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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:
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
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