IMF Publications by Author
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Alessandro Rebucci:
2004
Title: Measuring Disinflation Credibility in Emerging Markets: A Bayesian Approach with An Application to Turkey
Series: Working Paper No. 2004/208
Date: November 1, 2004
Subject: Asset prices Consumer price indexes Disinflation Inflation Inflation targeting Monetary policy Prices
2003
Title: The U.S. Dollar and the Trade Deficit: What Accounts for the Late 1990's?
Series: Working Paper No. 2003/194
Date: October 1, 2003
Subject: Exchange rates Foreign exchange International trade National accounts Production Productivity Real exchange rates Return on investment Trade balance
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2003
Title: Measuring Contagion with a Bayesian Time-Varying Coefficient Model
Series: Working Paper No. 2003/171
Date: September 1, 2003
Subject: Currencies Currency markets Exchange rates Expenditure Financial markets Foreign exchange Metal prices Money Prices Public expenditure review
Title: Retail Bank Interest Rate Pass-Through: Is Chile Atypical?
Series: Working Paper No. 2003/112
Date: May 1, 2003
Subject: Banking Central bank policy rate Deposit rates Financial markets Financial services Interbank rates Market interest rates Money markets
Title: Bayesian Vars: A Survey of the Recent Literature with An Application to the European Monetary System
Series: Working Paper No. 2003/102
Date: May 1, 2003
Subject: Banking Bayesian models Econometric analysis Estimation techniques Financial services Monetary systems Money Short term interest rates Vector autoregression
Title: On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
Series: Working Paper No. 2003/073
Date: April 1, 2003
Subject: Vector autoregression Vector error correction models
2002
Title: The Transmission Mechanism of European Monetary Policy: Is There Heterogeneity? Is it Changing over Time?
Series: Working Paper No. 2002/054
Date: March 1, 2002
Subject: Econometric analysis Econometric models Exchange rates Financial services Foreign exchange Monetary policy Monetary policy instruments Monetary transmission mechanism Short term interest rates