IMF Publications by Subject
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Vector error correction models:
2025
Title: Potential Output in the Kyrgyz Republic: Kyrgyz Republic
Series: Selected Issues Paper No. 2025/081
Date: June 18, 2025
Subject: Econometric analysis Financial institutions Gross capital formation Inflation Labor Labor force Labor markets National accounts Output gap Potential output Prices Production Stocks Total factor productivity Unemployment Vector error correction models
2019
Title: State Institutions and Tax Capacity: An Empirical Investigation of Causality
Series: Working Paper No. 2019/177
Date: August 16, 2019
Subject: Revenue administration Revenue Administration Fiscal Information Tool (RA-FIT) Subnational tax Vector error correction models
2018
Title: The U.S. Personal Saving Rate
Series: Working Paper No. 2018/128
Date: June 5, 2018
Subject: Consumption Disposable income Econometric analysis Income National accounts Private savings Vector error correction models
2017
Title: Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields
Series: Working Paper No. 2017/050
Date: March 10, 2017
Subject: Bond yields Central bank policy rate Financial institutions Financial markets Financial services Securities markets Sovereign bonds Vector error correction models Yield curve
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
2010
Title: Forecasting U.S. Investment
Series: Working Paper No. 2010/246
Date: November 1, 2010
Subject: Capital productivity Economic forecasting Private investment Vector autoregression Vector error correction models
Title: Investment: Specific Technology Shocks and International Business Cycles: An Empirical Assessment
Series: Working Paper No. 2010/207
Date: September 1, 2010
Subject: Consumption Econometric analysis International trade Labor Labor supply National accounts Production Terms of trade Total factor productivity Vector error correction models
Title: Inflation Dynamics in Yemen: An Empirical Analysis
Series: Working Paper No. 2010/144
Date: June 1, 2010
Subject: Econometric analysis Exchange rates Foreign exchange Inflation Monetary base Money Prices Structural vector autoregression Vector error correction models
Title: Inflation in Tajikistan: Forecasting Analysis and Monetary Policy Challenges
Series: Working Paper No. 2010/017
Date: January 1, 2010
Subject: Economic forecasting Exchange rates Inflation Monetary base Vector error correction models
2009
Title: Lebanon-Determinants of Commercial Bank Deposits in a Regional Financial Center
Series: Working Paper No. 2009/195
Date: September 1, 2009
Subject: Bank deposits Banking Commercial banks Cyclical indicators Econometric analysis Economic growth Financial institutions Financial services Oil prices Prices Vector error correction models
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