IMF Publications by Subject
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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: 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: 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
2021
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
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
Title: Foreign Exchange Intervention Rules for Central Banks: A Risk-based Framework
Series: Working Paper No. 2021/032
Date: February 12, 2021
Subject: Currency markets Exchange rate risk Exchange rates Foreign exchange Vector autoregression
2020
Title: A Vicious Cycle: How Pandemics Lead to Economic Despair and Social Unrest
Series: Working Paper No. 2020/216
Date: October 16, 2020
Subject: Communicable diseases COVID-19 Econometric analysis Health Income distribution Income inequality National accounts Personal income Vector autoregression
Title: How Big are Fiscal Multipliers in Latin America?
Series: Working Paper No. 2020/017
Date: January 31, 2020
Subject: Econometric analysis Expenditure Fiscal multipliers Fiscal policy Revenue administration Structural vector autoregression Vector autoregression
2019
Title: The Caribbean and its Linkages with the World: A GVAR Model Approach
Series: Working Paper No. 2019/256
Date: November 27, 2019
Subject: Commodities Econometric analysis Economic sectors Imports International trade Oil Oil prices Prices Tourism Vector autoregression