IMF Publications by Subject
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Vector autoregression:
2019
Title: The Caribbean and its Linkages with the World: A GVAR Model Approach
Series: Working Paper No. 2019/256
Date: November 27, 2019
Subject: Commodities Econometric analysis Economic sectors Imports International trade Oil Oil prices Prices Tourism Vector autoregression
Title: Anatomy of Sudden Yen Appreciations
Series: Working Paper No. 2019/136
Date: July 1, 2019
Subject: Currencies Econometric analysis Exchange rates Financial institutions Financial services Foreign exchange Futures Money Vector autoregression Zero lower bound
Title: Seychelles: Selected Issues
Series: Country Report No. 2019/195
Date: July 1, 2019
Subject: Credit gaps Econometric analysis Financial conditions index Financial sector policy and analysis Macroprudential policy Post-clearance customs audit Revenue administration Vector autoregression
Title: Bank Profitability and Financial Stability
Series: Working Paper No. 2019/005
Date: January 11, 2019
Subject: Bank soundness Banking Econometric analysis Financial crises Financial sector policy and analysis Financial sector stability Systemic risk Vector autoregression
2018
Title: Is the Cycle the Trend? Evidence From the Views of International Forecasters
Series: Working Paper No. 2018/163
Date: July 13, 2018
Subject: Business cycles Econometric analysis Economic growth Economic theory Emerging and frontier financial markets Financial crises Financial markets Supply shocks Vector autoregression
Title: Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession
Series: Working Paper No. 2018/100
Date: May 9, 2018
Subject: Econometric analysis Economic sectors Factor models Financial crises Global financial crisis of 2008-2009 Manufacturing Production Production growth Structural vector autoregression Vector autoregression
Title: Interest-Growth Differentials and Debt Limits in Advanced Economies
Series: Working Paper No. 2018/082
Date: April 6, 2018
Subject: Asset and liability management Debt default Debt limits Debt sustainability Econometric analysis External debt Public debt Vector autoregression
Title: Can Countries Manage Their Financial Conditions Amid Globalization?
Series: Working Paper No. 2018/015
Date: January 24, 2018
Subject: Econometric analysis Emerging and frontier financial markets Exchange rate flexibility Financial conditions index Financial markets Financial sector development Financial sector policy and analysis Foreign exchange Vector autoregression
2017
Title: Variance Decomposition Networks: Potential Pitfalls and a Simple Solution
Series: Working Paper No. 2017/107
Date: May 4, 2017
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Insurance Insurance companies Systemic risk Vector autoregression
2016
Title: Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections: An Application to Ecuador
Series: Working Paper No. 2016/236
Date: December 7, 2016
Subject: Banking Credit Econometric analysis Financial crises Financial institutions Global financial crisis of 2008-2009 Money Nonperforming loans Oil prices Prices Vector autoregression