IMF Publications by Subject
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Structural vector autoregression:
2012
Title: Lost in Transmission? The Effectiveness of Monetary Policy Transmission Channels in the GCC Countries
Series: Working Paper No. 2012/191
Date: July 1, 2012
Subject: Bank credit Econometric analysis Exchange rate arrangements Exchange rates Foreign exchange Monetary policy Monetary transmission mechanism Money Structural vector autoregression
Title: What Drives Credit Growth in Emerging Asia?
Series: Working Paper No. 2012/043
Date: February 1, 2012
Subject: Credit Credit booms Econometric analysis Exchange rate flexibility Financial services Foreign exchange Money Short term interest rates Structural vector autoregression
2010
Title: Deconstructing the International Business Cycle: Why does a U.S. sneeze give the rest of the world a cold?
Series: Working Paper No. 2010/239
Date: October 1, 2010
Subject: Business cycles Commodity prices Spillovers Structural vector autoregression Vector autoregression
Title: Monetary Policy Matters: New Evidence Basedon a New Shock Measure
Series: Working Paper No. 2010/230
Date: October 1, 2010
Subject: Central bank policy rate Econometric analysis Financial institutions Financial services Futures Industrial production Production Structural vector autoregression Vector autoregression
Title: Inflation Dynamics in Yemen: An Empirical Analysis
Series: Working Paper No. 2010/144
Date: June 1, 2010
Subject: Econometric analysis Exchange rates Foreign exchange Inflation Monetary base Money Prices Structural vector autoregression Vector error correction models
Title: Spillovers of Domestic Shocks: Will They Counteract the “Great Moderation”?
Series: Working Paper No. 2010/078
Date: March 1, 2010
Subject: Financial crises Production growth Spillovers Stocks Structural vector autoregression
Title: Spillovers to Central America in Light of the Crisis: What a Difference a Year Makes
Series: Working Paper No. 2010/035
Date: February 1, 2010
Subject: Business cycles Financial crises Remittances Spillovers Structural vector autoregression
2009
Title: France: Selected Issues
Series: Country Report No. 2009/233
Date: July 31, 2009
Subject: Banking Econometric analysis Expenditure Fiscal multipliers Fiscal policy Fiscal stimulus Structural vector autoregression
Title: The Role for Counter-Cyclical Fiscal Policy in Singapore
Series: Working Paper No. 2009/008
Date: January 1, 2009
Subject: Econometric analysis Expenditure Fiscal policy Fiscal stimulus Revenue administration Structural vector autoregression
2008
Title: Investigating Inflation Dynamics in Sudan
Series: Working Paper No. 2008/189
Date: July 1, 2008
Subject: Exchange rates Inflation Monetary base Structural vector autoregression Vector error correction models