IMF Publications by Subject
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Economic forecasting:
2023
Title: Panel Nowcasting for Countries Whose Quarterly GDPs are Unavailable
Series: Working Paper No. 2023/158
Date: August 4, 2023
Subject: Commodity prices Data collection Economic and financial statistics Economic forecasting Export fluctuations Foreign exchange International trade Prices Purchasing power parity
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
2022
Title: Inflation Expectations and the Supply Chain
Series: Working Paper No. 2022/161
Date: August 12, 2022
Subject: Consumer price indexes Economic forecasting Export prices Import prices Inflation Prices
Title: Housing Boom and Headline Inflation: Insights from Machine Learning
Series: Working Paper No. 2022/151
Date: July 28, 2022
Subject: Consumer price indexes Economic forecasting Housing Housing prices Inflation National accounts Prices
Title: Overcoming Data Sparsity: A Machine Learning Approach to Track the Real-Time Impact of COVID-19 in Sub-Saharan Africa
Series: Working Paper No. 2022/088
Date: May 6, 2022
Subject: COVID-19 Economic forecasting Foreign exchange Health Machine learning Oil prices Prices Real effective exchange rates Technology
Title: Jordan: Technical Assistance Report-Forecasting Framework for Currency in Circulation
Series: Country Report No. 2022/101
Date: April 7, 2022
Subject: Central banks Currency issuance Economic forecasting International organization Monetary base Monetary policy Money Open market operations
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: Taking Stock of IMF Capacity Development on Monetary Policy Forecasting and Policy Analysis Systems
Series: Departmental Paper No 2021/026
Date: December 10, 2021
Subject: Central bank policy rate Central banks Economic forecasting Exchange rates Financial services Foreign exchange Inflation Market interest rates Output gap Prices Production
Title: Patterns in IMF Growth Forecast Revisions: A Panel Study at Multiple Horizons
Series: Working Paper No. 2021/136
Date: May 7, 2021
Subject: Econometric analysis Economic forecasting Economic sectors Financial crises International trade Technology Technology transfer Terms of trade Time series analysis Vector autoregression
2020
Title: Monetary Policy Surprises and Inflation Expectation Dispersion
Series: Working Paper No. 2020/252
Date: November 13, 2020
Subject: Central bank policy rate Economic forecasting Financial institutions Financial services Futures Inflation Inflation targeting Monetary policy Prices