Publications Search Results

November 25, 2009

The search found 80 of 9263 documents sorted by Date with the following criteria:
Subject / Keyword: VAR

Results: 1 2 3 4 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: The Role of Financial Variables in Predicting Economic Activity in the Euro Area
Author/Editor: Espinoza, Raphael A. ; Fornari, Fabio ; Lombardi, Marco
Series: Working Paper No. 09/241
Published: November 1, 2009
Subject(s): Asset prices | Business cycles | Cross country analysis | Economic forecasting | Economic growth | Economic models | Euro Area | Financial crisis | Financial sector | Global Financial Crisis 2008-2009 | Stock markets
Author's keyword(s): VAR | Financial Variables | International Linkages | Conditional Forecast

 

2.

Title: Tourism Specialization and Economic Development : Evidence from the UNESCO World Heritage List
Author/Editor: Arezki, Rabah ; Cherif, Reda ; Piotrowski, John
Series: Working Paper No. 09/176
Published: August 1, 2009
Subject(s): Cross country analysis | Development | Economic growth | Economic models | Time series | Tourism
Author's keyword(s): Tourism | economic development and growth and instrumental variables

 

3.

Title: Macroeconomic Fluctuations in the Caribbean: the Role of Climatic and External Shocks
Author/Editor: Sosa, Sebastian ; Cashin, Paul
Series: Working Paper No. 09/159
Published: July 1, 2009
Subject(s): Business cycles | Caribbean | Climatic changes | Cross country analysis | Economic models | External shocks | Regional shocks
Author's keyword(s): Business cycle; external shocks; VAR; block exogeneity; Eastern Caribbean

 

4.

Title: Mexico: Selected Issues
Series: Country Report No. 09/54
Published: February 13, 2009
Subject(s): Banking sector | Business cycles | Capital markets | Corporate sector | Credit risk | Cross country analysis | Economic conditions | Employment | Exchange rate variability | Regional shocks | Workers remittances | Selected issues | Mexico

 

5.

Title: In Search of WTO Trade Effects:Preferential Trade Agreements Promote Trade Strongly, But Unevenly
Author/Editor: Eicher, Theo S. ; Henn, Christian
Series: Working Paper No. 09/31
Published: February 1, 2009
Subject(s): World Trade Organization | Bilateral trade agreements | Multilateral trade negotiations | Trade restrictions | Trade models | Cross country analysis
Author's keyword(s): World Trade Organization | Preferential Trade Agreements | Multilateral Resistance | Country-Pair Fixed Effects | Omitted Variable Bias

 

6.

Title: Regional Financial Spillovers Across Europe:A Global VAR Analysis
Author/Editor: Galesi, Alessandro ; Sgherri, Silvia
Series: Working Paper No. 09/23
Published: February 1, 2009
Subject(s): Spillovers | Europe | Emerging markets | Financial systems | Economic integration | Regional shocks | Capital markets | Cross country analysis | Economic models
Author's keyword(s): Global VAR | Macro-Financial Linkages | International Financial Spillovers.

 

7.

Title: The Role for Counter-Cyclical Fiscal Policy in Singapore
Author/Editor: Eskesen, Leif Lybecker
Series: Working Paper No. 09/8
Published: January 1, 2009
Subject(s): Fiscal policy | Singapore | External shocks | Economic stabilization | Price stabilization | Cross country analysis | Economic models
Author's keyword(s): Fiscal policy | SVAR

 

8.

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 1, 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)

 

9.

Title: Monetary Transmission in an Emerging Targeter: The Case of Brazil
Author/Editor: Catão, Luis ; Laxton, Douglas ; Pagan, A. R.
Series: Working Paper No. 08/191
Published: August 1, 2008
Subject(s): Brazil | Monetary policy | Inflation targeting | Emerging markets | Bank credit | Interest rates | Developed countries | Economic models | Disinflation
Author's keyword(s): Monetary Policy | Inflation | Credit Channel | SVAR | Brazil

 

10.

Title: The ECB’s Monetary Analysis Revisited
Author/Editor: Berger, Helge ; Harjes, Thomas ; Stavrev, Emil
Series: Working Paper No. 08/171
Published: July 1, 2008
Subject(s): European Central Bank | Monetary policy | Central bank policy | Economic models | Asset prices | Consumer prices | Financial sector | Money
Author's keyword(s): ECB | monetary analysis | monetary pillar | New Keynesian model | DSGE model | P* model | Two-pillar Phillips curve | VAR model | generalized dynamic factor model

 

11.

Title: The Information Content of Money in Forecasting Euro Area Inflation
Author/Editor: Berger, Helge ; Stavrev, Emil
Series: Working Paper No. 08/166
Published: July 1, 2008
Subject(s): Euro Area | Money | Inflation | Forecasting models | Monetary policy | Economic models
Author's keyword(s): Information content of money | inflation forecasting | New Keynesian model | DSGE model | P* model | Two-pillar Phillips curve | VAR model | general dynamic factor model | Bayesian estimation | euro area

 

12.

Title: Constraints on the Design and Implementation of Monetary Policy in Oil Economies: The Case of Venezuela
Author/Editor: da Costa, Mercedes ; Olivo, Víctor
Series: Working Paper No. 08/142
Published: June 1, 2008
Subject(s): Venezuela, Republica Bolivariana de | Oil exporting countries | Oil exports | Monetary policy | Fiscal policy | Venezuela, República Bolivariana de
Author's keyword(s): Monetary Policy | Fiscal Policy | Oil Economies.

 

13.

Title: Recent Inflationary Trends in World Commodities Markets
Author/Editor: Krichene, Noureddine
Series: Working Paper No.08/130
Published: May 1, 2008
Subject(s): Commodity markets | Commodity prices | Inflation | Exchange rate depreciation | Developed countries | Monetary policy | Consumer price indexes | External shocks
Author's keyword(s): Commodities prices | common trends | monetary policy | variance decomposition.

 

14.

Title: Investment and Growth Dynamics: An Empirical Assessment Applied to Benin
Author/Editor: Samaké, Issouf
Series: Working Paper No. 08/120
Published: May 1, 2008
Subject(s): Benin | Public investment | Private investment | Economic growth | Economic reforms
Author's keyword(s): Investment | Growth | Structural VECM | Impulse response function (IFR) | Variance decomposition (VD) | Historical decomposition (HD).

 

15.

Title: Factor Model for Stress-testing with a Contingent Claims Model of the Chilean Banking System
Author/Editor: Gray, Dale F. ; Walsh, James P
Series: Working Paper No. 08/89
Published: April 1, 2008
Subject(s): Working Paper | Chile
Author's keyword(s): contingent claims analysis | credit risk | factor model | VAR

 

16.

Title: Measuring the Informal Economy in Latin America and the Caribbean
Author/Editor: Vuletin, Guillermo Javier
Series: Working Paper No. 08/102
Published: April 1, 2008
Subject(s): Latin America | Caribbean | Economic conditions | Economic models | Tax systems | Inflation | Agricultural sector | Labor unions | Social security | Education
Author's keyword(s): Informal economy | latent variable | Caribbean | Latin America

 

17.

Title: External Shocks and Business Cycle Fluctuations in Mexico: How Important are U.S. Factors?
Author/Editor: Sosa, Sebastian
Series: Working Paper No. 08/100
Published: April 1, 2008
Subject(s): Mexico | Business cycles | External shocks | United States | Economic models
Author's keyword(s): Mexico | United States | business cycles | external shocks | spillovers | VAR

 

18.

Title: Credit Cyclicality in Chile: A Cross-Country Perspective
Author/Editor: Söderling, Ludvig
Series: Working Paper No. 08/55
Published: March 1, 2008
Subject(s): Credit | Chile | Liquidity | Terms of trade | Private sector
Author's keyword(s): Credit growth | business cycle | panel VAR

 

19.

Title: Real Implications of Financial Linkages Between Canada and the United States
Author/Editor: Klyuev, Vladimir
Series: Working Paper No. 08/23
Published: January 1, 2008
Subject(s): Trade | Canada | United States | Economic conditions | Capital markets
Author's keyword(s): Trade linkages | Financial linkages | SVAR

 

20.

Title: Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate
Author/Editor: Barnhill, Theodore M. ; Souto, Marcos
Series: Working Paper No. 07/290
Published: December 1, 2007
Subject(s): Emerging markets | Brazil | Banks | Interest rates | Credit risk
Author's keyword(s): Forecasting | multivariate stochastic volatility | fat-tail distributions | Monte Carlo estimation

 

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