IMF Publications by Subject
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Vector autoregression:
2000
Title: Public Capital and Output Growth in Portugal: An Empirical Analysis
Series: Working Paper No. 2000/011
Date: January 1, 2000
Subject: Capital productivity Econometric analysis Expenditure Financial institutions Government debt management Production Public financial management (PFM) Public investment and public-private partnerships (PPP) Stocks Vector autoregression
Title: Identifying Domestic and Imported Core Inflation
Series: Working Paper No. 2000/004
Date: January 1, 2000
Subject: Consumer price indexes Econometric analysis Inflation Inflation targeting Monetary policy Oil prices Prices Vector autoregression
1999
Title: Portfolio Diversification, Leverage, and Financial Contagion
Series: Working Paper No. 1999/136
Date: October 1, 1999
Subject: Econometric analysis Financial contagion Financial institutions Financial markets Financial sector policy and analysis National accounts Personal income Securities markets Stocks Vector autoregression
Title: Sticky Prices: An Empirical Assessment of Alternative Models
Series: Working Paper No. 1999/072
Date: May 1, 1999
Subject: Econometric analysis Inflation Inflation persistence Price adjustments Price elasticity Prices Sticky prices Vector autoregression
Title: Japan's Stagnant Nineties: A Vector Autoregression Retrospective
Series: Working Paper No. 1999/045
Date: April 1, 1999
Subject: Econometric analysis Expenditure Fiscal policy National accounts Private consumption Private investment Public investment spending Vector autoregression
1998
Title: Deviations From Uncovered Interest Parity: A Global Guide to Where the Action Is
Series: Working Paper No. 1998/117
Date: August 1, 1998
Subject: Econometric analysis Exchange rate adjustments Financial services Foreign exchange Interest rate parity Real exchange rates Real interest rates Vector autoregression
Title: The United Kingdom's Experience with Inflation Targeting
Series: Working Paper No. 1998/087
Date: June 1, 1998
Subject: Econometric analysis Financial services Inflation Inflation targeting Long term interest rates Monetary policy Prices Short term interest rates Vector autoregression
Title: Central Bank Vulnerability and the Credibility of Commitments: A Value-at-Risk Approach to Currency Crises
Series: Working Paper No. 1998/065
Date: May 1, 1998
Subject: Bank solvency Banking Currencies Econometric analysis Economic sectors Financial sector Financial sector policy and analysis Money Solvency Vector autoregression
1997
Title: The Real Effects of Monetary Policy in the European Union: What Are the Differences?
Series: Working Paper No. 1997/160
Date: December 1, 1997
Subject: Econometric analysis Financial services Monetary policy Monetary policy frameworks Monetary transmission mechanism Short term interest rates Vector autoregression
Title: How Long is the Long Run? A Dynamic Analysis of the Spanish Business Cycle
Series: Working Paper No. 1997/074
Date: June 1, 1997
Subject: Business cycles Econometric analysis Economic growth Economic theory Inflation Oil prices Prices Supply shocks Vector autoregression