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March 31, 2015
 

The Search found 124 of 14228 documents sorted by Date with the following criteria:
Subject/Keyword: VAR

 
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1. Title: Do IMF-Supported Programs Catalyze Donor Assistance to Low-Income Countries?
  Author/Editor: Yasemin Bal-Gunduz ; Masyita Crystallin
  Series: Working Paper No. 14/202
  Published: November 12, 2014
  Subject(s): Fund-supported adjustment programs | Low-income developing countries | Official development assistance | Econometric models | Variables (Mathematics)
 
 
2. Title: FX Funding Risks and Exchange Rate Volatility–Korea’s Case
  Author/Editor: Jack Ree ; Kyoungsoo Yoon ; Hail Park
  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
 
 
3. Title: Public Debt Dynamics : The Effects of Austerity, Inflation, and Growth Shocks
  Author/Editor: Fuad Hasanov ; Reda Cherif
  Series: Working Paper No. 12/230
  Published: September 01, 2012
  Subject(s): Economic growth | Economic models | External shocks | Fiscal consolidation | Public debt
  Author's Keyword(s): Public debt | fiscal policy | VAR | impulse responses
 
4. Title: Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries
  Author/Editor: Serhan Cevik ; Katerina Teksoz
  Series: Working Paper No. 12/191
  Published: July 01, 2012
  Subject(s): Bank credit | Currency pegs | Economic conditions | Economic growth | Interest rates on loans
  Author's Keyword(s): Monetary policy transmission | inflation | credit channel | structural VAR
 
5. Title: Fiscal Foresight and Information Flows
  Author/Editor: Todd B. Walker ; Eric M. Leeper ; Shu-Chun S. Yang
  Series: Working Paper No. 12/153
  Published: June 01, 2012
  Subject(s): Economic forecasting | Forecasting models
  Author's Keyword(s): News | anticipated taxes | non-fundamental representation | identified VARs
 
6. Title: Monetary Policy Transmission in the GCC Countries
  Author/Editor: Ananthakrishnan Prasad ; Raphael A. Espinoza
  Series: Working Paper No. 12/132
  Published: May 01, 2012
  Subject(s): Economic models | Interest rates | Monetary transmission mechanism
  Author's Keyword(s): Transmission mechanism | Fixed exchange rate regime | interest rate pass-through | panel VAR
 
7. Title: Financial Regulation and the Current Account
  Author/Editor: Tomasz Wieladek ; Sergi Lanau
  Series: Working Paper No. 12/98
  Published: April 01, 2012
  Subject(s): Economic models | Liquidity controls
  Author's Keyword(s): Current account | financial regulation | panel VAR
 
8. Title: Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia
  Author/Editor: Yasser Abdih ; Ralph Chami ; Christian Ebeke ; Adolfo Barajas
  Series: Working Paper No. 12/104
  Published: April 01, 2012
  Subject(s): Capital inflows | External shocks | Middle East and Central Asia | Private consumption | Tax revenues | Workers remittances
  Author's Keyword(s): Remittances | Private demand | Tax revenues | Instrumental variables | Panel data
 
9. Title: Trade and Financial Spilloveron Hong Kong SAR from a Downturn in Europe and Mainland China
  Author/Editor: Papa N'Diaye ; Ashvin Ahuja
  Series: Working Paper No. 12/81
  Published: March 01, 2012
  Subject(s): Banks | External shocks | Global Financial Crisis 2008-2009 | Hong Kong SAR | Spillovers
  Author's Keyword(s): Macroeconomic Interdependence | Fiscal Policy | Exports | Growth | Global VAR | Applied General Equilibrium Model | Simulation
 
10. Title: What Drives Credit Growth in Emerging Asia?
  Author/Editor: Fei Han ; Selim Elekdag
  Series: Working Paper No. 12/43
  Published: February 01, 2012
  Subject(s): Credit expansion | Economic models | Emerging markets | Flexible exchange rates
  Author's Keyword(s): Rapid credit growth | credit booms | emerging Asia | SVAR | Bayesian estimation | sign restrictions | shock identification
 
11. Title: Measuring Oil-Price Shocks Using Market-Based Information
  Author/Editor: Tao Wu ; Michele Cavallo
  Series: Working Paper No. 12/19
  Published: January 01, 2012
  Subject(s): Commodity price fluctuations | External shocks | Oil prices | Price increases
  Author's Keyword(s): Oil Shocks | Market-Based Information | VAR Identification
 
12. Title: Monetary Policy and Risk-Premium Shocks in Hungary : Results from a Large Bayesian VAR
  Author/Editor: Adina Popescu ; Alina Carare
  Series: Working Paper No. 11/259
  Published: November 01, 2011
  Subject(s): External shocks | Inflation targeting | Monetary transmission mechanism
  Author's Keyword(s): Monetary policy | Risk premium shocks | Transmission mechanism | Large Bayesian VAR.
 
13. Title: Low-Income Countries' BRIC Linkage : Are there Growth Spillovers?
  Author/Editor: Issouf Samaké ; Yongzheng Yang
  Series: Working Paper No. 11/267
  Published: November 01, 2011
  Subject(s): Economic growth | Economic models | Low-income developing countries | Spillovers
  Author's Keyword(s): Spillovers | low-income countries | BRICs | Global VAR | Structural VAR
 
14. Title: Determinants of Development Financing Flows From Brazil, Russia, India, and China to Low-Income Countries
  Author/Editor: Nkunde Mwase
  Series: Working Paper No. 11/255
  Published: November 01, 2011
  Subject(s): Concessional aid | Development financing | Economic models | Low-income developing countries
  Author's Keyword(s): Aid | BRICs | Low-Income Countries | Panel VAR | Panel OLS | Concessionality
 
15. Title: Inflation Dynamics in Asia : Causes, Changes, and Spillovers From China
  Author/Editor: Carolina Osorio ; D. Filiz Unsal
  Series: Working Paper No. 11/257
  Published: November 01, 2011
  Subject(s): Asia | Commodity prices | Economic models | Spillovers
  Author's Keyword(s): Inflation | Global VAR (GVAR) | Monetary Policy
 
16. Title: Financial Linkages Across Korean Banks
  Series: Working Paper No. 11/201
  Published: August 01, 2011
  Subject(s): Banks | Credit risk | Economic models | Financial risk | Financial stability
  Author's Keyword(s): Financial Stability | network approach | covariance analysis | portfolio risk
 
17. Title: The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
  Author/Editor: Joshua Charap ; Serhan Cevik
  Series: Working Paper No. 11/156
  Published: July 01, 2011
  Subject(s): Banking | Interest rates | Islamic banking
  Author's Keyword(s): Interest rates | Islamic banks | causality | time-varying volatility correlation
 
18. Title: A Quantitative Assessment of Financial Conditions in Asia
  Author/Editor: Carolina Osorio ; D. Filiz Unsal ; Runchana Pongsaparn
  Series: Working Paper No. 11/170
  Published: July 01, 2011
  Subject(s): Asia | Economic conditions | Economic growth | Financial sector | Forecasting models | Global Financial Crisis 2008-2009 | Gross domestic product
  Author's Keyword(s): Financial conditions index | VAR | Dynamic Factor Analysis
 
19. Title: Protectionist Responses to the Crisis : Damage Observed in Product-Level Trade
  Author/Editor: Bradley J. McDonald ; Christian Henn
  Series: Working Paper No. 11/139
  Published: June 01, 2011
  Subject(s): Global Financial Crisis 2008-2009 | Protectionism | Trade policy | Trade restrictions
  Author's Keyword(s): Protectionism | Trade Restrictions | Global Crisis | First-differenced Gravity Equation | Time-varying Fixed Effects | WTO.
 
20. Title: Modeling Inflation in Chad
  Author/Editor: Tidiane Kinda
  Series: Working Paper No. 11/57
  Published: March 01, 2011
  Subject(s): Consumer price indexes | Economic models | External shocks | Government expenditures
  Author's Keyword(s): Inflation | Rainfall | External shocks | Public spending | Cointegration | Single-equation model | Structural VAR.
 

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