IMF Publications by Subject
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Vector autoregression:
1997
Title: Cointegration and Long-Horizon Forecasting
Series: Working Paper No. 1997/061
Date: May 1, 1997
Title: Aspects of the Monetary Transmission Mechanism Under Exchange Rate Targeting: The Case of France
Series: Working Paper No. 1997/044
Date: April 1, 1997
Subject: Credit Econometric analysis Exchange rates Financial services Foreign exchange Monetary policy Monetary transmission mechanism Money Short term interest rates Vector autoregression
Title: Stock Market Equilibrium and Macroeconomic Fundamentals
Series: Working Paper No. 1997/015
Date: January 1, 1997
Subject: Asset prices Demand for money Econometric analysis Financial institutions Financial markets Money Prices Stock markets Stocks Vector autoregression
1996
Title: Business Cycle in Czechoslovakia Under Central Planning: Were Credit Shocks Causing it?
Series: Working Paper No. 1996/129
Date: November 1, 1996
Subject: Bank credit Business cycles Credit Econometric analysis Economic growth Industrial production Money Production Vector autoregression
Title: Domestic, Foreign or Common Shocks?
Series: Working Paper No. 1996/107
Date: September 1, 1996
Subject: Business cycles Consumption Econometric analysis Economic growth Imports International trade National accounts Production Productivity Vector autoregression
Title: Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration
Series: Working Paper No. 1996/028
Date: April 1, 1996
Subject: Asset prices Econometric analysis Financial institutions Financial markets Price indexes Prices Stock markets Stocks Vector autoregression
1995
Title: Recession and Recovery in the United Kingdom in the 1990'+L927s: A Vector Autoregression Approach
Series: Working Paper No. 1995/040
Date: April 1, 1995
Subject: Consumption Econometric analysis Financial services Foreign exchange Government consumption National accounts Real exchange rates Real interest rates Vector autoregression
1994
Title: Linkages in Price Level and Inflation Rate Between Cfa Franc Zone Countries and France
Series: Working Paper No. 1994/093
Date: August 1, 1994
Subject: Consumer price indexes Econometric analysis Foreign exchange Inflation Prices Purchasing power parity Vector autoregression
1992
Title: Exchange Rates, Country Preferences, and Gold
Series: Working Paper No. 1992/051
Date: July 1, 1992
Subject: Commodities Econometric analysis Exchange rate forecasting Exchange rates Foreign exchange Gold Gold prices Prices Vector autoregression
Title: The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting
Series: Working Paper No. 1992/034
Date: May 1, 1992
Notes: Also published in Staff Papers, Vol. 40, No. 1, March 1993.
Subject: Econometric analysis Exchange rate assessments Exchange rate modelling Exchange rates Foreign exchange National accounts Personal income Vector autoregression