Publications Search Results

May 24, 2016
 

The Search found 42 of 15074 documents sorted by Date with the following criteria:
Subject/Keyword: Vector Autoregression

 
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1. 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
  Series: IMF Working Papers
  Published: April 11, 2016
  Subject(s): Monetary transmission mechanism | Low-income developing countries | Variables (Mathematics) | Vector autoregression | General equilibrium models
 
 
2. Title: Dynamic Connectedness of Asian Equity Markets
  Author/Editor: Roberto Guimarães-Filho ; Gee Hee Hong
  Series: IMF Working Papers
  Published: March 09, 2016
  Subject(s): Asia and Pacific | Asia and Pacific | Asia and Pacific | Asia and Pacific | Vector autoregression | Vector autoregression | Vector autoregression | Vector autoregression
 
 
3. 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
  Series: IMF Working Papers
  Published: February 23, 2016
  Subject(s): Aviation | Caribbean | United States | Tourism | Supply and demand | Econometric models | Structural vector autoregression
 
 
4. Title: An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia
  Author/Editor: Ken Miyajima
  Series: IMF Working Papers
  Published: February 12, 2016
  Subject(s): Oil | Saudi Arabia | Oil prices | Banks | Credit expansion | Non-performing loans | Balance sheets | Panel analysis | Vector autoregression
 
 
5. Title: The U.S. Oil Supply Revolution and the Global Economy
  Author/Editor: Kamiar Mohaddes ; Mehdi Raissi
  Series: IMF Working Papers
  Published: December 10, 2015
  Subject(s): Oil | United States | Middle East | North Africa | Oil production | Supply and demand | Oil prices | Economic growth | Vector autoregression | Econometric models
 
 
6. Title: Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?
  Author/Editor: Benjamin Beckers ; Samya Beidas-Strom
  Series: IMF Working Papers
  Published: November 25, 2015
  Subject(s): Oil prices | Economic forecasting | Forecasting models | Vector autoregression
 
 
7. Title: Spillovers from Global and Regional Shocks to Armenia
  Author/Editor: Knarik Ayvazyan ; Teresa Dabán Sánchez
  Series: IMF Working Papers
  Published: November 23, 2015
  Subject(s): External shocks | Armenia | Regional shocks | Spillovers | International trade | Structural vector autoregression | Econometric models
 
 
8. Title: Big Players Out of Synch : Spillovers Implications of US and Euro Area Shocks
  Author/Editor: Carolina Osorio Buitron ; Esteban Vesperoni
  Series: IMF Working Papers
  Published: September 30, 2015
  Subject(s): Spillovers | United States | Euro Area | Monetary policy | External shocks | Exchange rates | Economic conditions | Developed countries | Emerging markets | Vector autoregression | Panel analysis
 
 
9. Title: On the Drivers of Inflation in Sub-Saharan Africa
  Author/Editor: Anh D. M. Nguyen ; Jemma Dridi ; D. Filiz Unsal ; Oral Williams
  Series: IMF Working Papers
  Published: August 05, 2015
  Subject(s): Inflation | Sub-Saharan Africa | Supply and demand | External shocks | Vector autoregression | Econometric models
 
 
10. Title: What Really Drives Public Debt : A Holistic Approach
  Author/Editor: Pablo Anaya ; Alex Pienkowski
  Series: IMF Working Papers
  Published: June 25, 2015
  Subject(s): Euro Area | Monetary policy | Fiscal policy | Sovereign debt | Vector autoregression
 
 
11. Title: Crime and the Economy in Mexican States : Heterogeneous Panel Estimates (1993-2012)
  Author/Editor: Concepción Verdugo Yepes ; Peter L. Pedroni ; Xingwei Hu
  Series: IMF Working Papers
  Published: June 04, 2015
  Subject(s): Foreign direct investment | Mexico | Mexico | Migrations | Panel analysis | Regional shocks | Time series | Structural vector autoregression
 
 
12. Title: Fiscal Multipliers in Ukraine
  Author/Editor: Pritha Mitra ; Tigran Poghosyan
  Series: IMF Working Papers
  Published: March 27, 2015
  Subject(s): Fiscal stimulus and multipliers | Ukraine | Fiscal consolidation | Government expenditures | Tax revenues | Structural vector autoregression | Econometric models
 
 
13. Title: What Can Boost Female Labor Force Participation in Asia?
  Author/Editor: Yuko Kinoshita ; Fang Guo
  Series: IMF Working Papers
  Published: March 16, 2015
  Subject(s): Labor force participation | Japan | Korea, Republic of | Norway | Sweden | Asia | Women | Employment | Cross country analysis | Structural vector autoregression | Econometric models
 
 
14. Title: The Role of Bank Capital in Bank Holding Companies’ Decisions
  Author/Editor: Adolfo Barajas ; Thomas F. Cosimano ; Dalia Hakura ; Sebastian Roelands
  Series: IMF Working Papers
  Published: March 16, 2015
  Subject(s): Banks | United States | Bank capital | Panel analysis | Vector autoregression
 
 
15. Title: A Stock-Flow Accounting Model of the Labor Market: An Application to Israel
  Author/Editor: Yossi Yakhin ; Natalya Presman
  Series: IMF Working Papers
  Published: March 16, 2015
  Subject(s): Labor markets | Israel | Unemployment | Structural vector autoregression | Econometric models | Time series
 
 
16. Title: The Sources of Business Cycles in a Low Income Country
  Author/Editor: Romain Houssa ; Jolan Mohimont ; Christopher Otrok
  Series: IMF Working Papers
  Published: February 25, 2015
  Subject(s): Business cycles | Ghana | South Africa | External shocks | Commodity price shocks | Regional shocks | Low-income developing countries | Cross country analysis | Vector autoregression | Econometric models
 
 
17. Title: Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels
  Author/Editor: Sangyup Choi ; Prakash Loungani
  Series: IMF Working Papers
  Published: February 23, 2015
  Subject(s): Labor markets | United States | External shocks | Unemployment | Stock markets | Structural vector autoregression | Econometric models
 
 
18. Title: Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
  Author/Editor: Jorge Iván Canales Kriljenko ; Mehdi Hosseinkouchack ; Alexis Meyer-Cirkel
  Series: IMF Working Papers
  Published: December 29, 2014
  Subject(s): Spillovers | Sub-Saharan Africa | External shocks | Economic growth | Cross country analysis | Vector autoregression | Econometric models
 
 
19. Title: Safe Debt and Uncertainty in Emerging Markets: An Application to South Africa
  Author/Editor: Magnus Saxegaard
  Series: IMF Working Papers
  Published: December 19, 2014
  Subject(s): Public debt | South Africa | Debt ceilings | Fiscal policy | Debt sustainability | Emerging markets | Vector autoregression | Econometric models
 
 
20. Title: Oil Price Volatility and the Role of Speculation
  Author/Editor: Samya Beidas-Strom ; Andrea Pescatori
  Series: IMF Working Papers
  Published: December 12, 2014
  Subject(s): Oil prices | Commodity price shocks | Vector autoregression | Econometric models
 
 

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