IMF Publications by Subject
Browse by Author
Econometric analysis:
2016
Title: Arrears to the IMF – A Ghost of the Past?
Series: Working Paper No. 2016/225
Date: November 16, 2016
Subject: Arrears Commodity price indexes Credit Econometric analysis External debt Logit models Money Prices
Title: Can Property Taxes Reduce House Price Volatility? Evidence from U.S. Regions
Series: Working Paper No. 2016/216
Date: November 10, 2016
Subject: Econometric analysis Effective tax rate Estimation techniques Housing Housing prices National accounts Prices Property tax Tax policy Taxes
Title: Spatial Dependence and Data-Driven Networks of International Banks
Series: Working Paper No. 2016/184
Date: September 15, 2016
Subject: Banking Commercial banks Econometric analysis Financial institutions Financial markets Foreign banks International banking Spatial models Stock markets Vector autoregression
Title: Measuring Concentration Risk - A Partial Portfolio Approach
Series: Working Paper No. 2016/158
Date: August 2, 2016
Subject: Asset and liability management Asset valuation Banking Basel II Credit Credit risk Econometric analysis Financial regulation and supervision Money Vector autoregression
Title: 6½ Decades of Global Trade and Income: “New Normal” or “Back to Normal” after GTC and GFC?
Series: Working Paper No. 2016/139
Date: July 12, 2016
Subject: Econometric analysis Export performance Exports International trade National accounts Personal income Structural vector autoregression Vector autoregression
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