Publications Search Results

July 28, 2015

The search found 123 of 13546 documents sorted by Date with the following criteria:
Subject / Keyword: VAR

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1.

Title: How Important are Debt and Growth Expectations for Interest Rates?
Author/Editor: Sohrab Rafiq
Series: Working Paper No. 15/94
Published: May 1, 2015
Subject(s): Public debt | Economic growth | Expectations | Interest rates | Variables (Mathematics) | Econometric models

 

2.

Title: Do IMF-Supported Programs Catalyze Donor Assistance to Low-Income Countries?
Author/Editor: Yasemin Bal-Gunduz ; Masyita Crystallin
Series: Working Paper No. 14/202
Published: November 12, 2014
Subject(s): Fund-supported adjustment programs | Low-income developing countries | Official development assistance | Econometric models | Variables (Mathematics)

 

3.

Title: FX Funding Risks and Exchange Rate Volatility–Korea’s Case
Author/Editor: Jack Ree ; Kyoungsoo Yoon ; Hail Park
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

 

4.

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

 

5.

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

 

6.

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

 

7.

Title: Monetary Policy Transmission in the GCC Countries
Author/Editor: Ananthakrishnan Prasad ; Raphael A. Espinoza
Series: Working Paper No. 12/132
Published: May 1, 2012
Subject(s): Economic models | Interest rates | Monetary transmission mechanism
Author's keyword(s): Transmission mechanism; Fixed exchange rate regime; interest rate pass-through; panel VAR

 

8.

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

 

9.

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

 

10.

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

 

11.

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

 

12.

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

 

13.

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

 

14.

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

 

15.

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

 

16.

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

 

17.

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

 

18.

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

 

19.

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

 

20.

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

 

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