IMF Publications by Subject
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Structural vector autoregression:
2023
Title: China Spillovers: Aggregate and Firm-Level Evidence
Series: Working Paper No. 2023/206
Date: October 17, 2023
Subject: Consumption Econometric analysis Economic theory Exports Financial sector policy and analysis International trade National accounts Spillovers Structural vector autoregression Supply shocks
Title: The Market Price of Risk and Macro-Financial Dynamics
Series: Working Paper No. 2023/199
Date: September 22, 2023
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial conditions index Financial sector policy and analysis National accounts Prices Structural 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
2020
Title: Measuring Output Gap: Is It Worth Your Time?
Series: Working Paper No. 2020/024
Date: February 7, 2020
Subject: Econometric analysis Economic theory Inflation Output gap Potential output Prices Production Structural vector autoregression Supply shocks
Title: How Big are Fiscal Multipliers in Latin America?
Series: Working Paper No. 2020/017
Date: January 31, 2020
Subject: Econometric analysis Expenditure Fiscal multipliers Fiscal policy Revenue administration Structural vector autoregression Vector autoregression
2018
Title: Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
Series: Working Paper No. 2018/100
Date: May 9, 2018
Subject: Econometric analysis Economic sectors Factor models Financial crises Global financial crisis of 2008-2009 Manufacturing Production Production growth Structural vector autoregression Vector autoregression
2016
Title: 6½ Decades of Global Trade and Income: “New Normal” or “Back to Normal” after GTC and GFC?
Series: Working Paper No. 2016/139
Date: July 12, 2016
Subject: Econometric analysis Export performance Exports International trade National accounts Personal income Structural vector autoregression Vector autoregression
Title: VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Series: Working Paper No. 2016/090
Date: April 11, 2016
Subject: Dynamic stochastic general equilibrium models Econometric analysis Economic theory Environment Structural vector autoregression Supply shocks Vector autoregression
Title: Flying to Paradise: The Role of Airlift in the Caribbean Tourism Industry
Series: Working Paper No. 2016/033
Date: February 23, 2016
Subject: Econometric analysis Economic sectors Environment Labor National accounts Natural disasters Structural vector autoregression Tourism Transportation Unemployment rate
2015
Title: Spillovers from Global and Regional Shocks to Armenia
Series: Working Paper No. 2015/241
Date: November 23, 2015
Subject: Balance of payments Econometric analysis Exports Financial sector policy and analysis International trade Oil prices Prices Remittances Spillovers Structural vector autoregression