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: Monetary policy ; Uruguay ; Inflation targeting ; Demand for money ; Econometric models
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: Potential output ; Gross domestic product ; Inflation ; Unemployment ; Econometric models ; Parameter estimation ; Economic theory
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: Avoiding Dark Corners : A Robust Monetary Policy Framework for the United States
Author/Editor:Ali Alichi ; Kevin Clinton ; Charles Freedman ; Ondra Kamenik ; Michel Juillard ; Douglas Laxton ; Jarkko Turunen ; Hou Wang
lblSeries:Working Paper No. 15/134
Subject: Monetary policy ; United States ; Interest rates ; Monetary policy instruments ; Inflation targeting ; 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: Base Erosion, Profit Shifting and Developing Countries
Author/Editor:Ernesto Crivelli ; Ruud A. de Mooij ; Michael Keen
lblSeries:Working Paper No. 15/118
Subject: Tax bases ; Transnational corporations ; Corporate profits ; Corporate taxes ; International taxation ; Developing countries ; Cross country analysis ; Econometric models ; Panel analysis
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: China’s Growth: Can Goldilocks Outgrow Bears?
Author/Editor:Wojciech Maliszewski ; Longmei Zhang
lblSeries:Working Paper No. 15/113
Subject: Economic growth ; China ; Business cycles ; Total factor productivity ; Economic reforms ; Econometric models
Title: Correcting “Beyond the Cycle:” Accounting for Asset Prices in Structural Fiscal Balances
Author/Editor:Estelle X. Liu ; Todd Mattina ; Tigran Poghosyan
lblSeries:Working Paper No. 15/109
Subject: Asset prices ; Structural fiscal balance ; Business cycles ; Revenues ; OECD ; Error analysis ; 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: Does Easing Monetary Policy Increase Financial Instability?
Author/Editor:Ambrogio Cesa-Bianchi ; Alessandro Rebucci
lblSeries:Working Paper No. 15/139
Subject: Monetary policy ; Macroprudential Policy ; United States ; Real interest rates ; Automatic stabilizers ; Financial stability ; 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 ; Machiko Narita ; Marco Pani ; Manuel Rosales ; Sebastian Weber ; Etienne B. Yehoue
lblSeries:African Departmental Paper No. 15/4
Subject: Dollarization ; Sub-Saharan Africa ; Foreign exchange ; Foreign currency deposits ; Capital controls ; Econometric models
Title: Drivers of Financial Integration – Implications for Asia
Author/Editor:Nasha Ananchotikul ; Shi Piao ; Edda Zoli
lblSeries:Working Paper No. 15/160
Subject: Economic integration ; Asia ; Regional integration ; Econometric models
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 ; Subsidies ; Public expenditures and education ; Public expenditures and health ; Public goods ; 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 Multipliers in Ukraine
Author/Editor:Pritha Mitra ; Tigran Poghosyan
lblSeries:Working Paper No. 15/71
Subject: Fiscal stimulus and multipliers ; Ukraine ; Fiscal consolidation ; Government expenditures ; Tax revenues ; Structural vector autoregression ; Econometric models
Title: Food Inflation in India: The Role for Monetary Policy
Author/Editor:Rahul Anand ; Ding Ding ; Volodymyr Tulin
lblSeries:Working Paper No. 14/178
Subject: Food prices ; India ; Inflation ; Monetary policy ; Econometric models
Title: Food Prices and the Multiplier Effect of Trade Policy
Author/Editor:Paolo Giordani ; Nadia Rocha ; Michele Ruta
lblSeries:Working Paper No. 14/182
Subject: Food prices ; Commodity price shocks ; Trade policy ; Econometric models
Title: From Systemic Banking Crises to Fiscal Costs : Risk Factors
Author/Editor:David Amaglobeli ; Nicolas End ; Mariusz Jarmuzek ; Geremia Palomba
lblSeries:Working Paper No. 15/166
Subject: Systemic risk ; Banking crisis ; Banking sector ; Econometric models
Title: Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
Author/Editor:Jorge Iván Canales Kriljenko ; Mehdi Hosseinkouchack ; Alexis Meyer-Cirkel
lblSeries:Working Paper No. 14/241
Subject: Spillovers ; Sub-Saharan Africa ; External shocks ; Economic growth ; Cross country analysis ; Vector autoregression ; Econometric models
Title: How Delaying Fiscal Consolidation Affects the Present Value of GDP
Author/Editor:Kevin Fletcher ; Damiano Sandri
lblSeries:Working Paper No. 15/52
Subject: Fiscal consolidation ; Gross domestic product ; Public debt ; Fiscal stimulus and multipliers ; Econometric models

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