Publications Search Results

August 22, 2014

The search found 21 of 12764 documents sorted by Date with the following criteria:
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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 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)

 

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 1, 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 1, 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 1, 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 1, 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 1, 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 1, 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 3, 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 1, 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 1, 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 1, 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 1, 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 1, 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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