IMF Publications by Subject
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Econometric analysis:
2012
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
Title: Monetary Policy Transmission in the GCC Countries
Series: Working Paper No. 2012/132
Date: May 1, 2012
Subject: Central bank policy rate Deposit rates Econometric analysis Financial services Interbank rates Interest rate ceilings Vector autoregression
Title: The Valuation Effects of Geographic Diversification: Evidence From U.S. Banks
Series: Working Paper No. 2012/050
Date: February 1, 2012
Subject: Asset and liability management Asset valuation Banking Econometric analysis Estimation techniques Gravity models National accounts Personal income Population and demographics
Title: Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach
Series: Working Paper No. 2012/046
Date: February 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial crises Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Vector autoregression
Title: What Drives Credit Growth in Emerging Asia?
Series: Working Paper No. 2012/043
Date: February 1, 2012
Subject: Credit Credit booms Econometric analysis Exchange rate flexibility Financial services Foreign exchange Money Short term interest rates Structural vector autoregression
Title: Macrofinancial Modeling At Central Banks: Recent Developments and Future Directions
Series: Working Paper No. 2012/021
Date: January 1, 2012
Subject: Banking Dynamic stochastic general equilibrium models Econometric analysis Economic forecasting Economic theory Financial frictions Financial markets Financial sector policy and analysis Financial stability assessment Interbank markets
2011
Title: Inflation Dynamics in FYR Macedonia
Series: Working Paper No. 2011/287
Date: December 1, 2011
Subject: Central bank policy rate Econometric analysis Financial services Inflation Output gap Prices Production Vector autoregression Vector error correction models