IMF Publications by Subject
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Econometric analysis:
2023
Title: Identifying News Shocks from Forecasts
Series: Working Paper No. 2023/208
Date: September 29, 2023
Subject: Econometric analysis Expenditure Fiscal policy Fiscal stimulus Inflation Prices Vector autoregression
Title: The Market Price of Risk and Macro-Financial Dynamics
Series: Working Paper No. 2023/199
Date: September 22, 2023
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial conditions index Financial sector policy and analysis National accounts Prices Structural vector autoregression
Title: Assessing the Impact of Policy Changes on a Nowcast
Series: Working Paper No. 2023/153
Date: July 28, 2023
Subject: Econometric analysis Economic forecasting Oil prices Prices Structural vector autoregression Vector autoregression
Title: Unpleasant Surprises? Elections and Tax News Shocks
Series: Working Paper No. 2023/139
Date: June 30, 2023
Subject: Consumption taxes Corporate income tax Econometric analysis Fiscal policy Income tax systems Probit models Taxes
2022
Title: Measuring Quarterly Economic Growth from Outer Space
Series: Working Paper No. 2022/109
Date: June 3, 2022
Subject: COVID-19 Econometric analysis GDP measurement Health National accounts Population and demographics Vector autoregression
Title: Shocks to Inflation Expectations
Series: Working Paper No. 2022/072
Date: April 29, 2022
Subject: Econometric analysis Economic theory Inflation Machine learning Neoclassical theory Prices Rational expectations Technology Vector autoregression
Title: Nowcasting GDP - A Scalable Approach Using DFM, Machine Learning and Novel Data, Applied to European Economies
Series: Working Paper No. 2022/052
Date: March 11, 2022
Subject: Business cycles COVID-19 Econometric analysis Economic forecasting Economic growth Factor models Health Machine learning Technology
2021
Title: When Does Capacity Development Achieve Good Outcomes? Evidence from the IMF Results-Based Management Data
Series: Working Paper No. 2021/285
Date: December 3, 2021
Subject: Central bank operations Central banks Econometric analysis Probit models Revenue administration Tax administration core functions
Title: The Heavy Economic Toll of Gender-based Violence: Evidence from Sub-Saharan Africa
Series: Working Paper No. 2021/277
Date: November 19, 2021
Subject: Econometric analysis Education Employment Estimation techniques Gender Gender inequality Labor Women
Title: Republic of Tajikistan: Selected Issues
Series: Country Report No. 2021/197
Date: September 3, 2021
Subject: Balance of payments Econometric analysis Exchange rates Foreign exchange International organization Monetary policy Oil prices Prices Remittances Vector autoregression