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June 19, 2013

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Subject/Keyword: vector autoregression

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1. Title: Spillovers to Low-Income Countries: Importance of Systemic Emerging Markets   Author/Editor: Dabla-Norris, Era ; Espinoza, Raphael A. ; Jahan, Sarwat   Series: Working Paper No. 12/49   Published: February 01, 2012   Subject(s): Economic growth | Economic integration | Emerging markets | Low-income developing countries | Spillovers   Author's Keyword(s): Growth Spillovers | Low-Income Countries | Economic Integration | Decoupling | Vector Autoregression | Panel Estimate   2. Title: Will Natural Gas Prices Decouple from Oil Prices across the Pond?   Author/Editor: De Bock, Reinout ; Gijon, Jose G   Series: Working Paper No. 11/143   Published: June 01, 2011   Subject(s): Algeria | Commodity prices | Economic models | Europe | Exports | External shocks | Natural gas | Oil | Oil prices | Production | United States   Author's Keyword(s): Natural gas | Commodity prices | Gas exporters | Energy economics | Algeria | Oil | Vector autoregressions   3. Title: Dollarization in Cambodia: Causes and Policy Implications   Author/Editor: Duma, Nombulelo   Series: Working Paper No. 11/49   Published: March 01, 2011   Subject(s): Cambodia | Dollarization | Economic models | Monetary policy | Political economy | Reserves   Author's Keyword(s): Dollarization | Cambodia | seigniorage | vector autoregression   4. Title: Spillovers to Central America in Light of the Crisis: What a Difference a Year Makes   Author/Editor: Swiston, Andrew   Series: Working Paper No. 10/35   Published: February 01, 2010   Subject(s): Business cycles | Capital flows | Central America | Cross country analysis | Economic growth | Economic integration | Economic models | External shocks | Financial crisis | Global Financial Crisis 2008-2009 | Spillovers | Trade integration | United States | Workers remittances   Author's Keyword(s): Central America | Spillovers | Economic Integration | Business Cycles | Vector Autoregression   5. Title: Do Trading Partners Still Matter for Nigeria's Growth? A Contribution to the Debate on Decoupling and Spillovers   Author/Editor: Obiora, Kingsley I.   Series: Working Paper No. 09/218   Published: October 01, 2009   Subject(s): Brazil | Cross country analysis | Direction of trade | Economic growth | Economic models | European Union | Financial crisis | Global competitiveness | International trade | Nigeria | Spillovers | Trade policy | United States   Author's Keyword(s): Trading Partners | Decoupling | Spillovers | Vector Autoregression   6. Title: Decoupling from the East Toward the West? Analyses of Spillovers to the Baltic Countries   Author/Editor: Obiora, Kingsley I   Series: Working Paper No. 09/125   Published: June 01, 2009   Subject(s): Commodity prices | Cross country analysis | Economic models | Estonia | European Union | External shocks | Financial crisis | Latvia | Lithuania | Real effective exchange rates | Regional shocks | Russian Federation | Spillovers | Trade integration   Author's Keyword(s): Spillovers | Baltics | Vector Autoregression   7. Title: Analyzing Determinants of Inflation When There Are Data Limitation:The Case of Sierra Leone   Author/Editor: Gottschalk, Jan ; Kalonji, Kadima D. ; Miyajima, Ken   Series: Working Paper No. 08/271   Published: December 01, 2008   Subject(s): Inflation | Sierra Leone | Data analysis | Economic forecasting | Oil prices | Money supply | Exchange rate depreciation | Forecasting models   Author's Keyword(s): Historical decomposition | impulse response | inflation | variance decomposition | vector autoregression (VAR)   8. Title: A U.S. Financial Conditions Index: Putting Credit Where Credit is Due   Author/Editor: Swiston, Andrew   Series: Working Paper No. 08/161   Published: June 01, 2008   Subject(s): United States | Economic conditions | Credit | Business cycles | Monetary policy   Author's Keyword(s): Financial conditions index | vector autoregression | credit channel | macro-financial linkages   9. Title: Pass-Through of External Shocks to Inflation in Sri Lanka   Author/Editor: Duma, Nombulelo   Series: Working Paper No. 08/78   Published: March 01, 2008   Subject(s): External shocks | Sri Lanka | Inflation | Oil prices | Exchange rates | Consumer prices | Economic models   Author's Keyword(s): pass-through | exchange rate | oil prices | vector autoregression | Sri Lanka   10. Title: Spillovers to Ireland   Author/Editor: Kanda, Daniel   Series: Working Paper No. 08/2   Published: January 01, 2008   Subject(s): Trade | Ireland | External shocks   Author's Keyword(s): Ireland | spillovers | Vector Autoregression   11. Title: Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries   Author/Editor: Bayoumi, Tamim ; Swiston, Andrew   Series: Working Paper No. 07/182   Published: July 01, 2007   Subject(s): Japan | United States | Exports | Commodity prices   Author's Keyword(s): Spillovers | international business cycles | vector autoregressions   12. Title: Probabilistic Sustainability of Public Debt: A Vector Autoregression Approach for Brazil, Mexico, and Turkey   Author/Editor: Tanner, Evan ; Samaké, Issouf   Series: Working Paper No. 06/295   Published: December 01, 2006   Subject(s): Fiscal policy | Brazil | Mexico | Turkey | Emerging markets | Public debt | Economic models   Author's Keyword(s): Tax smoothing | sustainability | vector autoregression | historical decomposition | primary surplus   13. Title: Putting the New Keynesian Model to a Test   Author/Editor: Peersman, Gert ; Straub, Roland   Series: Working Paper No. 06/135   Published: May 01, 2006   Subject(s): Economic models   Author's Keyword(s): DSGE models | vector autoregression | sign restrictions   14. Title: IMF Staff Papers, Volume 53, No. 1, 2006   Series: IMF Staff Papers, Volume 53, No. 1   Published: April 03, 2006   Subject(s): Staff papers   Author's Keyword(s): CAPITAL PRODUCTIVITY | CAPITAL STOCK | CREDIT MARKET | ECONOMIC SHOCKS | EQUILIBRIUM (ECONOMICS) | ESTIMATION THEORY | EXCHANGE RATE POLICY | EXPERTISE | GRAVITY MODEL | IMPULSE RESPONSE ANALYSIS | INCOME DISTRIBUTION | INDUSTRIAL LOCATION | INTERNATIONAL COMPARISONS | INTERNATIONAL TRADE | LEAST SQUARES | PRODUCTION FUNCTIONS (ECONOMIC THEORY) | PUBLIC SECTOR INVESTMENTS | PURCHASING POWER PARITY | REGRESSION ANALYSIS | RENT SEEKING | RIGHT OF PROPERTY | ROBUST STATISTICS | UNCERTAINTY | VECTOR AUTOREGRESSION | WEALTH   15. Title: Disintermediation and Monetary Transmission in Canada   Author/Editor: Roldos, Jorge   Series: Working Paper No. 06/84   Published: March 01, 2006   Subject(s): Canada | Economic models | Financial intermediation | Monetary policy   Author's Keyword(s): Transmission of monetary polcy | vector autoregression | New Keynesian models   16. Title: IMF Staff Papers, Volume 52, No. 3, 2005   Series: IMF Staff Papers, Volume 52, No. 3   Published: December 22, 2005   Subject(s): Staff papers   Author's Keyword(s): ALGORITHMS | ASSET MARKETS | ASSET PRICING | BONDS | COMPUTER SOFTWARE | CRISIS MANAGEMENT | DEBTOR AND CREDITOR | DEVELOPING COUNTRIES | ECONOMETRIC MODELS | ECONOMISTS | EMPIRICAL METHODS | EMPLOYEE SELECTION | EXCHANGE RATES. FORECASTING | FINANCIAL CRISES | FINANCIAL REPORTING. STANDARDS | FISCAL TRANSPARENCY | FORECASTING | FOREIGN CURRENCY DEPOSITS | FOREIGN EXCHANGE MARKET | GOODNESS-OF-FIT TESTS | GOVERNMENT STATISTICS | INFORMATION THEORY IN ECONOMICS | INSTRUMENTAL VARIABLES (STATISTICS) | INTERNATIONAL CAPITAL MARKET | INTERNATIONAL COMPARISONS | INTERNATIONAL MONETARY FUND (IMF) | INVENTORIES | LABOR MARKET | LABOR PRODUCTIVITY | LOG-LINEAR MODELS (STATISTICS) | MARKET ECONOMY | MATCHING THEORY | MATURITIES | MONITORING | NON-TRADED GOODS | PANEL ANALYSIS | PREDICTION THEORY | PROBABILITIES | PRODUCTION FUNCTIONS (ECONOMIC THEORY) | REGRESSION ANALYSIS | RISK ASSESSMENT | ROBUST STATISTICS | STANDARDIZATION. INTERNATIONAL COOPERATION | TERMS OF TRADE | TRAINING | TRANSBORDER DATA FLOW | VECTOR AUTOREGRESSION   17. Title: Asymmetric Effects of Government Spending: Does the Level of Real Interest Rates Matter?   Author/Editor: Choi, Woon Gyu ; Devereux, Michael B.   Series: Working Paper No. 05/7   Published: January 01, 2005   Subject(s): Fiscal policy | United States | Government expenditures | Real interest rates | Economic models   Author's Keyword(s): fiscal policy | government spending | Ricardian equivalence | real interest rates | regime switching | threshold vector autoregression   18. Title: Stock Market Liquidity and the Macroeconomy: Evidence from Japan   Author/Editor: Choi, Woon Gyu ; Cook, David   Series: Working Paper No. 05/6   Published: January 01, 2005   Subject(s): Stock markets | Japan | Liquidity | Demand   Author's Keyword(s): Stock market liquidity | liquidity shocks | vector autoregression   19. Title: Pick Your Poison: The Exchange Rate Regime and Capital Account Volatility in Emerging Markets   Author/Editor: Iwata, Shigeru ; Tanner, Evan   Series: Working Paper No. 03/92   Published: May 01, 2003   Subject(s): Exchange rate regimes | Brazil | Mexico | Turkey | Capital account | Emerging markets | Economic models   Author's Keyword(s): Exchange rate regime | capital account | structural vector autoregression   20. Title: Fiscal Sustainability and Monetary versus Fiscal Dominance: Evidence from Brazil, 1991-2000   Author/Editor: Tanner, Evan ; Ramos, Alberto M.   Series: Working Paper No. 02/5   Published: January 01, 2002   Subject(s): Fiscal policy | Monetary policy | Brazil   Author's Keyword(s): Intertemporal solvency | monetary and fiscal dominance | fiscal theory of the price level | vector autoregression

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