IMF Publications by Subject
Browse by Author
Econometric analysis:
2016
Title: Monetary and Fiscal Policies and the Dynamics of the Yield Curve in Morocco
Series: Working Paper No. 2016/103
Date: May 23, 2016
Subject: Central bank policy rate Econometric analysis Financial services Inflation Inflation targeting Monetary policy Prices Vector autoregression Yield curve
Title: VAR meets DSGE: Uncovering the Monetary Transmission Mechanism in Low-Income Countries
Series: Working Paper No. 2016/090
Date: April 11, 2016
Subject: Dynamic stochastic general equilibrium models Econometric analysis Economic theory Environment Structural vector autoregression Supply shocks Vector autoregression
Title: Bank Solvency and Funding Cost
Series: Working Paper No. 2016/064
Date: March 15, 2016
Subject: Bank solvency Banking Capital adequacy requirements Econometric analysis Estimation techniques Financial regulation and supervision Financial sector policy and analysis Financial statements Public financial management (PFM) Solvency
Title: China's Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?
Series: Working Paper No. 2016/063
Date: March 15, 2016
Subject: Econometric analysis Financial sector policy and analysis Financial services Financial soundness indicators International trade Long term interest rates Oil prices Plurilateral trade Prices Vector autoregression
Title: Flying to Paradise: The Role of Airlift in the Caribbean Tourism Industry
Series: Working Paper No. 2016/033
Date: February 23, 2016
Subject: Econometric analysis Economic sectors Environment Labor National accounts Natural disasters Structural vector autoregression Tourism Transportation Unemployment rate
Title: Effectiveness and Channels of Macroprudential Instruments: Lessons from the Euro Area
Series: Working Paper No. 2016/004
Date: January 12, 2016
Subject: Banking Credit Econometric analysis Estimation techniques Financial institutions Financial statements Housing prices Money Mortgages Prices Public financial management (PFM)
2015
Title: The U.S. Oil Supply Revolution and the Global Economy
Series: Working Paper No. 2015/259
Date: December 10, 2015
Subject: Commodities Econometric analysis Oil Oil prices Oil production Oil, gas and mining taxes Prices Production Taxes Vector autoregression
Title: Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?
Series: Working Paper No. 2015/251
Date: November 25, 2015
Subject: Commodities Econometric analysis Economic forecasting Financial institutions Futures Oil Oil prices Prices Vector autoregression
Title: Spillovers from Global and Regional Shocks to Armenia
Series: Working Paper No. 2015/241
Date: November 23, 2015
Subject: Balance of payments Econometric analysis Exports Financial sector policy and analysis International trade Oil prices Prices Remittances Spillovers Structural vector autoregression
Title: Macrofinancial Analysis in the World Economy: A Panel Dynamic Stochastic General Equilibrium Approach
Series: Working Paper No. 2015/227
Date: October 28, 2015
Subject: Bank credit Banking Central bank policy rate Consumption Dynamic stochastic general equilibrium models Econometric analysis Financial services Inflation Market interest rates National accounts Prices