IMF Publications by Subject
Browse by Author
Vector autoregression:
2003
Title: Assessing Fiscal Sustainability Under Uncertainity
Series: Working Paper No. 2003/079
Date: April 1, 2003
Subject: Econometric analysis Economic sectors Financial statements Fiscal policy Fiscal risks Fiscal stance Fiscal sustainability Public financial management (PFM) Public sector Vector autoregression
2002
Title: How Symmetric Are the Shocks and the Shock Adjustment Dynamics Between the Euro Area and Central and Eastern European Countries?
Series: Working Paper No. 2002/222
Date: December 1, 2002
Subject: Business cycles Econometric analysis Economic growth Economic integration Economic theory Inflation Monetary unions Prices Supply shocks Vector autoregression
Title: Internal Models, Subordinated Debt, and Regulatory Capital Requirements for Bank Credit Risk
Series: Working Paper No. 2002/157
Date: September 1, 2002
Subject: Banking Credit Credit risk Debt financing Deposit insurance Econometric analysis External debt Financial institutions Financial regulation and supervision Money Stocks Vector autoregression
Title: Exchange Rate Pass-Through and Monetary Policy in Croatia
Series: Working Paper No. 2002/109
Date: June 1, 2002
Subject: Econometric analysis Exchange rate adjustments Exchange rates Foreign exchange Inflation Price indexes Prices Vector autoregression
Title: Calibrating Your Intuition: Capital Allocation for Market and Credit Risk
Series: Working Paper No. 2002/099
Date: May 1, 2002
Subject: Credit Credit risk Debt financing Market risk Vector autoregression
0001
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Brazil Fiscal policy Vector autoregression
2002
Title: Exchange Market Pressure, Currency Crises, and Monetary Policy: Additional Evidence From Emerging Markets
Series: Working Paper No. 2002/014
Date: January 1, 2002
Subject: Currency markets Domestic credit Econometric analysis Exchange rate arrangements Financial markets Foreign exchange Monetary base Money Vector autoregression
2001
Title: Short-Term Forecasting: Projecting Italian GDPone Quarter to Two Years Ahead
Series: Working Paper No. 2001/109
Date: August 1, 2001
Subject: Cyclical indicators Econometric analysis Economic growth GDP forecasting Industrial production National accounts Production Production index Vector autoregression
Title: Modeling and Forecasting Inflation in Japan
Series: Working Paper No. 2001/082
Date: June 1, 2001
Subject: Economic forecasting Foreign exchange Inflation Oil prices Output gap Prices Production Purchasing power parity Vector autoregression
2000
Title: Endogenous Money Supply and Money Demand
Series: Working Paper No. 2000/188
Date: November 1, 2000
Subject: Demand for money Econometric analysis Financial services Monetary base Monetary policy Monetary tightening Money Vector autoregression