IMF Publications by Subject
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Econometric analysis:
2025
Title: Slovak Republic: Financial Sector Assessment Program-Technical Note on Systemic Risk Analysis and Stress Testing
Series: Country Report No. 2025/088
Date: April 8, 2025
Subject: Commercial banks Credit Credit risk Econometric analysis Financial institutions Financial regulation and supervision Financial sector policy and analysis Income Liquidity requirements Loans Money National accounts Sensitivity analysis Solvency stress testing Stress testing
Title: Inattentiveness and the Investment Channel of Monetary Policy
Series: Working Paper No. 2025/025
Date: January 24, 2025
Subject: Econometric analysis Economic theory Financial frictions General equilibrium models Inflation Labor Monetary expansion Monetary policy Prices Unemployment rate
Title: Shocked: Electricity Price Volatility Spillovers in Europe
Series: Working Paper No. 2025/007
Date: January 10, 2025
Subject: Commodities Econometric analysis Electricity Environment Financial sector policy and analysis Gravity models Renewable energy Spillovers
2024
Title: Committing to Grow: The Full Impact of WTO Accessions
Series: Working Paper No. 2024/207
Date: September 27, 2024
Subject: Econometric analysis Estimation techniques General Agreement on Tariffs and Trade International trade Tariffs Taxes Trade barriers Trade policy
Title: Mending the Crystal Ball: Enhanced Inflation Forecasts with Machine Learning
Series: Working Paper No. 2024/206
Date: September 27, 2024
Subject: Consumer price indexes Econometric analysis Econometric models Economic forecasting Exchange rates Foreign exchange Inflation Inflation persistence Labor Machine learning Output gap Prices Producer price indexes Production Technology Unemployment rate
Title: A Gravity Model of Geopolitics and Financial Fragmentation
Series: Working Paper No. 2024/196
Date: September 13, 2024
Subject: Asset allocation Asset and liability management Bonds Econometric analysis Estimation techniques Financial institutions International trade Mutual funds Plurilateral trade
Title: Regime-Switching Factor Models and Nowcasting with Big Data
Series: Working Paper No. 2024/190
Date: September 6, 2024
Subject: Business cycles Econometric analysis Economic forecasting Economic growth Economic recession Estimation techniques Factor models
Title: Nowcasting and Near-Term Forecasting Cambodia’s Economy
Series: Working Paper No. 2024/147
Date: July 12, 2024
Subject: Credit Econometric analysis Economic forecasting Exports Inflation International trade Money Prices Vector autoregression
Title: The Heterogeneous Effects of Uncertainty on Trade
Series: Working Paper No. 2024/139
Date: July 9, 2024
Subject: COVID-19 Econometric analysis Exports Gravity models Health Imports International trade Plurilateral trade
Title: The Catalytic Impact of IMF Lending on Official Development Assistance
Series: Working Paper No. 2024/134
Date: June 28, 2024
Subject: Balance of payments Capital account Concessional external borrowing Current account balance Econometric analysis External debt Foreign aid Official development assistance Sensitivity analysis