IMF Publications by Subject
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Vector autoregression:
2008
Title: A U.S. Financial Conditions Index: Putting Credit Where Credit is Due
Series: Working Paper No. 2008/161
Date: June 1, 2008
Subject: Bank credit Credit Short term interest rates Stocks Vector autoregression
Title: Investment and Growth Dynamics: An Empirical Assessment Applied to Benin
Series: Working Paper No. 2008/120
Date: May 1, 2008
Subject: Credit Private investment Public investment and public-private partnerships (PPP) Terms of trade Vector autoregression
Title: External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
Series: Working Paper No. 2008/046
Date: February 1, 2008
Subject: Expenditure Fiscal policy Foreign direct investment Vector autoregression Yield curve
Title: Spillovers Across NAFTA
Series: Working Paper No. 2008/003
Date: January 1, 2008
Subject: Business cycles Commodity prices North American Free Trade Agreement Spillovers Vector autoregression
Title: Spillovers to Ireland
Series: Working Paper No. 2008/002
Date: January 1, 2008
Subject: Capital inflows Exports Imports Real effective exchange rates Vector autoregression
2007
Title: Global Financial Stability Report, October 2007: Financial Market Turbulence Causes, Consequences, and Policies
Series: Global Financial Stability Report No. 2007/002
Date: October 15, 2007
Notes: Full text also available in Chinese.
Subject: Balance of payments Capital inflows Credit Econometric analysis Emerging and frontier financial markets Financial institutions Financial markets Hedge funds Money Vector autoregression
Title: Sukuk vs. Eurobonds: Is There a Difference in Value-at-Risk?
Series: Working Paper No. 2007/237
Date: October 1, 2007
Subject: Bonds Interbank rates International bonds Securities Vector autoregression
Title: Foreign Entanglements: Estimating the Source and Size of Spillovers Across Industrial Countries
Series: Working Paper No. 2007/182
Date: July 1, 2007
Subject: Bond yields Commodity prices Short term interest rates Spillovers Vector autoregression
Title: The Effect of External Conditions on Growth in Latin America
Series: Working Paper No. 2007/176
Date: July 1, 2007
Subject: Commodity prices Corporate bonds Emerging and frontier financial markets Vector autoregression Yield curve
Title: Testing for Cointegration Using the Johansen Methodology when Variables are Near-Integrated
Series: Working Paper No. 2007/141
Date: June 1, 2007
Subject: Inflation Real exchange rates Vector autoregression Vector error correction models