IMF Publications by Subject
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Factor models:
2011
Title: On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions
Series: Working Paper No. 2011/113
Date: May 1, 2011
Subject: Central bank policy rate Econometric analysis Factor models Financial institutions Financial services Inflation Prices Sovereign bonds Yield curve
Title: Real-time Forecasts of Economic Activity for Latin American Economies
Series: Working Paper No. 2011/098
Date: April 1, 2011
Subject: Commodity prices Economic and financial statistics Factor models GDP forecasting Vector autoregression
Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Series: Working Paper No. 2011/075
Date: April 1, 2011
Subject: Asset prices Banking Credit default swap Factor models Market risk
Title: New Indicators for Tracking Growth in Real Time
Series: Working Paper No. 2011/043
Date: February 1, 2011
Subject: Business cycles Economic and financial statistics Factor models Global financial crisis of 2008-2009 Vector autoregression
2010
Title: On the Estimation of Term Structure Models and An Application to the United States
Series: Working Paper No. 2010/258
Date: November 1, 2010
Subject: Bonds Factor models Inflation Short term interest rates Yield curve
2009
Title: A Coincident Indicator of the Gulf Cooperation Council (GCC) Business Cycle
Series: Working Paper No. 2009/073
Date: April 1, 2009
Subject: Business cycles Consumer prices Cyclical indicators Factor models Nominal effective exchange rate
2008
Title: The Information Content of Money in Forecasting Euro Area Inflation
Series: Working Paper No. 2008/166
Date: July 1, 2008
Subject: Demand for money Dynamic stochastic general equilibrium models Economic forecasting Factor models Inflation
Title: Global Business Cycles: Convergence or Decoupling?
Series: Working Paper No. 2008/143
Date: June 1, 2008
Subject: Business cycles Consumption Emerging and frontier financial markets Factor models Globalization
Title: Inflation Differentials in the EU: A Common (Factors) Approach with Implications for EU8 Euro Adoption Prospects
Series: Working Paper No. 2008/021
Date: January 1, 2008
Subject: Factor models Inflation Labor market flexibility Legal support in revenue administration Nominal effective exchange rate
2007
Title: The Use of Encompassing Tests for Forecast Combinations
Series: Working Paper No. 2007/264
Date: November 1, 2007
Subject: Economic forecasting Factor models Stocks