IMF Publications by Subject
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Vector autoregression:
2025
Title: What Are Empirical Monetary Policy Shocks? Estimating the Term Structure of Policy News
Series: Working Paper No. 2025/128
Date: June 27, 2025
Subject: Econometric analysis Economic theory Estimation techniques Financial institutions Futures Inflation Neoclassical theory Prices Vector autoregression
2024
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: Has the Transmission of US Monetary Policy Changed Since 2022?
Series: Working Paper No. 2024/129
Date: June 21, 2024
Subject: COVID-19 Data processing Econometric analysis Economic and financial statistics Health Inflation Labor Labor markets Prices Vector autoregression
Title: Public Debt Dynamics and the Impact of Fiscal Policy
Series: Working Paper No. 2024/087
Date: April 26, 2024
Subject: Econometric analysis Fiscal consolidation Fiscal policy Fiscal stance Public debt Structural vector autoregression Vector autoregression
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 Corporate bonds Econometric analysis Estimation techniques Financial conditions index Financial institutions Financial regulation and supervision Financial sector policy and analysis Market risk National accounts Prices Structural vector autoregression 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: The Heterogeneous Effects of U.S. Monetary Policy on Non-Bank Finance
Series: Working Paper No. 2023/055
Date: March 10, 2023
Subject: Commercial banks Econometric analysis Financial institutions Financial markets Flow of funds Money markets Mutual funds National accounts Vector autoregression
2022
Title: On the Macro Impact of Extreme Climate Events in Central America: A Higher Frequency Investigation
Series: Working Paper No. 2022/237
Date: December 2, 2022
Notes:
This paper was prepared for the XVII Virtual Regional Conference on Central America, Panama, and the Dominican Republic.
Subject: Balance of payments Climate change Econometric analysis Environment Natural disasters Remittances Vector autoregression
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