Publications Search Results

April 01, 2015

The search found 31 of 13291 documents sorted by Date with the following criteria:
Subject / Keyword: vector autoregression

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1.

Title: Fiscal Multipliers in Ukraine
Author/Editor: Pritha Mitra ; Tigran Poghosyan
Series: Working Paper No. 15/71
Published: March 27, 2015
Subject(s): Fiscal stimulus and multipliers | Ukraine | Fiscal consolidation | Government expenditures | Tax revenues | Structural vector autoregression | Econometric models

 

2.

Title: A Stock-Flow Accounting Model of the Labor Market: An Application to Israel
Author/Editor: Yossi Yakhin ; Natalya Presman
Series: Working Paper No. 15/58
Published: March 16, 2015
Subject(s): Labor markets | Israel | Unemployment | Structural vector autoregression | Econometric models | Time series

 

3.

Title: The Role of Bank Capital in Bank Holding Companies’ Decisions
Author/Editor: Adolfo Barajas ; Thomas F. Cosimano ; Dalia Hakura ; Sebastian Roelands
Series: Working Paper No. 15/57
Published: March 16, 2015
Subject(s): Banks | United States | Bank capital | Panel analysis | Vector autoregression

 

4.

Title: What Can Boost Female Labor Force Participation in Asia?
Author/Editor: Yuko Kinoshita ; Fang Guo
Series: Working Paper No. 15/56
Published: March 16, 2015
Subject(s): Labor force participation | Japan | Korea, Republic of | Norway | Sweden | Asia | Women | Employment | Cross country analysis | Structural vector autoregression | Econometric models

 

5.

Title: The Sources of Business Cycles in a Low Income Country
Author/Editor: Romain Houssa ; Jolan Mohimont ; Christopher Otrok
Series: Working Paper No. 15/40
Published: February 25, 2015
Subject(s): Business cycles | Ghana | South Africa | External shocks | Commodity price shocks | Regional shocks | Low-income developing countries | Cross country analysis | Vector autoregression | Econometric models

 

6.

Title: Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels
Author/Editor: Sangyup Choi ; Prakash Loungani
Series: Working Paper No. 15/36
Published: February 23, 2015
Subject(s): Labor markets | United States | External shocks | Unemployment | Stock markets | Structural vector autoregression | Econometric models

 

7.

Title: Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
Author/Editor: Jorge Iván Canales Kriljenko ; Mehdi Hosseinkouchack ; Alexis Meyer-Cirkel
Series: Working Paper No. 14/241
Published: December 29, 2014
Subject(s): Spillovers | Sub-Saharan Africa | External shocks | Economic growth | Cross country analysis | Vector autoregression | Econometric models

 

8.

Title: Safe Debt and Uncertainty in Emerging Markets: An Application to South Africa
Author/Editor: Magnus Saxegaard
Series: Working Paper No. 14/231
Published: December 19, 2014
Subject(s): Public debt | South Africa | Debt ceilings | Fiscal policy | Debt sustainability | Emerging markets | Vector autoregression | Econometric models

 

9.

Title: Oil Price Volatility and the Role of Speculation
Author/Editor: Samya Beidas-Strom ; Andrea Pescatori
Series: Working Paper No. 14/218
Published: December 12, 2014
Subject(s): Oil prices | Commodity price shocks | Vector autoregression | Econometric models

 

10.

Title: Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka
Author/Editor: Manuk Ghazanchyan
Series: Working Paper No. 14/190
Published: October 22, 2014
Subject(s): Monetary policy | Sri Lanka | Monetary transmission mechanism | Monetary aggregates | Vector autoregression | Econometric models

 

11.

Title: Spillovers to Low-Income Countries : Importance of Systemic Emerging Markets
Author/Editor: Era Dabla-Norris ; Raphael A. Espinoza ; Sarwat Jahan
Series: Working Paper No. 12/49
Published: February 1, 2012
Subject(s): Economic growth | Economic integration | Emerging markets | Low-income developing countries
Author's keyword(s): Growth Spillovers; Low-Income Countries; Economic Integration; Decoupling; Vector Autoregression; Panel Estimate

 

12.

Title: Will Natural Gas Prices Decouple From Oil Prices Across the Pond?
Series: Working Paper No. 11/143
Published: June 1, 2011
Subject(s): Algeria | Commodity prices | Economic models | External shocks | Natural gas | Oil | Oil prices | Production
Author's keyword(s): Natural gas; Commodity prices; Gas exporters; Energy economics; Algeria; Oil; Vector autoregressions

 

13.

Title: Dollarization in Cambodia : Causes and Policy Implications
Author/Editor: Nombulelo Duma
Series: Working Paper No. 11/49
Published: March 1, 2011
Subject(s): Dollarization | Economic models
Author's keyword(s): Dollarization | Cambodia | seigniorage | vector autoregression

 

14.

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

 

15.

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

 

16.

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

 

17.

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)

 

18.

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

 

19.

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

 

20.

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

 

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