IMF Publications by Subject
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Vector autoregression:
2013
Title: The Impact of Uncertainty Shocks on the UK Economy
Series: Working Paper No. 2013/066
Date: March 8, 2013
Subject: Central bank policy rate Econometric analysis Financial crises Financial services GDP forecasting Global financial crisis of 2008-2009 Industrial production National accounts Production Unemployment rate Vector autoregression
Title: Monetary Transmission Mechanism in the East African Community: An Empirical Investigation
Series: Working Paper No. 2013/039
Date: February 6, 2013
Subject: Central bank policy rate Credit Econometric analysis Exchange rates Financial services Foreign exchange Monetary base Money Vector autoregression
Title: Boosting Competitiveness to Grow Out of Debt: Can Ireland Find a Way Back to Its Future?
Series: Working Paper No. 2013/035
Date: February 1, 2013
Subject: Balance of payments Econometric analysis Export performance Exports Foreign direct investment Foreign exchange International trade Real effective exchange rates Vector autoregression
Title: Capital Requirements for Over-the-Counter Derivatives Central Counterparties
Series: Working Paper No. 2013/003
Date: January 8, 2013
Subject: Banking Central counterparty clearing house Credit default swap Currencies Econometric analysis Financial markets Financial regulation and supervision Hedging Money Vector autoregression
2012
Title: The Global Impact of the Systemic Economies and MENA Business Cycles
Series: Working Paper No. 2012/255
Date: October 25, 2012
Subject: Commodities Econometric analysis Foreign exchange Oil Oil prices Oil production Prices Production Real effective exchange rates Vector autoregression
Title: The Differential Effects of Oil Demand and Supply Shocks on the Global Economy
Series: Working Paper No. 2012/253
Date: October 23, 2012
Subject: Commodities Econometric analysis Foreign exchange Oil Oil prices Oil production Prices Production Real effective exchange rates Vector autoregression
Title: Public Debt Dynamics: The Effects of Austerity, Inflation, and Growth Shocks
Series: Working Paper No. 2012/230
Date: September 1, 2012
Subject: Debt sustainability analysis Econometric analysis External debt Fiscal policy Fiscal stance Inflation Prices Public debt Vector autoregression
Title: Fiscal Foresight and Information Flows
Series: Working Paper No. 2012/153
Date: June 1, 2012
Subject: Econometric analysis Expenditure Financial institutions Fiscal policy Labor taxes Municipal bonds Tax law Tax policy Taxes Vector autoregression
Title: Systemic Risk and Asymmetric Responses in the Financial Industry
Series: Working Paper No. 2012/152
Date: June 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Treasury bills and bonds Vector autoregression
Title: Monetary Policy Transmission in the GCC Countries
Series: Working Paper No. 2012/132
Date: May 1, 2012
Subject: Central bank policy rate Deposit rates Econometric analysis Financial services Interbank rates Interest rate ceilings Vector autoregression