IMF Publications by Subject
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Vector autoregression:
2015
Title: On the Drivers of Inflation in Sub-Saharan Africa
Series: Working Paper No. 2015/189
Date: August 5, 2015
Subject: Econometric analysis Economic theory Food prices Inflation Oil prices Prices Supply shocks Vector autoregression
Title: Institutions and Growth: a GMM/IV Panel VAR Approach
Series: Working Paper No. 2015/174
Date: July 27, 2015
Subject: Econometric analysis Estimation techniques National accounts Personal income Structural vector autoregression Vector autoregression
Title: Crime and the Economy in Mexican States: Heterogeneous Panel Estimates (1993-2012)
Series: Working Paper No. 2015/121
Date: June 4, 2015
Subject: Balance of payments Crime Econometric analysis Foreign direct investment Migration Population and demographics Structural vector autoregression Vector autoregression
Title: Fair Weather or Foul? The Macroeconomic Effects of El Niño
Series: Working Paper No. 2015/089
Date: April 30, 2015
Subject: Agricultural commodities Commodity prices Econometric analysis Environment Inflation Natural disasters Oil prices Prices Vector autoregression
Title: Uncertainty and Unemployment: The Effects of Aggregate and Sectoral Channels
Series: Working Paper No. 2015/036
Date: February 23, 2015
Subject: Financial crises Financial markets Global financial crisis of 2008-2009 Labor Labor markets Stock markets Unemployment Unemployment rate Vector autoregression
2014
Title: Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis
Series: Working Paper No. 2014/241
Date: December 29, 2014
Subject: Commodity prices Econometric analysis Exports Financial crises Financial sector policy and analysis Global financial crisis of 2008-2009 International trade Prices Spillovers Vector autoregression
Title: Financial Frictions in Data: Evidence and Impact
Series: Working Paper No. 2014/238
Date: December 24, 2014
Subject: Bond yields Credit Debt default Econometric analysis Economic theory External debt Financial frictions Financial institutions Impulse response analysis Money Vector autoregression
Title: Effectiveness of Capital Outflow Restrictions
Series: Working Paper No. 2014/008
Date: January 21, 2014
Subject: Balance of payments Capital controls Capital flows Capital outflows Econometric analysis Industrial production Production Vector autoregression
2013
Title: A Financial Conditions Index for Poland
Series: Working Paper No. 2013/252
Date: December 19, 2013
Subject: Bond yields Econometric analysis Financial conditions index Financial institutions Financial sector policy and analysis Loans Sovereign bonds Vector autoregression Yield curve
Title: The Role of Domestic and External Shocks in Poland: Results from an Agnostic Estimation Procedure
Series: Working Paper No. 2013/220
Date: October 29, 2013
Subject: Econometric analysis Exchange rates Foreign exchange Inflation Inflation targeting Monetary policy Prices Real exchange rates Vector autoregression