IMF Publications by Subject

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Econometric models
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Title: A Model for Monetary Policy Analysis in Uruguay
Author/Editor:Rafael Portillo ; Yulia Ustyugova
lblSeries:Working Paper No. 15/170
Subject: Central banks and their policies ; Uruguay ; Monetary policy ; Inflation targeting ; Demand for money ; Econometric models ; Forecasting
Title: A Model-Based Analysis of Spillovers: The Case of Poland and the Euro Area
Author/Editor:Michal Andrle ; Roberto Garcia-Saltos ; Giang Ho
lblSeries:Working Paper No. 14/186
Subject: Spillovers ; Poland ; Euro Area ; Demand ; External shocks ; Business cycles ; Cross country analysis ; Econometric models
Title: A Simple Multivariate Filter for Estimating Potential Output
Author/Editor:Patrick Blagrave ; Roberto Garcia-Saltos ; Douglas Laxton ; Fan Zhang
lblSeries:Working Paper No. 15/79
Subject: Economic theory ; Econometric models ; Inflation ; Gross domestic product ; Potential output ; Parameter estimation ; Unemployment
Title: A Stock-Flow Accounting Model of the Labor Market: An Application to Israel
Author/Editor:Yossi Yakhin ; Natalya Presman
lblSeries:Working Paper No. 15/58
Subject: Labor markets ; Israel ; Unemployment ; Structural vector autoregression ; Econometric models ; Time series
Title: A Volatility and Persistence-Based Core Inflation
Author/Editor:Tito Nícias Teixeira da Silva Filho ; Francisco Marcos Rodrigues Figueiredo
lblSeries:Working Paper No. 15/8
Subject: Inflation persistence ; Oil prices ; Commodity price fluctuations ; Consumer price indexes ; Brazil ; Inflation measurement ; Econometric models
Title: Africa Rising: Harnessing the Demographic Dividend
Author/Editor:Paulo Drummond ; Vimal Thakoor ; Shu Yu
lblSeries:Working Paper No. 14/143
Subject: Demographic transition ; Africa ; Sub-Saharan Africa ; Population growth ; Human capital ; Labor force participation ; Econometric models
Title: Are Non-Euro Area EU Countries Importing Low Inflation from the Euro Area?
Author/Editor:Plamen Iossifov ; Jiri Podpiera
lblSeries:Working Paper No. 14/191
Subject: Disinflation ; Europe ; Euro Area ; Inflation targeting ; Open economies ; Econometric models
Title: Balance Sheet Repair and Corporate Investment in Japan
Author/Editor:Joong Shik Kang
lblSeries:Working Paper No. 14/141
Subject: Corporate sector ; Japan ; Balance sheets ; Corporate investment ; Econometric models
Title: Bank Risk Within and Across Equilibria
Author/Editor:Itai Agur
lblSeries:Working Paper No. 14/116
Subject: International financial system ; Banking sector ; Credit risk ; Risk premium ; Econometric models
Title: Borrower Protection and the Supply of Credit: Evidence from Foreclosure Laws
Author/Editor:Jihad Dagher ; Yangfan Sun
lblSeries:Working Paper No. 14/212
Subject: Mortgages ; United States ; Banks ; Loans ; Credit ; Supply and demand ; Econometric models
Title: Capital Flow Deflection
Author/Editor:Paolo Giordani ; Michele Ruta ; Hans Weisfeld ; Ling Zhu
lblSeries:Working Paper No. 14/145
Subject: Capital flows ; Capital controls ; Capital inflows ; Spillovers ; Econometric models
Title: Centrality-based Capital Allocations
Author/Editor:Adrian Alter ; Ben Craig ; Peter Raupach
lblSeries:Working Paper No. 14/237
Subject: Banking systems ; Interconnectedness ; Capital requirements ; Credit risk ; Systemic risk ; Financial contagion ; Econometric models
Title: Collateral Damage : Dollar Strength and Emerging Markets’ Growth
Author/Editor:Pablo Druck ; Nicolas E. Magud ; Rodrigo Mariscal
lblSeries:Working Paper No. 15/179
Subject: US dollar ; Exchange rate appreciation ; Exchange rate depreciation ; Commodity price fluctuations ; Demand ; Economic growth ; Emerging markets ; Econometric models
Title: Contingent Liabilities from Banks : How to Track Them?
Author/Editor:Serkan Arslanalp ; Yin Liao
lblSeries:Working Paper No. 15/255
Subject: Contingent liabilities ; Banks ; Banking sector ; Econometric models
Title: Credit Expansion in Emerging Markets : Propeller of Growth?
Author/Editor:Mercedes Garcia-Escribano ; Fei Han
lblSeries:Working Paper No. 15/212
Subject: Brazil ; Credit expansion ; Emerging markets ; Economic growth ; Time series ; Econometric models
Title: Credit Quality in Developing Economies: Remittances to the Rescue?
Author/Editor:Christian Ebeke ; Boileau Loko ; Arina Viseth
lblSeries:Working Paper No. 14/144
Subject: Remittances ; Capital inflows ; Bank credit ; Private sector ; Non-performing loans ; Developing countries ; Econometric models
Title: Debt Maturity : Does It Matter for Fiscal Space?
Author/Editor:Jun Il Kim
lblSeries:Working Paper No. 15/257
Subject: Public debt ; Sovereign debt defaults ; Fiscal policy ; Debt sustainability ; Econometric models
Title: Does Openness Matter for Financial Development in Africa?
Author/Editor:Antonio David ; Montfort Mlachila ; Ashwin Moheeput
lblSeries:Working Paper No. 14/94
Subject: Development ; Sub-Saharan Africa ; Trade liberalization ; Capital account liberalization ; Economic integration ; Econometric models
Title: Dollarization in Sub-Saharan Africa : Experiences and Lessons
Author/Editor:Mauro Mecagni ; Juan S Corrales ; Jemma Dridi ; Rodrigo Garcia-Verdu ; Patrick A. Imam ; Justin Matz ; Carla Macario ; Rodolfo Maino ; Yibin Mu ; Ashwin Moheeput ; Futoshi Narita ; Marco Pani ; Manuel Rosales Torres ; Sebastian Weber ; Etienne B. Yehoue
lblSeries:African Departmental Paper No. 15/4
Subject: Econometric models ; Dollarization ; Capital controls ; Foreign exchange ; Foreign currency deposits ; Sub-Saharan Africa
Title: Employment Impacts of Upstream Oil and Gas Investment in the United States
Author/Editor:Mark Agerton ; Peter Hartley ; Kenneth Medlock III ; Ted Temzelides
lblSeries:Working Paper No. 15/28
Subject: Oil production ; United States ; Natural gas ; Commodity boom ; Job creation ; Employment ; Econometric models ; Time series
Title: Energy Subsidies and Public Social Spending : Theory and Evidence
Author/Editor:Christian Ebeke ; Constant Lonkeng Ngouana
lblSeries:Working Paper No. 15/101
Subject: Energy sector ; Econometric models ; Public expenditures and education ; Public expenditures and health ; Public goods ; Public goods ; Subsidies
Title: Estimating VAT Pass Through
Author/Editor:Dora Benedek ; Ruud A. de Mooij ; Philippe Wingender
lblSeries:Working Paper No. 15/214
Subject: Tax rates ; Value added tax ; Europe ; Consumer prices ; Econometric models
Title: Fair Weather or Foul? The Macroeconomic Effects of El Niño
Author/Editor:Paul Cashin ; Kamiar Mohaddes ; Mehdi Raissi
lblSeries:Working Paper No. 15/89
Subject: Regional shocks ; Commodity prices ; Climatic changes ; Financial and Monetary Sector ; Cross country analysis ; Econometric models
Title: Fiscal Consequences of Terrorism
Author/Editor:Serhan Cevik ; John Ricco
lblSeries:Working Paper No. 15/225
Subject: Terrorism ; Tax revenue ; Military spending ; Government expenditures ; Public finance ; Low income countries ; Econometric models
Title: Fiscal Councils : Rationale and Effectiveness
Author/Editor:Roel M. W. J. Beetsma ; Xavier Debrun
lblSeries:Working Paper No. 16/86
Subject: Fiscal policy ; Civil society organizations ; Fiscal rules and institutions ; Institutional framework ; Econometric models

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