IMF Publications by Subject
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Vector autoregression:
1997
Title: The Real Effects of Monetary Policy in the European Union: What Are the Differences?
Series: Working Paper No. 1997/160
Date: December 1, 1997
Subject: Econometric analysis Financial services Monetary policy Monetary policy frameworks Monetary transmission mechanism Short term interest rates Vector autoregression
Title: How Long is the Long Run? A Dynamic Analysis of the Spanish Business Cycle
Series: Working Paper No. 1997/074
Date: June 1, 1997
Subject: Business cycles Econometric analysis Economic growth Economic theory Inflation Oil prices Prices Supply shocks Vector autoregression
Title: Cointegration and Long-Horizon Forecasting
Series: Working Paper No. 1997/061
Date: May 1, 1997
Title: Aspects of the Monetary Transmission Mechanism Under Exchange Rate Targeting: The Case of France
Series: Working Paper No. 1997/044
Date: April 1, 1997
Subject: Credit Econometric analysis Exchange rates Financial services Foreign exchange Monetary policy Monetary transmission mechanism Money Short term interest rates Vector autoregression
Title: Stock Market Equilibrium and Macroeconomic Fundamentals
Series: Working Paper No. 1997/015
Date: January 1, 1997
Subject: Asset prices Demand for money Econometric analysis Financial institutions Financial markets Money Prices Stock markets Stocks Vector autoregression
1996
Title: Business Cycle in Czechoslovakia Under Central Planning: Were Credit Shocks Causing it?
Series: Working Paper No. 1996/129
Date: November 1, 1996
Subject: Bank credit Business cycles Credit Econometric analysis Economic growth Industrial production Money Production Vector autoregression
Title: Domestic, Foreign or Common Shocks?
Series: Working Paper No. 1996/107
Date: September 1, 1996
Subject: Business cycles Consumption Econometric analysis Economic growth Imports International trade National accounts Production Productivity Vector autoregression
Title: Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration
Series: Working Paper No. 1996/028
Date: April 1, 1996
Subject: Asset prices Econometric analysis Financial institutions Financial markets Price indexes Prices Stock markets Stocks Vector autoregression
1995
Title: Recession and Recovery in the United Kingdom in the 1990'+L927s: A Vector Autoregression Approach
Series: Working Paper No. 1995/040
Date: April 1, 1995
Subject: Consumption Econometric analysis Financial services Foreign exchange Government consumption National accounts Real exchange rates Real interest rates Vector autoregression
1994
Title: Linkages in Price Level and Inflation Rate Between Cfa Franc Zone Countries and France
Series: Working Paper No. 1994/093
Date: August 1, 1994
Subject: Consumer price indexes Econometric analysis Foreign exchange Inflation Prices Purchasing power parity Vector autoregression