103
Subject:
Bond yields
;
Morocco
;
Bond markets
;
Monetary policy
;
Fiscal policy
;
Econometric models
;
Vector autoregression
Title:
Monetary Transmission in Developing Countries : Evidence from India
Author/Editor:
Prachi Mishra ; Peter J Montiel ; Rajeswari Sengupta
lblSeries:
Working Paper No. 16/167
Subject:
Monetary transmission mechanism
;
India
;
Banks
;
Loans
;
Monetary policy
;
Inflation targeting
;
Developing countries
;
Vector autoregression
;
Econometric models
Title:
Oil Price Volatility and the Role of Speculation
Author/Editor:
Samya Beidas-Strom ; Andrea Pescatori
lblSeries:
Working Paper No. 14/218
Subject:
Oil prices
;
Commodity price shocks
;
Vector autoregression
;
Econometric models
Title:
Oil Prices and the Global Economy : Is It Different This Time Around?
Author/Editor:
Mr. Kamiar Mohaddes ; M. Hashem Pesaran
lblSeries:
Working Paper No. 16/210
Subject:
Oil prices
;
United States
;
Oil
;
Markets
;
Supply and demand
;
Vector autoregression
;
Econometric models
Title:
On the Drivers of Inflation in Sub-Saharan Africa
Author/Editor:
Anh D. M. Nguyen ; Jemma Dridi ; D. Filiz Unsal ; Oral Williams
lblSeries:
Working Paper No. 15/189
Subject:
Inflation
;
Sub-Saharan Africa
;
Supply and demand
;
External shocks
;
Vector autoregression
;
Econometric models
Title:
Safe Debt and Uncertainty in Emerging Markets: An Application to South Africa
Author/Editor:
Magnus Saxegaard
lblSeries:
Working Paper No. 14/231
Subject:
Public debt
;
South Africa
;
Debt ceilings
;
Fiscal policy
;
Debt sustainability
;
Emerging markets
;
Vector autoregression
;
Econometric models
Title:
Spillovers from Global and Regional Shocks to Armenia
Author/Editor:
Knarik Ayvazyan ; Teresa Dabán Sánchez
lblSeries:
Working Paper No. 15/241
Subject:
External shocks
;
Armenia
;
Regional shocks
;
Spillovers
;
International trade
;
Structural vector autoregression
;
Econometric models
Title:
System Priors for Econometric Time Series
Author/Editor:
Michal Andrle ; Miroslav Plašil
lblSeries:
Working Paper No. 16/231
Subject:
Econometric models
;
Vector autoregression
;
Time series
;
Economic theory
Title:
Testing Piketty’s Hypothesis on the Drivers of Income Inequality : Evidence from Panel VARs with Heterogeneous Dynamics
Author/Editor:
Carlos Góes
lblSeries:
Working Paper No. 16/160
Subject:
Income inequality
;
National income
;
Capital
;
Panel analysis
;
Vector autoregression
;
Econometric models
;
Economic theory
Title:
Testing Shock Transmission Channels to Low-Income Developing Countries
Author/Editor:
Nina Biljanovska ; Alexis Meyer-Cirkel
lblSeries:
Working Paper No. 16/102
Subject:
Business cycles
;
External shocks
;
Oil exporting countries
;
Developed countries
;
Emerging markets
;
Low-income developing countries
;
Spillovers
;
Vector autoregression
;
Econometric models
;
Error analysis
Title:
The Effectiveness of Monetary Policy in Small Open Economies : An Empirical Investigation
Author/Editor:
Keyra Primus
lblSeries:
Working Paper No. 16/189
Subject:
Monetary policy
;
Barbados
;
Jamaica
;
Trinidad and Tobago
;
Reserve requirements
;
Small open economies
;
Vector autoregression
;
Econometric models
Title:
The Impact of Oil Prices on the Banking System in the GCC
Author/Editor:
Padamja Khandelwal ; Ken Miyajima ; Andre O Santos
lblSeries:
Working Paper No. 16/161
Subject:
Oil prices
;
Cooperation Council for the Arab States of the Gulf
;
Banking sector
;
Bank capital
;
Non-performing loans
;
Panel analysis
;
Vector autoregression
;
Econometric models
Title:
The Role of Bank Capital in Bank Holding Companies’ Decisions
Author/Editor:
Adolfo Barajas ; Thomas F. Cosimano ; Dalia Hakura ; Sebastian Roelands
lblSeries:
Working Paper No. 15/57
Subject:
Banks
;
United States
;
Bank capital
;
Panel analysis
;
Vector autoregression
Title:
The Sources of Business Cycles in a Low Income Country
Author/Editor:
Romain Houssa ; Jolan Mohimont ; Christopher Otrok
lblSeries:
Working Paper No. 15/40
Subject:
Business cycles
;
Ghana
;
South Africa
;
External shocks
;
Commodity price shocks
;
Regional shocks
;
Low-income developing countries
;
Cross country analysis
;
Vector autoregression
;
Econometric models
Title:
The U.S. Oil Supply Revolution and the Global Economy
Author/Editor:
Kamiar Mohaddes ; Mehdi Raissi
lblSeries:
Working Paper No. 15/259
Subject:
Oil
;
United States
;
Middle East
;
North Africa
;
Oil production
;
Supply and demand
;
Oil prices
;
Economic growth
;
Vector autoregression
;
Econometric models
Title:
To Bet or Not to Bet : Copper Price Uncertainty and Investment in Chile
Author/Editor:
Mr. Fabio Comelli ; Mrs. Esther Perez Ruiz
lblSeries:
Working Paper No. 16/218
Subject:
Commodity prices
;
Chile
;
Copper
;
Investment
;
Options
;
Exchange rates
;
Vector autoregression
Title:
U.S. Dollar Dynamics : How Important Are Policy Divergence and FX Risk Premiums?
Author/Editor:
Ravi Balakrishnan ; Stefan Laseen ; Andrea Pescatori
lblSeries:
Working Paper No. 16/125
Subject:
US dollar
;
United States
;
Foreign exchange
;
Risk premium
;
External shocks
;
Monetary policy
;
Structural vector autoregression
;
General equilibrium models
Title:
Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels
Author/Editor:
Sangyup Choi ; Prakash Loungani
lblSeries:
Working Paper No. 15/36
Subject:
Labor markets
;
United States
;
External shocks
;
Unemployment
;
Stock markets
;
Structural vector autoregression
;
Econometric models
Title:
Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka
Author/Editor:
Manuk Ghazanchyan
lblSeries:
Working Paper No. 14/190
Subject:
Monetary policy
;
Sri Lanka
;
Monetary transmission mechanism
;
Monetary aggregates
;
Vector autoregression
;
Econometric models
Title:
VAR meets DSGE : Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Author/Editor:
Bin Grace Li ; Stephen A. O'Connell ; Christopher Adam ; Andrew Berg ; Peter Montiel
lblSeries:
Working Paper No. 16/90
Subject:
Monetary transmission mechanism
;
Low-income developing countries
;
Variables (Mathematics)
;
Vector autoregression
;
General equilibrium models
Title:
What Can Boost Female Labor Force Participation in Asia?
Author/Editor:
Yuko Kinoshita ; Fang Guo
lblSeries:
Working Paper No. 15/56
Subject:
Labor force participation
;
Japan
;
Korea, Republic of
;
Norway
;
Sweden
;
Asia
;
Women
;
Employment
;
Cross country analysis
;
Structural vector autoregression
;
Econometric models
Title:
What Really Drives Public Debt : A Holistic Approach
Author/Editor:
Pablo Anaya ; Alex Pienkowski
lblSeries:
Working Paper No. 15/137
Subject:
Euro Area
;
Monetary policy
;
Fiscal policy
;
Sovereign debt
;
Vector autoregression
[
Next Subject
]
[
Previous Subject
]
[
All subjects
]
