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June 18, 2013

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Subject/Keyword: VAR

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1. Title: FX Funding Risks and Exchange Rate Volatility–Korea’s Case   Author/Editor: Ree, Jack ; Yoon, Kyoungsoo ; Park, Hail   Series: Working Paper No. 12/268   Published: November 07, 2012   Subject(s): Foreign exchange | Korea, Republic of | Banks | Exchange rates | Exchange rate variability | Financial systems | Capital markets | External shocks     2. Title: Public Debt Dynamics: The Effects of Austerity, Inflation, and Growth Shocks   Author/Editor: Cherif, Reda ; Hasanov, Fuad   Series: Working Paper No. 12/230   Published: September 01, 2012   Subject(s): Economic growth | Economic models | External shocks | Fiscal consolidation | Inflation | Public debt   Author's Keyword(s): Public debt | fiscal policy | VAR | impulse responses   3. Title: Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries   Author/Editor: Cevik, Serhan ; Teksoz, Katerina   Series: Working Paper No. 12/191   Published: July 01, 2012   Subject(s): Monetary policy | Inflation | Interest rates on loans | Currency pegs | Bank credit | Economic growth | Economic conditions | Cooperation Council for the Arab States of the Gulf   Author's Keyword(s): Monetary policy transmission | inflation | credit channel | structural VAR   4. Title: Fiscal Foresight and Information Flows   Author/Editor: Leeper, Eric M. ; Walker, Todd B. ; Yang, Shu-Chun S.   Series: Working Paper No. 12/153   Published: June 01, 2012   Subject(s): Asset prices | Economic forecasting | Fiscal policy | Forecasting models | Tax policy   Author's Keyword(s): News | anticipated taxes | non-fundamental representation | identified VARs   5. Title: Monetary Policy Transmission in the GCC Countries   Author/Editor: Espinoza, Raphael A. ; Prasad, Ananthakrishnan   Series: Working Paper No. 12/132   Published: May 01, 2012   Subject(s): Bahrain | Cooperation Council for the Arab States of the Gulf | Economic models | Interest rates | Kuwait | Monetary policy | Monetary transmission mechanism | Oman | Qatar | Saudi Arabia | United Arab Emirates | United States   Author's Keyword(s): Transmission mechanism | Fixed exchange rate regime | interest rate pass-through | panel VAR   6. Title: Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia   Author/Editor: Abdih, Yasser ; Barajas, Adolfo ; Chami, Ralph ; Ebeke, Christian   Series: Working Paper No. 12/104   Published: April 01, 2012   Subject(s): Business cycles | Capital inflows | Cross country analysis | Demand | External shocks | Middle East and Central Asia | North Africa | Private consumption | Tax revenues | Workers remittances   Author's Keyword(s): Remittances | Private demand | Tax revenues | Instrumental variables | Panel data   7. Title: Financial Regulation and the Current Account   Author/Editor: Lanau, Sergi ; Wieladek, Tomasz   Series: Working Paper No. 12/98   Published: April 01, 2012   Subject(s): Current account | Economic models | Liquidity controls   Author's Keyword(s): Current account | financial regulation | panel VAR   8. Title: Trade and Financial Spillover on Hong Kong SAR from a Downturn in Europe and Mainland China   Author/Editor: N'Diaye, Papa ; Ahuja, Ashvin   Series: Working Paper No. 12/81   Published: March 01, 2012   Subject(s): Banks | China | Europe | External shocks | Financial crisis | Global Financial Crisis 2008-2009 | Hong Kong SAR | International trade | Spillovers | China, People's Republic of   Author's Keyword(s): Macroeconomic Interdependence | Fiscal Policy | Exports | Growth | Global VAR | Applied General Equilibrium Model | Simulation   9. Title: What Drives Credit Growth in Emerging Asia?   Author/Editor: Elekdag, Selim ; Han, Fei   Series: Working Paper No. 12/43   Published: February 01, 2012   Subject(s): Asia | Credit expansion | Cross country analysis | Economic models | Emerging markets | Flexible exchange rates | Monetary policy   Author's Keyword(s): Rapid credit growth | credit booms | emerging Asia | SVAR | Bayesian estimation | sign restrictions | shock identification   10. Title: Measuring Oil-Price Shocks Using Market-Based Information   Author/Editor: Wu, Tao ; Cavallo, Michele   Series: Working Paper No. 12/19   Published: January 01, 2012   Subject(s): Commodity price fluctuations | External shocks | Oil prices | Price increases | United States   Author's Keyword(s): Oil Shocks | Market-Based Information | VAR Identification   11. Title: Determinants of Development Financing Flows from Brazil, Russia, India, and China to Low-Income Countries   Author/Editor: Mwase, Nkunde   Series: Working Paper No. 11/255   Published: November 01, 2011   Subject(s): Brazil | China | Concessional aid | Development assistance | Development financing | Economic models | India | Low-income developing countries | Russian Federation | China, People's Republic of   Author's Keyword(s): Aid | BRICs | Low-Income Countries | Panel VAR | Panel OLS | Concessionality   12. Title: Low-Income Countries' BRIC Linkage: Are There Growth Spillovers?   Author/Editor: Samaké, Issouf ; Yang, Yongzheng   Series: Working Paper No. 11/267   Published: November 01, 2011   Subject(s): Brazil | Business cycles | China | Economic growth | Economic models | India | Low-income developing countries | Russian Federation | Spillovers   Author's Keyword(s): Spillovers | low-income countries | BRICs | Global VAR | Structural VAR   13. Title: Inflation Dynamics in Asia: Causes, Changes, and Spillovers from China   Author/Editor: Osorio, Carolina ; Unsal, D. Filiz   Series: Working Paper No. 11/257   Published: November 01, 2011   Subject(s): Asia | China | Commodity prices | Cross country analysis | Demand | Economic models | Inflation | Spillovers   Author's Keyword(s): Inflation | Global VAR (GVAR) | Monetary Policy   14. Title: Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR   Author/Editor: Carare, Alina ; Popescu, Adina   Series: Working Paper No. 11/259   Published: November 01, 2011   Subject(s): Central banks | External shocks | Hungary | Inflation targeting | Monetary policy | Monetary transmission mechanism | Risk premium   Author's Keyword(s): Monetary policy | Risk premium shocks | Transmission mechanism | Large Bayesian VAR.   15. Title: Financial Linkages across Korean Banks   Author/Editor: Aydin, Burcu ; Kim, Myeong-Suk ; Moon, Ho-Seong   Series: Working Paper No. 11/201   Published: August 01, 2011   Subject(s): Banks | Credit risk | Economic models | Financial risk | Korea, Republic of   Author's Keyword(s): Financial Stability | network approach | covariance analysis | portfolio risk   16. Title: The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey   Author/Editor: Cevik, Serhan ; Charap, Joshua   Series: Working Paper No. 11/156   Published: July 01, 2011   Subject(s): Banking | Cross country analysis | Interest rates | Islamic banking | Malaysia | Profit margins | Turkey   Author's Keyword(s): Interest rates | Islamic banks | causality | time-varying volatility correlation   17. Title: A Quantitative Assessment of Financial Conditions in Asia   Author/Editor: Osorio, Carolina ; Pongsaparn, Runchana ; Unsal, D. Filiz   Series: Working Paper No. 11/170   Published: July 01, 2011   Subject(s): Asia | Economic growth | Economic conditions | Financial sector | Forecasting models | Global Financial Crisis 2008-2009 | Gross domestic product   Author's Keyword(s): Financial conditions index | VAR | Dynamic Factor Analysis   18. Title: Protectionist Responses to the Crisis: Damage Observed in Product-Level Trade   Author/Editor: Henn, Christian ; McDonald, Bradley J.   Series: Working Paper No. 11/139   Published: June 01, 2011   Subject(s): Exports | Financial crisis | Global Financial Crisis 2008-2009 | Imports | International trade | Protectionism | Trade policy   Author's Keyword(s): Protectionism | Trade Restrictions | Global Crisis | First-differenced Gravity Equation | Time-varying Fixed Effects | WTO.   19. Title: Modeling Inflation in Chad   Author/Editor: Kinda, Tidiane   Series: Working Paper No. 11/57   Published: March 01, 2011   Subject(s): Chad | Consumer price indexes | Demand | Demand for money | Economic models | Government expenditures | Inflation   Author's Keyword(s): Inflation | Rainfall | External shocks | Public spending | Cointegration | Single-equation model | Structural VAR.   20. Title: Limits of Floating Exchange Rates: the Role of Foreign Currency Debt and Import Structure   Author/Editor: Weber, Sebastian ; Towbin, Pascal   Series: Working Paper No. 11/42   Published: February 01, 2011   Subject(s): Currency pegs | Economic models | Exchange rate regimes | External debt | External shocks | Flexible exchange rates | Floating exchange rates | Imports   Author's Keyword(s): Exchange rate regime | balance sheet effect | pass-through | interacted panel VAR | external shock

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