IMF Publications by Subject
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Econometric analysis:
1992
Title: Exchange Rates, Country Preferences, and Gold
Series: Working Paper No. 1992/051
Date: July 1, 1992
Subject: Commodities Econometric analysis Exchange rate forecasting Exchange rates Foreign exchange Gold Gold prices Prices Vector autoregression
Title: The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting
Series: Working Paper No. 1992/034
Date: May 1, 1992
Notes: Also published in Staff Papers, Vol. 40, No. 1, March 1993.
Subject: Econometric analysis Exchange rate assessments Exchange rate modelling Exchange rates Foreign exchange National accounts Personal income Vector autoregression
1991
Title: Modelling the Yield Curve
Series: Working Paper No. 1991/134
Date: December 1, 1991
Subject: Bonds Econometric analysis Financial institutions Financial services Short term interest rates Treasury bills and bonds Vector autoregression Yield curve
Title: Forecasting Accuracy of Crude Oil Futures Prices
Series: Working Paper No. 1991/093
Date: October 1, 1991
Notes: Also published in Staff Papers, Vol. 39, No. 2, June 1992.
Subject: Commodities Econometric analysis Econometric models Financial institutions Financial markets Futures Futures markets Oil Oil prices Prices
1990
Title: Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920's
Series: Working Paper No. 1990/118
Date: December 1, 1990
Subject: Econometric analysis Exchange rates Foreign exchange Prices Purchasing power parity Wholesale price indexes
Title: The Integration of Macro and Microeconomic Relations in Dynamic Policy Models: The Case of Saving and Investment Behavior
Series: Working Paper No. 1990/034
Date: April 1, 1990
Subject: Capital income tax Econometric analysis Fiscal policy General equilibrium models Income National accounts Private savings Taxes