IMF Publications by Subject
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Econometric analysis:
2013
Title: Capital Requirements for Over-the-Counter Derivatives Central Counterparties
Series: Working Paper No. 2013/003
Date: January 8, 2013
Subject: Banking Central counterparty clearing house Credit default swap Currencies Econometric analysis Financial markets Financial regulation and supervision Hedging Money Vector autoregression
2012
Title: The Global Impact of the Systemic Economies and MENA Business Cycles
Series: Working Paper No. 2012/255
Date: October 25, 2012
Subject: Commodities Econometric analysis Foreign exchange Oil Oil prices Oil production Prices Production Real effective exchange rates Vector autoregression
Title: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy
Series: Working Paper No. 2012/253
Date: October 23, 2012
Subject: Commodities Econometric analysis Foreign exchange Oil Oil prices Oil production Prices Production Real effective exchange rates Vector autoregression
Title: Structural Reforms, IMF Programs and Capacity Building: An Empirical Investigation
Series: Working Paper No. 2012/232
Date: September 21, 2012
Subject: Balance of payments Capital account Current account Econometric analysis Estimation techniques Macrostructural analysis Structural reforms
Title: Public Debt Dynamics: The Effects of Austerity, Inflation, and Growth Shocks
Series: Working Paper No. 2012/230
Date: September 1, 2012
Subject: Debt sustainability analysis Econometric analysis External debt Fiscal policy Fiscal stance Inflation Prices Public debt Vector autoregression
Title: What (Really) Accounts for the Fall in Hours After a Technology Shock?
Series: Working Paper No. 2012/211
Date: August 1, 2012
Subject: Econometric analysis Labor Prices Real wages Sticky prices Structural vector autoregression Technology
Title: Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries
Series: Working Paper No. 2012/191
Date: July 1, 2012
Subject: Bank credit Econometric analysis Exchange rate arrangements Exchange rates Foreign exchange Monetary policy Monetary transmission mechanism Money Structural vector autoregression
Title: Threshold Effects of Sovereign Debt: Evidence From the Caribbean
Series: Working Paper No. 2012/157
Date: June 1, 2012
Subject: Econometric analysis Expenditure External debt Fiscal policy Fiscal stance Public debt Threshold analysis
Title: Fiscal Foresight and Information Flows
Series: Working Paper No. 2012/153
Date: June 1, 2012
Subject: Econometric analysis Expenditure Financial institutions Fiscal policy Labor taxes Municipal bonds Tax law Tax policy Taxes Vector autoregression
Title: Systemic Risk and Asymmetric Responses in the Financial Industry
Series: Working Paper No. 2012/152
Date: June 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Treasury bills and bonds Vector autoregression