IMF Publications by Subject
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Factor models:
2022
Title: Nowcasting GDP - A Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies
Series: Working Paper No. 2022/052
Date: March 11, 2022
Subject: Business cycles COVID-19 Econometric analysis Economic forecasting Economic growth Factor models Health Machine learning Technology
2021
Title: Impact of COVID-19: Nowcasting and Big Data to Track Economic Activity in Sub-Saharan Africa
Series: Working Paper No. 2021/124
Date: May 1, 2021
Subject: Econometric analysis Factor models Foreign exchange Machine learning Mobile banking Spot exchange rates Technology Time series analysis
Title: Determinants of Pre-Pandemic Demand for the IMF’s Concessional Financing
Series: Working Paper No. 2021/015
Date: January 29, 2021
Subject: Concessional external borrowing Current account balance External debt Factor models Real effective exchange rates
2020
Title: Deus ex Machina? A Framework for Macro Forecasting with Machine Learning
Series: Working Paper No. 2020/045
Date: February 28, 2020
Subject: Econometric analysis Economic forecasting Factor models Machine learning Technology
2018
Title: House Price Synchronization and Financial Openness: A Dynamic Factor Model Approach
Series: Working Paper No. 2018/209
Date: September 28, 2018
Subject: Econometric analysis Economic sectors Factor models Financial crises Housing Housing prices Inflation National accounts Prices
Title: Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
Series: Working Paper No. 2018/100
Date: May 9, 2018
Subject: Econometric analysis Economic sectors Factor models Financial crises Global financial crisis of 2008-2009 Manufacturing Production Production growth Structural vector autoregression Vector autoregression
2017
Title: How Important is the Global Financial Cycle? Evidence from Capital Flows
Series: Working Paper No. 2017/193
Date: September 1, 2017
Subject: Balance of payments Capital flows Econometric analysis Emerging and frontier financial markets Factor models Financial cycles Financial markets Financial sector policy and analysis Foreign direct investment
2013
Title: Regionalization vs. Globalization
Series: Working Paper No. 2013/019
Date: January 22, 2013
Subject: Business cycles Consumption Econometric analysis Economic growth Factor models Globalization International trade National accounts Trade balance
2011
Title: An Assessment of Estimates of Term Structure Models for the United States
Series: Working Paper No. 2011/247
Date: October 1, 2011
Subject: Bonds Econometric analysis Factor models Financial institutions Financial regulation and supervision Financial services Market risk Securities Yield curve
Title: Data-Rich DSGE and Dynamic Factor Models
Series: Working Paper No. 2011/216
Date: September 1, 2011
Subject: Consumption Dynamic stochastic general equilibrium models Econometric analysis Factor models Financial institutions Inflation National accounts Prices Stocks