IMF Publications by Subject
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Vector autoregression:
2012
Title: Systemic Risk and Asymmetric Responses in the Financial Industry
Series: Working Paper No. 2012/152
Date: June 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Treasury bills and bonds Vector autoregression
Title: Monetary Policy Transmission in the GCC Countries
Series: Working Paper No. 2012/132
Date: May 1, 2012
Subject: Central bank policy rate Deposit rates Econometric analysis Financial services Interbank rates Interest rate ceilings Vector autoregression
Title: Short-Term Wholesale Funding and Systemic Risk: A Global Covar Approach
Series: Working Paper No. 2012/046
Date: February 1, 2012
Subject: Banking Commercial banks Econometric analysis Financial crises Financial institutions Financial sector policy and analysis Financial statements Public financial management (PFM) Systemic risk Vector autoregression
2011
Title: Inflation Dynamics in FYR Macedonia
Series: Working Paper No. 2011/287
Date: December 1, 2011
Subject: Central bank policy rate Econometric analysis Financial services Inflation Output gap Prices Production Vector autoregression Vector error correction models
Title: Low-Income Countries' BRIC Linkage: Are there Growth Spillovers?
Series: Working Paper No. 2011/267
Date: November 1, 2011
Subject: Balance of payments Commodity prices Econometric analysis Financial sector policy and analysis Foreign direct investment Oil prices Prices Spillovers Vector autoregression
Title: A Quantitative Assessment of Financial Conditions in Asia
Series: Working Paper No. 2011/170
Date: July 1, 2011
Subject: Central bank policy rate Econometric analysis Exchange rates Financial conditions index Financial markets Financial sector policy and analysis Financial services Foreign exchange Stock markets Vector autoregression
Title: Information Rigidity in Growth Forecasts: Some Cross-Country Evidence
Series: Working Paper No. 2011/125
Date: June 1, 2011
Subject: Banking crises Econometric analysis Economic theory Emerging and frontier financial markets Financial crises Financial markets Rational expectations Vector autoregression
Title: New Zealand: Selected Issues Paper
Series: Country Report No. 2011/103
Date: May 9, 2011
Subject: Commodity prices Econometric analysis Financial sector policy and analysis International trade National accounts Prices Private savings Spillovers Terms of trade Vector autoregression
Title: From West to East: Estimating External Spillovers to Australia and New Zealand
Series: Working Paper No. 2011/120
Date: May 1, 2011
Subject: Business cycles Commodity price indexes Commodity prices Econometric analysis Economic growth Financial sector policy and analysis Prices Spillovers Vector autoregression
Title: Financial Conditions Indexes for the United States and Euro Area
Series: Working Paper No. 2011/093
Date: April 1, 2011
Subject: Bank credit Financial statistics Sovereign bonds Vector autoregression Yield curve