IMF Publications by Subject
Browse by Author
Factor models:
2003
Title: Are they All in the Same Boat? the 2000-2001 Growth Slowdown and the G-7 Business Cycle Linkages
Series: Working Paper No. 2003/046
Date: March 1, 2003
Subject: Business cycles Econometric analysis Economic growth Factor models Output gap Production
2002
Title: Common and Idiosyncratic Components in Real Output: Further International Evidence
Series: Working Paper No. 2002/229
Date: December 1, 2002
Subject: Business cycles Cyclical indicators Econometric analysis Economic growth Factor models Inflation Prices Social security contributions Taxes
2001
Title: The Impact of the EMUon the Structure of European Equity Returns: An Empirical Analysis of the First 21 Months
Series: Working Paper No. 2001/084
Date: June 1, 2001
Subject: Currencies Econometric analysis Economic sectors Factor models Financial institutions Financial markets Industrial sector Money Stock markets Stocks
1999
Title: Identifying the Common Component in International Economic Fluctuations: A New Approach
Series: Working Paper No. 1999/154
Date: November 1, 1999
Subject: Business cycles Econometric analysis Economic growth Economic sectors Factor models Industrial production Industrial sector Production Production growth
1996
Title: Macroeconomic Fluctuations and Equilibrium Discount Factors
Series: Working Paper No. 1996/118
Date: October 1, 1996
Subject: Consumption Factor models Stocks Treasury bills and bonds Yield curve