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October 21, 2014
 

The Search found 123 of 13778 documents sorted by Date with the following criteria:
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: 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
 
7. 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
 
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: 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
 
12. 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.
 
13. 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
 
14. 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
 
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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