Publications Search Results

October 24, 2014

The search found 121 of 12872 documents sorted by Date with the following criteria:
Subject / Keyword: VAR

Results: 1 2 3 4 5 6 7 [Next] [New Search] [Sort by Author] [Sort by Title]


1.

Title: FX Funding Risks and Exchange Rate Volatility–Korea’s Case
Author/Editor: Ree, Jack ; Yoon, Kyoungsoo ; Park, Hail
Series: Working Paper No. 12/268
Published: November 7, 2012
Subject(s): Foreign exchange | Korea, Republic of | Banks | Exchange rates | Exchange rate variability | Financial systems | Capital markets | External shocks

 

2.

Title: Public Debt Dynamics: The Effects of Austerity, Inflation, and Growth Shocks
Author/Editor: Cherif, Reda ; Hasanov, Fuad
Series: Working Paper No. 12/230
Published: September 1, 2012
Subject(s): Economic growth | Economic models | External shocks | Fiscal consolidation | Inflation | Public debt
Author's keyword(s): Public debt | fiscal policy | VAR | impulse responses

 

3.

Title: Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries
Author/Editor: Cevik, Serhan ; Teksoz, Katerina
Series: Working Paper No. 12/191
Published: July 1, 2012
Subject(s): Monetary policy | Inflation | Interest rates on loans | Currency pegs | Bank credit | Economic growth | Economic conditions | Cooperation Council for the Arab States of the Gulf
Author's keyword(s): Monetary policy transmission | inflation | credit channel | structural VAR

 

4.

Title: Fiscal Foresight and Information Flows
Author/Editor: Leeper, Eric M. ; Walker, Todd B. ; Yang, Shu-Chun S.
Series: Working Paper No. 12/153
Published: June 1, 2012
Subject(s): Asset prices | Economic forecasting | Fiscal policy | Forecasting models | Tax policy
Author's keyword(s): News | anticipated taxes | non-fundamental representation | identified VARs

 

5.

Title: Monetary Policy Transmission in the GCC Countries
Author/Editor: Espinoza, Raphael A. ; Prasad, Ananthakrishnan
Series: Working Paper No. 12/132
Published: May 1, 2012
Subject(s): Bahrain | Cooperation Council for the Arab States of the Gulf | Economic models | Interest rates | Kuwait | Monetary policy | Monetary transmission mechanism | Oman | Qatar | Saudi Arabia | United Arab Emirates | United States
Author's keyword(s): Transmission mechanism; Fixed exchange rate regime; interest rate pass-through; panel VAR

 

6.

Title: Financial Regulation and the Current Account
Author/Editor: Lanau, Sergi ; Wieladek, Tomasz
Series: Working Paper No. 12/98
Published: April 1, 2012
Subject(s): Current account | Economic models | Liquidity controls
Author's keyword(s): Current account | financial regulation | panel VAR

 

7.

Title: Remittances Channel and Fiscal Impact in the Middle East, North Africa, and Central Asia
Author/Editor: Abdih, Yasser ; Barajas, Adolfo ; Chami, Ralph ; Ebeke, Christian
Series: Working Paper No. 12/104
Published: April 1, 2012
Subject(s): Business cycles | Capital inflows | Cross country analysis | Demand | External shocks | Middle East and Central Asia | North Africa | Private consumption | Tax revenues | Workers remittances
Author's keyword(s): Remittances | Private demand | Tax revenues | Instrumental variables | Panel data

 

8.

Title: Trade and Financial Spillover on Hong Kong SAR from a Downturn in Europe and Mainland China
Author/Editor: N'Diaye, Papa ; Ahuja, Ashvin
Series: Working Paper No. 12/81
Published: March 1, 2012
Subject(s): Banks | China | Europe | External shocks | Financial crisis | Global Financial Crisis 2008-2009 | Hong Kong SAR | International trade | Spillovers | China, People's Republic of
Author's keyword(s): Macroeconomic Interdependence | Fiscal Policy | Exports | Growth | Global VAR | Applied General Equilibrium Model | Simulation

 

9.

Title: What Drives Credit Growth in Emerging Asia?
Author/Editor: Elekdag, Selim ; Han, Fei
Series: Working Paper No. 12/43
Published: February 1, 2012
Subject(s): Asia | Credit expansion | Cross country analysis | Economic models | Emerging markets | Flexible exchange rates | Monetary policy
Author's keyword(s): Rapid credit growth | credit booms | emerging Asia | SVAR | Bayesian estimation | sign restrictions | shock identification

 

10.

Title: Measuring Oil-Price Shocks Using Market-Based Information
Author/Editor: Wu, Tao ; Cavallo, Michele
Series: Working Paper No. 12/19
Published: January 1, 2012
Subject(s): Commodity price fluctuations | External shocks | Oil prices | Price increases | United States
Author's keyword(s): Oil Shocks | Market-Based Information | VAR Identification

 

11.

Title: Low-Income Countries' BRIC Linkage: Are There Growth Spillovers?
Author/Editor: Samaké, Issouf ; Yang, Yongzheng
Series: Working Paper No. 11/267
Published: November 1, 2011
Subject(s): Brazil | Business cycles | China | Economic growth | Economic models | India | Low-income developing countries | Russian Federation | Spillovers
Author's keyword(s): Spillovers | low-income countries | BRICs | Global VAR | Structural VAR

 

12.

Title: Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR
Author/Editor: Carare, Alina ; Popescu, Adina
Series: Working Paper No. 11/259
Published: November 1, 2011
Subject(s): Central banks | External shocks | Hungary | Inflation targeting | Monetary policy | Monetary transmission mechanism | Risk premium
Author's keyword(s): Monetary policy | Risk premium shocks | Transmission mechanism | Large Bayesian VAR.

 

13.

Title: Inflation Dynamics in Asia: Causes, Changes, and Spillovers from China
Author/Editor: Osorio, Carolina ; Unsal, D. Filiz
Series: Working Paper No. 11/257
Published: November 1, 2011
Subject(s): Asia | China | Commodity prices | Cross country analysis | Demand | Economic models | Inflation | Spillovers
Author's keyword(s): Inflation | Global VAR (GVAR) | Monetary Policy

 

14.

Title: Determinants of Development Financing Flows from Brazil, Russia, India, and China to Low-Income Countries
Author/Editor: Mwase, Nkunde
Series: Working Paper No. 11/255
Published: November 1, 2011
Subject(s): Brazil | China | Concessional aid | Development assistance | Development financing | Economic models | India | Low-income developing countries | Russian Federation | China, People's Republic of
Author's keyword(s): Aid | BRICs | Low-Income Countries | Panel VAR | Panel OLS | Concessionality

 

15.

Title: Financial Linkages across Korean Banks
Author/Editor: Aydin, Burcu ; Kim, Myeong-Suk ; Moon, Ho-Seong
Series: Working Paper No. 11/201
Published: August 1, 2011
Subject(s): Banks | Credit risk | Economic models | Financial risk | Korea, Republic of
Author's keyword(s): Financial Stability; network approach; covariance analysis; portfolio risk

 

16.

Title: A Quantitative Assessment of Financial Conditions in Asia
Author/Editor: Osorio, Carolina ; Pongsaparn, Runchana ; Unsal, D. Filiz
Series: Working Paper No. 11/170
Published: July 1, 2011
Subject(s): Asia | Economic growth | Economic conditions | Financial sector | Forecasting models | Global Financial Crisis 2008-2009 | Gross domestic product
Author's keyword(s): Financial conditions index | VAR | Dynamic Factor Analysis

 

17.

Title: The Behavior of Conventional and Islamic Bank Deposit Returns in Malaysia and Turkey
Author/Editor: Cevik, Serhan ; Charap, Joshua
Series: Working Paper No. 11/156
Published: July 1, 2011
Subject(s): Banking | Cross country analysis | Interest rates | Islamic banking | Malaysia | Profit margins | Turkey
Author's keyword(s): Interest rates | Islamic banks | causality | time-varying volatility correlation

 

18.

Title: Protectionist Responses to the Crisis: Damage Observed in Product-Level Trade
Author/Editor: Henn, Christian ; McDonald, Bradley J.
Series: Working Paper No. 11/139
Published: June 1, 2011
Subject(s): Exports | Financial crisis | Global Financial Crisis 2008-2009 | Imports | International trade | Protectionism | Trade policy
Author's keyword(s): Protectionism; Trade Restrictions; Global Crisis; First-differenced Gravity Equation; Time-varying Fixed Effects; WTO.

 

19.

Title: Modeling Inflation in Chad
Author/Editor: Kinda, Tidiane
Series: Working Paper No. 11/57
Published: March 1, 2011
Subject(s): Chad | Consumer price indexes | Demand | Demand for money | Economic models | Government expenditures | Inflation
Author's keyword(s): Inflation | Rainfall | External shocks | Public spending | Cointegration | Single-equation model | Structural VAR.

 

20.

Title: Limits of Floating Exchange Rates: the Role of Foreign Currency Debt and Import Structure
Author/Editor: Weber, Sebastian ; Towbin, Pascal
Series: Working Paper No. 11/42
Published: February 1, 2011
Subject(s): Currency pegs | Economic models | Exchange rate regimes | External debt | External shocks | Flexible exchange rates | Floating exchange rates | Imports
Author's keyword(s): Exchange rate regime | balance sheet effect | pass-through | interacted panel VAR | external shock

 

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