Publications Search Results

September 24, 2016
 

The Search found 52 of 15370 documents sorted by Date with the following criteria:
Subject/Keyword: Vector Autoregression

 
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1. Title: The Effectiveness of Monetary Policy in Small Open Economies : An Empirical Investigation
  Author/Editor: Keyra Primus
  Series: IMF Working Papers
  Published: September 16, 2016
  Subject(s): Monetary policy | Barbados | Jamaica | Trinidad and Tobago | Reserve requirements | Small open economies | Vector autoregression | Econometric models
 
 
2. Title: Monetary Transmission in Developing Countries : Evidence from India
  Author/Editor: Prachi Mishra ; Peter J Montiel ; Rajeswari Sengupta
  Series: IMF Working Papers
  Published: August 08, 2016
  Subject(s): Monetary transmission mechanism | India | Banks | Loans | Monetary policy | Inflation targeting | Developing countries | Vector autoregression | Econometric models
 
 
3. Title: The Impact of Oil Prices on the Banking System in the GCC
  Author/Editor: Padamja Khandelwal ; Ken Miyajima ; Andre O Santos
  Series: IMF Working Papers
  Published: August 05, 2016
  Subject(s): Oil prices | Cooperation Council for the Arab States of the Gulf | Banking sector | Bank capital | Non-performing loans | Panel analysis | Vector autoregression | Econometric models
 
 
4. Title: Testing Piketty’s Hypothesis on the Drivers of Income Inequality : Evidence from Panel VARs with Heterogeneous Dynamics
  Author/Editor: Carlos Góes
  Series: IMF Working Papers
  Published: August 03, 2016
  Subject(s): Income inequality | National income | Capital | Panel analysis | Vector autoregression | Econometric models | Economic theory
 
 
5. Title: 6½ Decades of Global Trade and Income : “New Normal” or “Back to Normal” after GTC and GFC?
  Author/Editor: Sanjay Kalra
  Series: IMF Working Papers
  Published: July 12, 2016
  Subject(s): International trade | Exports | Income | Economic growth | Structural vector autoregression | Econometric models
 
 
6. Title: U.S. Dollar Dynamics : How Important Are Policy Divergence and FX Risk Premiums?
  Author/Editor: Ravi Balakrishnan ; Stefan Laseen ; Andrea Pescatori
  Series: IMF Working Papers
  Published: July 05, 2016
  Subject(s): US dollar | United States | Foreign exchange | Risk premium | External shocks | Monetary policy | Structural vector autoregression | General equilibrium models
 
 
7. Title: Did the Global Financial Crisis Break the U.S. Phillips Curve?
  Author/Editor: Stefan Laseen ; Marzie Taheri Sanjani
  Series: IMF Working Papers
  Published: July 05, 2016
  Subject(s): Global Financial Crisis 2008-2009 | Inflation | Unemployment | Time series | Vector autoregression | Econometric models
 
 
8. Title: Global Financial Conditions and Monetary Policy Autonomy
  Author/Editor: Carlos Caceres ; Yan Carriere-Swallow ; Bertrand Gruss
  Series: IMF Working Papers
  Published: June 08, 2016
  Subject(s): Economic conditions | Small open economies | Monetary policy | Central bank autonomy | Central banking and monetary issues | Spillovers | Vector autoregression | Econometric models
 
 
9. Title: Testing Shock Transmission Channels to Low-Income Developing Countries
  Author/Editor: Nina Biljanovska ; Alexis Meyer-Cirkel
  Series: IMF Working Papers
  Published: May 23, 2016
  Subject(s): Business cycles | External shocks | Oil exporting countries | Developed countries | Emerging markets | Low-income developing countries | Spillovers | Vector autoregression | Econometric models | Error analysis
 
 
10. Title: Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco
  Author/Editor: Calixte Ahokpossi ; Pilar Garcia Martinez ; Laurent Kemoe
  Series: IMF Working Papers
  Published: May 23, 2016
  Subject(s): Bond yields | Morocco | Bond markets | Monetary policy | Fiscal policy | Econometric models | Vector autoregression
 
 
11. 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
 
 
12. 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
 
 
13. 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
 
 
14. 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
 
 
15. 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
 
 
16. 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
 
 
17. 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
 
 
18. 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
 
 
19. 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
 
 
20. 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
 
 

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