IMF Publications by Subject
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Factor models:
2006
Title: Republic of Belarus: Selected Issues
Series: Country Report No. 2006/315
Date: August 25, 2006
Notes: Also available online in Russian
Subject: Consumer price indexes Econometric analysis Factor models Inflation International trade Price controls Prices Terms of trade
Title: Immiserizing Foreign Aid: The Roles of Tariffs and Nontraded Goods
Series: Working Paper No. 2006/129
Date: May 1, 2006
Subject: Factor models Imports Inflation Labor Tariffs
Title: A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
Series: Working Paper No. 2006/105
Date: April 1, 2006
Subject: Banking CDOs Credit Credit default swap Factor models
Title: Common Factors in Latin America's Business Cycles
Series: Working Paper No. 2006/049
Date: February 1, 2006
Subject: Business cycles Econometric analysis Economic growth Economic recession Expenditure Factor models International trade Terms of trade
2005
Title: Understanding the Evolution of World Business Cycles
Series: Working Paper No. 2005/211
Date: November 1, 2005
Subject: Business cycles Consumption Econometric analysis Economic growth Factor models Globalization National accounts Vector autoregression
Title: Pace and Sequencing of Economic Policies
Series: Working Paper No. 2005/118
Date: June 1, 2005
Subject: Factor models Fiscal stabilization Fiscal stance Fiscal sustainability Structural reforms
2004
Title: Financial Integration: A New Methodology and An Illustration
Series: Working Paper No. 2004/110
Date: June 1, 2004
Subject: Asset prices Econometric analysis Factor models Financial institutions Financial markets Prices Stock markets Stocks Time series analysis
Title: Empirical Modeling of Contagion: A Review of Methodologies
Series: Working Paper No. 2004/078
Date: May 1, 2004
Subject: Factor models Financial crises Securities markets Stock markets Vector autoregression
2003
Title: Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998
Series: Working Paper No. 2003/084
Date: April 1, 2003
Subject: Econometric analysis Emerging and frontier financial markets Factor models Financial institutions Financial markets Securities markets Stock markets Stocks
Title: Firm-Level Evidenceon International Stock Market Comovement
Series: Working Paper No. 2003/055
Date: March 1, 2003
Subject: Balance of payments Capital account Econometric analysis Factor models Financial institutions Financial markets National accounts Personal income Stock markets Stocks