IMF Publications by Subject
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Econometric analysis:
2023
Title: The Macroeconomic Effects of Large Immigration Waves
Series: Working Paper No. 2023/259
Date: December 15, 2023
Subject: Econometric analysis Employment Estimation techniques Labor Migration Population and demographics Production Total factor productivity
Title: High-Dimensional Covariance Matrix Estimation: Shrinkage Toward a Diagonal Target
Series: Working Paper No. 2023/257
Date: December 8, 2023
Title: Long Live Globalization: Geopolitical Shocks and International Trade
Series: Working Paper No. 2023/225
Date: October 27, 2023
Subject: Econometric analysis General Agreement on Tariffs and Trade Globalization Gravity models International trade Plurilateral trade Trade balance
Title: China Spillovers: Aggregate and Firm-Level Evidence
Series: Working Paper No. 2023/206
Date: October 17, 2023
Subject: Consumption Econometric analysis Economic theory Exports Financial sector policy and analysis International trade National accounts Spillovers Structural vector autoregression Supply shocks
Title: Identifying News Shocks from Forecasts
Series: Working Paper No. 2023/208
Date: September 29, 2023
Subject: Econometric analysis Expenditure Fiscal policy Fiscal stimulus Inflation Prices Vector autoregression
Title: The Market Price of Risk and Macro-Financial Dynamics
Series: Working Paper No. 2023/199
Date: September 22, 2023
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial conditions index Financial sector policy and analysis National accounts Prices Structural vector autoregression
Title: Assessing the Impact of Policy Changes on a Nowcast
Series: Working Paper No. 2023/153
Date: July 28, 2023
Subject: Econometric analysis Economic forecasting Oil prices Prices Structural vector autoregression Vector autoregression
Title: Unpleasant Surprises? Elections and Tax News Shocks
Series: Working Paper No. 2023/139
Date: June 30, 2023
Subject: Consumption taxes Corporate income tax Econometric analysis Fiscal policy Income tax systems Probit models Taxes
2022
Title: Measuring Quarterly Economic Growth from Outer Space
Series: Working Paper No. 2022/109
Date: June 3, 2022
Subject: COVID-19 Econometric analysis GDP measurement Health National accounts Population and demographics Vector autoregression
Title: Shocks to Inflation Expectations
Series: Working Paper No. 2022/072
Date: April 29, 2022
Subject: Econometric analysis Economic theory Inflation Machine learning Neoclassical theory Prices Rational expectations Technology Vector autoregression