IMF Publications by Subject

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Vector autoregression
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Title: International Remittances, Migration, and Primary Commodities in FSGM
Author/Editor:Stephen Snudden
lblSeries:Working Paper No. 17/20
Title: Evaluating Changes in the Transmission Mechanism of Government Spending Shocks
Author/Editor:Nooman Rebei
lblSeries:Working Paper No. 17/49
Title: Fiscal Policy Effectiveness in a Small Open Economy : Estimates of Tax and Spending Multipliers in Paraguay
Author/Editor:Antonio David
lblSeries:Working Paper No. 17/63
Title: Fiscal Spillovers in the Euro Area: Letting the Data Speak
Author/Editor:Era Dabla-Norris,Pietro Dallari,Tigran Poghosyan
lblSeries:Working Paper No. 17/241
Title: Unconventional Monetary Policy in a Small Open Economy
Author/Editor:Margaux MacDonald,Michal Ksawery Popiel
lblSeries:Working Paper No. 17/268
Title: Incorporating Macro-Financial Linkages into Forecasts Using Financial Conditions Indices: The Case of France
Author/Editor:Piyabha Kongsamut,Christian Mumssen,Anne-Charlotte Paret,Thierry Tressel
lblSeries:Working Paper No. 17/269
Title: Monetary Policy and the Relative Price of Durable Goods
Author/Editor:Alessandro Cantelmo,Giovanni Melina
lblSeries:Working Paper No. 17/290
Title: Empirical Estimation of Fiscal Multipliers in MENA Oil-Exporting Countries with an Application to Algeria
Author/Editor:Maria Elkhdari,Moez Souissi,Andrew Jewell
lblSeries:Working Paper No. 18/124
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: Crime and the Economy in Mexican States : Heterogeneous Panel Estimates (1993-2012)
Author/Editor:Concepción Verdugo Yepes ; Peter L. Pedroni ; Xingwei Hu
lblSeries:Working Paper No. 15/121
Subject: Foreign direct investment ; Mexico ; Mexico ; Migrations ; Panel analysis ; Regional shocks ; Time series ; Structural vector autoregression
Title: Did the Global Financial Crisis Break the U.S. Phillips Curve?
Author/Editor:Stefan Laseen ; Marzie Taheri Sanjani
lblSeries:Working Paper No. 16/126
Subject: Global Financial Crisis 2008-2009 ; Inflation ; Unemployment ; Time series ; Vector autoregression ; Econometric models
Title: Dynamic Connectedness of Asian Equity Markets
Author/Editor:Roberto Guimarães-Filho ; Gee Hee Hong
lblSeries:Working Paper No. 16/57
Subject: Asia and Pacific ; Asia and Pacific ; Asia and Pacific ; Asia and Pacific ; Vector autoregression ; Vector autoregression ; Vector autoregression ; Vector autoregression
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: Flying to Paradise : The Role of Airlift in the Caribbean Tourism Industry
Author/Editor:Sebastian Acevedo Mejia ; Lu Han ; Hye S Kim ; Nicole Laframboise
lblSeries:Working Paper No. 16/33
Subject: Aviation ; Caribbean ; United States ; Tourism ; Supply and demand ; Econometric models ; Structural vector autoregression
Title: Forecast Errors and Uncertainty Shocks
Author/Editor:Sylwia Nowak ; Pratiti Chatterjee
lblSeries:Working Paper No. 16/228
Subject: Economic forecasting ; Forecasting models ; Vector autoregression ; Error analysis
Title: Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?
Author/Editor:Benjamin Beckers ; Samya Beidas-Strom
lblSeries:Working Paper No. 15/251
Subject: Oil prices ; Economic forecasting ; Forecasting models ; Vector autoregression
Title: Global Financial Conditions and Monetary Policy Autonomy
Author/Editor:Carlos Caceres ; Yan Carriere-Swallow ; Bertrand Gruss
lblSeries:Working Paper No. 16/108
Subject: Economic conditions ; Small open economies ; Monetary policy ; Central bank autonomy ; Central banking and monetary issues ; Spillovers ; Vector autoregression ; 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: Inequality and Growth : A Heterogeneous Approach
Author/Editor:Francesco Grigoli ; Evelio Paredes ; Gabriel Di Bella
lblSeries:Working Paper No. 16/244
Subject: Income inequality ; Income distribution ; Economic growth ; Panel analysis ; Structural vector autoregression ; Econometric models
Title: Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco
Author/Editor:Calixte Ahokpossi ; Pilar Garcia Martinez ; Laurent Kemoe
lblSeries:Working Paper No. 16/103
Subject: Bond yields ; Morocco ; Bond markets ; Monetary policy ; Fiscal policy ; Econometric models ; Vector autoregression
Title: Monetary Transmission in Developing Countries : Evidence from India
Author/Editor:Prachi Mishra ; Peter J Montiel ; Rajeswari Sengupta
lblSeries:Working Paper No. 16/167
Subject: Monetary transmission mechanism ; India ; Banks ; Loans ; Monetary policy ; Inflation targeting ; Developing countries ; Vector autoregression ; Econometric models
Title: Oil Price Volatility and the Role of Speculation
Author/Editor:Samya Beidas-Strom ; Andrea Pescatori
lblSeries:Working Paper No. 14/218
Subject: Oil prices ; Commodity price shocks ; Vector autoregression ; Econometric models
Title: Oil Prices and the Global Economy : Is It Different This Time Around?
Author/Editor:Mr. Kamiar Mohaddes ; M. Hashem Pesaran
lblSeries:Working Paper No. 16/210
Subject: Oil prices ; United States ; Oil ; Markets ; Supply and demand ; Vector autoregression ; Econometric models
Title: On the Drivers of Inflation in Sub-Saharan Africa
Author/Editor:Anh D. M. Nguyen ; Jemma Dridi ; D. Filiz Unsal ; Oral Williams
lblSeries:Working Paper No. 15/189
Subject: Inflation ; Sub-Saharan Africa ; Supply and demand ; External shocks ; Vector autoregression ; Econometric models
Title: Spillovers from Global and Regional Shocks to Armenia
Author/Editor:Knarik Ayvazyan ; Teresa Dabán Sánchez
lblSeries:Working Paper No. 15/241
Subject: External shocks ; Armenia ; Regional shocks ; Spillovers ; International trade ; Structural vector autoregression ; Econometric models
Title: System Priors for Econometric Time Series
Author/Editor:Michal Andrle ; Miroslav Plašil
lblSeries:Working Paper No. 16/231
Subject: Econometric models ; Vector autoregression ; Time series ; Economic theory
Title: The Role of Bank Capital in Bank Holding Companies’ Decisions
Author/Editor:Adolfo Barajas ; Thomas F. Cosimano ; Dalia Hakura ; Sebastian Roelands
lblSeries:Working Paper No. 15/57
Subject: Banks ; United States ; Bank capital ; Panel analysis ; Vector autoregression
Title: The U.S. Oil Supply Revolution and the Global Economy
Author/Editor:Kamiar Mohaddes ; Mehdi Raissi
lblSeries:Working Paper No. 15/259
Subject: Oil ; United States ; Middle East ; North Africa ; Oil production ; Supply and demand ; Oil prices ; Economic growth ; Vector autoregression ; Econometric models
Title: To Bet or Not to Bet : Copper Price Uncertainty and Investment in Chile
Author/Editor:Mr. Fabio Comelli ; Mrs. Esther Perez Ruiz
lblSeries:Working Paper No. 16/218
Subject: Commodity prices ; Chile ; Copper ; Investment ; Options ; Exchange rates ; Vector autoregression
Title: VAR meets DSGE : Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Author/Editor:Bin Grace Li ; Stephen A. O'Connell ; Christopher Adam ; Andrew Berg ; Peter Montiel
lblSeries:Working Paper No. 16/90
Subject: Monetary transmission mechanism ; Low-income developing countries ; Variables (Mathematics) ; Vector autoregression ; General equilibrium models
Title: What Really Drives Public Debt : A Holistic Approach
Author/Editor:Pablo Anaya ; Alex Pienkowski
lblSeries:Working Paper No. 15/137
Subject: Euro Area ; Monetary policy ; Fiscal policy ; Sovereign debt ; Vector autoregression

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